Items where Author is "Jiang, Ying"

Article

Kellard, Neil and Jiang, Ying and Liu, Xiaoquan (2020) Night trading and market quality: Evidence from Chinese and U.S. precious metal futures markets. Journal of Futures Markets, 40 (10). pp. 1486-1507. DOI https://doi.org/10.1002/fut.22147

Kellard, Neil M and Jiang, Ying and Wohar, Mark (2015) Spurious long memory, uncommon breaks and the implied–realized volatility puzzle. Journal of International Money and Finance, 56 (C). pp. 36-54. DOI https://doi.org/10.1016/j.jimonfin.2015.04.003

Jiang, Ying and Liu, Xiaoquan and Ye, Wuyi (2015) Do intraday data contain more information for volatility forecasting? Evidence from the Chinese commodity futures market. Applied Economics Letters, 22 (3). pp. 218-222. DOI https://doi.org/10.1080/13504851.2014.934425

Chortareas, Georgios and Jiang, Ying and Nankervis, John C (2011) Forecasting exchange rate volatility using high-frequency data: Is the euro different? International Journal of Forecasting, 27 (4). pp. 1089-1107. DOI https://doi.org/10.1016/j.ijforecast.2010.07.003

Chortareas, Georgios and Jiang, Ying and Nankervis, John C (2011) The random-walk behavior of the Euro exchange rate. Finance Research Letters, 8 (3). pp. 158-162. DOI https://doi.org/10.1016/j.frl.2010.10.003