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Shifan Yu

University of Oxford (from arXiv:2604.23023, 2026) · ORCID · OpenAlex

5 papers in scope · 4 published · 1 on the econ.EM arXiv · 34 citations · h-index 3 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Mark Podolskij
  2. Kim Christensen
  3. Mikkel Slot Nielsen
  4. Mikkel S olvsten
  5. Raffaele Saggio
  6. Patrick Kline
  7. Mikkel Sølvsten
  8. Yuta Kurose
  9. Lingxiang Zhang
  10. Giuseppe Storti
  11. Qianli Zhao
  12. Fred Espen Benth
  13. Thomas K. Kloster
  14. Aleksey Kolokolov
  15. Chen Zhang
  16. Tetsuya Takabatake
  17. Yasin Şimşek
  18. Richard Gerlach
  19. Jun Yu
  20. Chan Kim

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(1 of 5)

working paper2026 · arXiv
Testing for jumps in a discretely observed price process with endogenous sampling times
published2025 · Journal of Econometrics · 3 citations · first circulated 2021
with Qiyuan Li, Yifan Li, Ingmar Nolte, Sandra Nolte
Decoupling Interday and Intraday Volatility Dynamics With Price Durations
published2025 · Journal of Time Series Analysis · 1 citations · first circulated 2024
with Yifan Li, Ingmar Nolte, Sandra Nolte
Realized candlestick wicks
published2025 · Journal of Econometrics · 4 citations
with Yifan Li, Ingmar Nolte, Sandra Nolte
MD-CFD simulation on the miscible displacement process of hydrocarbon gas flooding under deep reservoir conditions
published2022 · Energy · 26 citations
with Zechen Yan, Xiaofang Li, Xu Zhu, Ping Wang, Haonan Li, Kangxing Wei, Yan Li, Qingzhong Xue

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.