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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.