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Jing Victor Li · Study

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Jing Victor Li

5 works· latest 2016· 5 institutionscluster: provisionalORCID 0000-0003-3095-1395

h-index5

i105

Citations193

Works here5

07

10

15

16

Most cited in this library

Real Options Theory and International Strategy: A Critical Review2007 · 62 citations
ADL tests for threshold cointegration2010 · 54 citations
Pure jump models for pricing and hedging VIX derivatives2016 · 35 citations
Additive subordination and its applications in finance2016 · 29 citations
Trend-cycle decomposition allowing for multiple smooth structural changes in the trend of US real GDP2015 · 13 citations

Works

5 shown

Pure jump models for pricing and hedging VIX derivatives

Journal of Economic Dynamics and Control·2016·3 authors

35citations

Additive subordination and its applications in finance

Finance and Stochastics·2016·3 authors·Open access

29citations

Trend-cycle decomposition allowing for multiple smooth structural changes in the trend of US real GDP

Journal of Macroeconomics·2015·2 authors

13citations

ADL tests for threshold cointegration

Journal of Time Series Analysis·2010·2 authors

54citations

Real Options Theory and International Strategy: A Critical Review

Emerald Group Publishing Limited eBooks·2007·1 author·chapter

62citations