檢視李嘉（教授）的原始碼

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|<center>'''  李嘉 '''<br><img src=" https://www.nsd.pku.edu.cn/docs/20190107181656186122.jpg " width="180"></center><small>[https://www.nsd.pku.edu.cn/docs/20190107181656186122.jpg 北京大学国家发展研究院]</small> 
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'''李嘉'''，普林斯顿大学经济学博士，现为杜克大学经济系副教授。
==工作经历==

经济系，杜克大学.

· 副教授（长聘） （2017-）

· 助理教授 （2011-2017）

==教育背景==

经济学博士（2011）普林斯顿大学

经济学硕士（2006）北京大学中国经济研究中心

物理学学士（2003）北京大学物理学院天体物理学系

经济学学士（2003）北京大学中国经济研究中心双学位项目

==研究方向==

[[计量经济学]]，[[金融学]]
==学术成果==
=== 论文 ===

[1] Testing for Jumps in Noisy High Frequency Data (Yacine Ait-Sahalia, Jean Jacod and Jia Li), Journal of Econometrics, 168, 207-222, 2012.

[2] Robust Estimation and Inference for Jumps in Noisy High Frequency Data: A Local-to-Continuity Theory for the Pre-Averaging Method (Jia Li). Econometrica, 81, 1673-1693, 2013.

[3] Volatility Occupation Times (Jia Li, Viktor Todorov and George Tauchen), 41, 1865-1891, 2013, Annals of Statistics.

[4] Inference Theory on Volatility Functional Dependencies (Jia Li, Viktor Todorov and George Tauchen), Journal of Econometrics, 193, 17-34, 2016.

[5] Estimating the Volatility Occupation Time via Regularized Laplace Inversion (Jia Li, Viktor Todorov and George Tauchen), forthcoming, Econometric Theory.

[6] Robust Jump Regressions (Jia Li, Viktor Todorov and George Tauchen), forthcoming, Journal of the American Statistical Association, Theory and Method.

[7] Generalized Method of Integrated Moments for High-Frequency Data. 2016 (Jia Li and Dacheng Xiu), Econometrica., 84, 1613-1633, 2016

[8] Jump Regressions (Jia Li, Viktor Todorov and George Tauchen), Econometrica, 85, 173-195, 2017

[9] Mixed-scale Jump Regressions with Bootstrap Inference (Jia Li, Viktor Todorov, George Tauchen and Rui Chen), forthcoming, Journal of Econometrics.

[10] Adaptive Estimation of Continuous-Time Regression Models using High-Frequency Data (Jia Li, Viktor Todorov and George Tauchen), forthcoming, Journal of Econometrics.

[11] Asymptotic Inference for Predictive Accuracy using High Frequency Data (Jia Li and Andrew Patton), forthcoming, Journal of Econometrics.

[12] Rank Tests at Jump Events (Jia Li, Viktor Todorov, George Tauchen and Huidi Lin), forthcoming at Journal of Business and Economic Statistics.

[13] Volume, Volatility and Public Announcements (Tim Bollerslev, Jia Li and Yuan Xue), forthcoming, Review of Economic Studies.

[14] Efficient Estimation of Integrated Volatility Functionals via Multi-scale Jackknife (Jia Li, Y. Liu and D. Xiu), forthcoming, Annals of Statistics.

=== 工作论文 ===

[-] Efficient Estimation of Integrated Volatility Functionals under General Volatility Dynamics (J. Li and Y. Liu) under revision at Econometric Theory.

[-] Jump Factor Models in Large Cross-Sections (J. Li, V. Todorov and G. Tauchen).

[-] Generalized Jump Regressions with an Application to Volume-Volatility Relations. (Tim Bollerslev, Jia Li, and Leonardo Salim Saker Chaves)<ref>[https://www.nsd.pku.edu.cn/   北京大学国家发展研究院]</ref>
==参考资料== 
{{reflist}}
[[Category:教授]]