李震雄

发布时间：2024-06-18浏览次数：1194

  • 1、Return predictability of variance differences: A fractionally cointegrated approach,Journal of Futures Markets,FMS-B, ABS-3, SSCI ,2020,Zhenxiong Li,Marwan Izzeldin,Xingzhi Yao,40, p.1072-1089 18 p.
  • 2、A novel cluster HAR-type model for forecasting realized volatility,International Journal of Forecasting,FMS-B, ABS-3, SSCI ,2019,Xingzhi Yao,Marwan Izzeldin,Zhenxiong Li,35, p. 1318-1331 14 p.
  • 3、Modelling systems with a mixture of I(d) and I(0) variables using the fractionally co-integrated VAR model,Economics Letters,FMS-B, ABS-3, SSCI ,2019,Xingzhi Yao,Marwan Izzeldin,Zhenxiong Li,181, p. 160-163 4 p.
  • 4、On the right jump tail inferred from the VIX market,International Review of Financial Analysis,FMS-B, ABS-3, SSCI ,2023,Zhenxiong Li,Xingzhi Yao,Marwan Izzeldin,86 (2023) 102507