Items where Author is "Ye, Wuyi"
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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
Ye, Wuyi and Liu, Xiaoquan and Miao, Baiqi (2012) Measuring the subprime crisis contagion: Evidence of change point analysis of copula functions. European Journal of Operational Research, 222 (1). pp. 96-103. DOI https://doi.org/10.1016/j.ejor.2012.04.004