Follow
Zhenxiong Li
Title
Cited by
Cited by
Year
A novel cluster HAR-type model for forecasting realized volatility
X Yao, M Izzeldin, Z Li
International Journal of Forecasting 35 (4), 1318-1331, 2019
172019
On the right jump tail inferred from the VIX market
Z Li, X Yao, M Izzeldin
International Review of Financial Analysis, 102507, 2023
42023
Return predictability of variance differences: A fractionally cointegrated approach
Z Li, M Izzeldin, X Yao
Journal of Futures Markets, 2020
22020
Modelling systems with a mixture of I (d) and I (0) variables using the fractionally co-integrated VAR model
X Yao, M Izzeldin, Z Li
Economics Letters 181, 160-163, 2019
12019
The system can't perform the operation now. Try again later.
Articles 1–4