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Items where Author is "Ye, Wuyi"

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Article

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

This list was generated on Mon May 27 17:25:21 2024 BST.