Browse by People

Up a level
Export as [feed] RSS [feed] RSS 2.0 Short Author List
Number of items: 2.

Bu, Ruijun ORCID: 0000-0002-3947-3038, Hizmeri, Rodrigo, Izzeldin, Marwan, Murphy, Anthony and Tsionas, Mike
(2023) The contribution of jump signs and activity to forecasting stock price volatility. Journal of Empirical Finance, 70. pp. 144-164.

Hizmeri, Rodrigo, Izzeldin, Marwan, Nolte, Ingmar and Pappas, Vasileios
(2022) A generalized heterogeneous autoregressive model using market information. QUANTITATIVE FINANCE, 22 (8). pp. 1513-1534.

This list was generated on Sat May 20 20:01:15 2023 BST.