Anatomy-wise, you could do some work on it, though general proportions seem about right. Maybe her arms seem too short? If those are not meant to be foreshortened, I think she couldn't even put her hands in her pockets with arms that short. The way the shoulders attach to the torso seems off too. A bit too "LEGO minifig" if that makes sense. Finall, the face area is not correct. The ear is too small, the eye is in the wrong spot, the nose seems flat and the mouth seem painted on. Again, they are somewhat in the right place, so this is a question of tweaking, tweaking some more and retweaking, all the while looking at references. I'd do a few edits, but I don't have a pixel tool here.
Finally, I'd say the colors don't sit too well with me. The skin-tone makes her look a bit ghoulish. Mainly, you're missing all the reds and oranges skin tends to have. Maybe go for something more complex than a slightly hue shifted single ramp? The hair uses a weird kind of yellow I try to avoid in organic things. Basically, you always want to make sure your yellow stays on the orange side instead of the green. It's subtle, but a little extra warmth to your yellows tends to make a huge difference. Maybe one final not on colors: the red and blue are very primal, a small shift around the color wheel could really make those colors pop more. This is a bit nitpicky though.
EDIT: just saw you posted some references. So yeah, arms are definitely not foreshortened, but way too short. The reference also shows how to do the face properly. If you look at the reference, then your face, you'll quickly see how yours seems painted on. This probably comes from a lack of understanding facial anatomy, so study up.
More things to study: the neck of the girl in the reference is in a really cool position. Study those volumes!
As for the Harley Quinn reference you posted: the colors are a good reference. As you can see, the colors in the picture are different and I prefer them to yours. Her hair contains tons of oranges (in fact, I don't think there's any yellow in that reference), her skin is way more rich, apparently the top is white (yours is a dull gray, this is mainly a question of adding proper highlights to the material). Finally, the costume colors are indeed far removed from the primary ones you use. Mainly the blue, which is a desaturated steel blue, with a velvetty sheen to it, as opposed to the purple you used. The main difference in the red is about saturation.
Hope that helps a bit