Personal profile
Education/Academic qualification
PhD, PhD in Economics, University of York
1 Sept 2019 → 14 Aug 2023
Award Date: 14 Aug 2023
PhD, PhD in Statistics, Zhejiang University
1 Sept 2014 → 30 Jun 2019
Award Date: 30 Jun 2019
BSc, BSc in Mathematics and Applied Mathematics, Zhejiang University
1 Sept 2010 → 30 Jun 2014
Award Date: 30 Jun 2014
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Research output
- 10 Article
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Estimation of Common Factors for Microstructure Noise and Efficient Price in a High-frequency Dual Factor Model
Li, Y.-N., Chen, J. & Linton, O., 1 Mar 2026, In: Journal of Econometrics. 254, Part A, 105382.Research output: Contribution to journal › Article › peer-review
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Estimating Time-Varying Networks for High-Dimensional Time Series
Chen, J., Li, D., Li, Y.-N. & Linton, O., 16 May 2025, In: Journal of Econometrics. 249, 21 p., 105941.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Inference for high-dimensional linear expectile regression with de-biasing method
Li, X., Li, Y.-N., Zhang, L. X. & Zhao, J., 1 Oct 2024, In: Computational Statistics & Data Analysis. 198, 23 p., 107997.Research output: Contribution to journal › Article › peer-review
Open AccessFile
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Estimation of Large Dynamic Precision Matrices with a Latent Semiparametric Structure
Li, Y. (Speaker)
15 Apr 2025Activity: Talk or presentation › Seminar
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Journal of Financial Economics (Journal)
Li, Y. (Reviewer)
2025 → …Activity: Publication peer-review and editorial work › Publication peer review
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Macau International Conference on Business Intelligence and Analytics
Li, Y. (Speaker)
11 Dec 2024 → 12 Dec 2024Activity: Participating in or organising an event › Conference