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Information about:
Youwei Li

Personal Details | Affiliation | Works

This is information that was supplied by Youwei Li in registering through RePEc. If you are Youwei Li , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Youwei
Middle Name:
Last Name: Li
Suffix:

RePEc Short-ID: pli495

Email: [This author has chosen not to make the email address public]
Homepage: http://www.qub.ac.uk/schools/QueensUniversityManagementSchool/Staff/LiYouwei/
Postal Address:
Phone:

Affiliation

(in no particular order)

School of Management and Economics
Queen's University
Location: Belfast, United Kingdom
Homepage: http://www.qub.ac.uk/mgt/
Email:
Phone: +44 (0)28 90273287
Fax: +44 (0)28 90236601
Postal: 22, University Square, Belfast BT7 1NN
Handle: RePEc:edi:dequbuk (registered authors at this institution)

Works

Working papers

Li, Youwei & Donkers, Bas & Melenberg, Bertrand, 2006. "The non- and semiparametric analysis of MS models : some applications," Discussion Paper 95, Tilburg University, Center for Economic Research. [Downloadable!]
Xue-Zhong He & Youwei Li, 2005. "Long Memory, Heterogeneity and Trend Chasing," Research Paper Series 148, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
Other versions:
- Youwei Li & Xue-Zhong He, 2005. "Long Memory, Heterogeneity, and Trend Chasing," Computing in Economics and Finance 2005 113, Society for Computational Economics.
Youwei Li & Xue-Zhong (Tony) He, 2005. "Heterogeneity, Profitability and Autocorrelations," Computing in Economics and Finance 2005 244, Society for Computational Economics.
Other versions:
- Xue-Zhong He & Youwei Li, 2005. "Heterogeneity, Profitability and Autocorrelations," Research Paper Series 147, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
Youwei Li & Bas Donkers, 2004. "The Econometric Analysis of Microscopic Simulation Models," Computing in Economics and Finance 2004 195, Society for Computational Economics. [Downloadable!]
Other versions:
- Li, Youwei & Donkers, Bas & Melenberg, Bertrand, 2006. "The econometric analysis of microscopic simulation models," Discussion Paper 99, Tilburg University, Center for Economic Research. [Downloadable!]

Articles

Xue-Zhong He & Youwei Li, 2008. "Heterogeneity, convergence, and autocorrelations," Quantitative Finance, Taylor and Francis Journals, vol. 8(1), pages 59-79. [Downloadable!] (restricted)
He, Xue-Zhong & Li, Youwei, 2007. "Power-law behaviour, heterogeneity, and trend chasing," Journal of Economic Dynamics and Control, Elsevier, vol. 31(10), pages 3396-3426, October. [Downloadable!] (restricted)

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

NEP-CMP: Computational Economics (2) 2004-08-16 2006-10-28 Author is listed
NEP-ECM: Econometrics (4) 2004-08-16 2005-03-06 2006-10-28 2006-10-28 Author is listed
NEP-FIN: Finance (3) 2005-03-06 2006-10-28 2006-10-28 Author is listed
NEP-FMK: Financial Markets (2) 2005-03-06 2005-03-06 Author is listed

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This page was last updated on 2009-11-22.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.