Volatility modelling and forecasting in finance L Xiao, A Aydemir Forecasting volatility in the financial markets, 1-45, 2007 | 43 | 2007 |
Capital flows and current account dynamics in Turkey: A nonlinear time series analysis A Cecen, L Xiao Economic Modelling 39, 240-246, 2014 | 30 | 2014 |
Realized volatility forecasting: empirical evidence from stock market indices and exchange rates L Xiao Applied Financial Economics 23 (1), 57-69, 2013 | 12 | 2013 |
Volatility forecasting: combinations of realized volatility measures and forecasting models L Xiao, V Boasson, S Shishlenin, V Makushina Applied Economics 50 (13), 1428-1441, 2018 | 9 | 2018 |
High frequency trading and stock index returns: A nonlinear dynamic analysis AA Cecen, P Jain, L Xiao Communications in Nonlinear Science and Numerical Simulation 97, 105710, 2021 | 5 | 2021 |
Institutions, economic growth, and foreign aid in Nepal A Cecen, L Xiao, S Adhikari International Journal of Economics and Finance 6 (6), 84-94, 2014 | 5 | 2014 |
College football attendance in the long run: The Football Championship Subdivision GA Falls, PA Natke, L Xiao Managerial and Decision Economics 43 (6), 2172-2183, 2022 | 2 | 2022 |
Relative Cohort Size and Fertility in Latin America and the Caribbean: A Panel Data Approach L Xiao, M Shields Research in World Economy 5 (2), 135-142, 2014 | 1 | 2014 |
Estimation of Stochastic Volatility Models using Realized Volatility L Xiao Term paper, University of Western Ontario, 2006 | 1 | 2006 |
A Long Run Look at FBS Football Attendance. PA Natke, GA Falls, L Xiao International Journal of Sport Finance 19 (1), 2024 | | 2024 |
College Football Attendance in the Long Run: Division II. GA Falls, PA Natke, L Xiao American Journal of Management 22 (3), 2022 | | 2022 |
College football attendance in the long run: The Football Championship Subdivision L Xiao, GA Falls, PA Natke managerial and decision economics, 2021 | | 2021 |
Machines, Memory and the Markov Property in Stock Returns: Deus Ex Machina? A Cecen, P Jain, L Xiao Available at SSRN 2963418, 2017 | | 2017 |