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~isPartOf:"Quantitative finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Liu, Li"
~subject:"Forecasting model"
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Liu, Li
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Quantitative finance
The North American journal of economics and finance : a journal of financial economics studies
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Macroeconomic fundamentals, jump dynamics and expected volatility
Pan, Zhiyuan
;
Bu, Ruijun
;
Liu, Li
;
Wang, Yudong
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1345-1371
Persistent link: https://www.econbiz.de/10012262666
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Improving forecasting performance of realized covariance with extensions of HAR-RCOV model : statistical significance and economic value
Zhang, Yaojie
;
Wei, Yu
;
Liu, Li
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1425-1438
Persistent link: https://www.econbiz.de/10012194796
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