Bugni, Federico A.; Li, Jia; Li, Qiyuan Permutation-based tests for discontinuities in event studies. (English) Zbl 07766836 Quant. Econ. 14, No. 1, 37-70 (2023). MSC: 91-XX PDFBibTeX XMLCite \textit{F. A. Bugni} et al., Quant. Econ. 14, No. 1, 37--70 (2023; Zbl 07766836) Full Text: DOI arXiv OA License
Bollerslev, Tim; Li, Jia; Liao, Zhipeng Fixed-\(k\) inference for volatility. (English) Zbl 1485.91233 Quant. Econ. 12, No. 4, 1053-1084 (2021). MSC: 91G30 62P05 PDFBibTeX XMLCite \textit{T. Bollerslev} et al., Quant. Econ. 12, No. 4, 1053--1084 (2021; Zbl 1485.91233) Full Text: DOI
Li, Jia; Todorov, Viktor; Tauchen, George Jump factor models in large cross-sections. (English) Zbl 1430.91120 Quant. Econ. 10, No. 2, 419-456 (2019). MSC: 91G30 60J74 62P05 PDFBibTeX XMLCite \textit{J. Li} et al., Quant. Econ. 10, No. 2, 419--456 (2019; Zbl 1430.91120) Full Text: DOI Link