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Chen, Jian and Shen, Liya and Wang, Xiaoke and Zuo, Haomiao (2015) The role of variance risk premium in predicting excess stock market return: out-of-sample evidences. Applied Economics Letters, 22 (17). pp. 1-7. DOI https://doi.org/10.1080/13504851.2015.1034831

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

Chen, Jian and Liu, Xiaoquan (2010) The model-free measures and the volatility spread. Applied Economics Letters, 17 (18). pp. 1829-1833. DOI https://doi.org/10.1080/13504850903357350

Fu, H and Wood, A (2010) Momentum in Taiwan: seasonality matters! Applied Economics Letters, 17 (13). pp. 1247-1253. DOI https://doi.org/10.1080/00036840902917589

Liu, Xiaoquan and Shackleton, Mark B and Taylor, Stephen J and Xu, Xinzhong (2009) Empirical pricing kernels obtained from the UK index options market. Applied Economics Letters, 16 (10). pp. 989-993. DOI https://doi.org/10.1080/13504850701222210

Chambers, Marcus J (1996) Speed of adjustment and estimation of the partial adjustment model. Applied Economics Letters, 3 (1). pp. 21-23. DOI https://doi.org/10.1080/758525509