Junye Li
- Finance top 2%
- Economics and Econometrics top 5%
- General Economics, Econometrics and Finance top 5%
- Management Science and Operations Research
- Statistics and Probability top 10%
- Co-authors
- Gabriele ZinnaAndrás FülöpJun YuTao HuangCarlo A. FaveroFulvio OrtuHening LiuJeremy Heng
- Topics
- Stochastic processes and financial applications (24 papers)Financial Markets and Investment Strategies (21 papers)Financial Risk and Volatility Modeling (18 papers)
In The Last Decade
Junye Li
37 papers receiving 421 citations
Peers
Comparison fields: 5 of 48
- Finance 307
- Economics and Econometrics 228
- General Economics, Econometrics and Finance 97
- Management Science and Operations Research 32
- Statistics and Probability 31
Countries citing papers authored by Junye Li
This map shows the geographic impact of Junye Li's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Junye Li with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Junye Li more than expected).
Fields of papers citing papers by Junye Li
This network shows the impact of papers produced by Junye Li. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Junye Li. The network helps show where Junye Li may publish in the future.
Co-authorship network of co-authors of Junye Li
This figure shows the co-authorship network connecting the top 25 collaborators of Junye Li. A scholar is included among the top collaborators of Junye Li based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Junye Li. Junye Li is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 0 | |
| 2 | 1 | |
| 3 | 0 | |
| 4 | 0 | |
| 5 | 1 | |
| 6 | 1 | |
| 7 | 0 | |
| 8 | 3 | |
| 9 | 3 | |
| 10 | 5 | |
| 11 | 1 | |
| 12 | 3 | |
| 13 | 4 | |
| 14 | 40 | |
| 15 | 1 | |
| 16 | Learning via Simulation: A Marginalized Resample-Move Approach | 0 |
| 17 | 16 | |
| 18 | 1 | |
| 19 | 0 | |
| 20 | Sequential Bayesian Analysis of Time-Changed Infinite Activity Derivatives Pricing Models | 2 |
About Junye Li
Junye Li is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics, having authored 43 papers that have together received 435 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (24 papers), Financial Markets and Investment Strategies (21 papers) and Financial Risk and Volatility Modeling (18 papers). The work is most often cited by research in Finance (307 citations), General Economics, Econometrics and Finance (97 citations) and Economics and Econometrics (228 citations). Junye Li has collaborated with scholars based in China, Italy and France. Frequent co-authors include Gabriele Zinna, András Fülöp, Jun Yu, Tao Huang, Carlo A. Favero, Fulvio Ortu, Hening Liu, Jeremy Heng, Ning Zhu and Fei Wu. Their work appears in journals such as Review of Financial Studies, Journal of Econometrics and Journal of Banking & Finance.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.