Items where Author is "Yan, Lili"
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Article
Yan, Lili and Kellard, Neil M and Lambercy, Lyudmyla (2025) Multivariate range-based EGARCH models. International Review of Financial Analysis, 100. p. 103983. DOI https://doi.org/10.1016/j.irfa.2025.103983
Thesis
Yan, Lili (2020) Range-based Volatility Modelling, Forecasting and Spillovers. PhD thesis, University of Essex.