IDEAS home Printed from https://ideas.repec.org/f/pli1126.html
   My authors  Follow this author

Lily Y. Liu

Personal Details

First Name:Lily
Middle Name:Y.
Last Name:Liu
Suffix:
RePEc Short-ID:pli1126

Affiliation

Federal Reserve Bank of Boston

Boston, Massachusetts (United States)
http://www.bos.frb.org/
RePEc:edi:frbbous (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Lily Y. Liu, 2017. "Estimating Loss Given Default from CDS under Weak Identification," Supervisory Research and Analysis Working Papers RPA 17-1, Federal Reserve Bank of Boston.
  2. Kevin Sheppard & Lily Liu & Andrew J. Patton, 2013. "Does Anything Beat 5-Minute RV? A Comparison of Realized Measures Across Multiple Asset Classes," Economics Series Working Papers 645, University of Oxford, Department of Economics.

Articles

  1. Liu, Lily Y. & Patton, Andrew J. & Sheppard, Kevin, 2015. "Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes," Journal of Econometrics, Elsevier, vol. 187(1), pages 293-311.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (2) 2013-03-09 2017-07-09
  2. NEP-ETS: Econometric Time Series (1) 2013-03-09
  3. NEP-FOR: Forecasting (1) 2013-03-09
  4. NEP-MST: Market Microstructure (1) 2013-03-09
  5. NEP-RMG: Risk Management (1) 2017-07-09

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Lily Y. Liu should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.