Zhenxiong Li

Soochow University - Suzhou / China

Economics & Econometrics / Accounting & Finance

AD Scientific Index ID: 5202587

苏州大学

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Zhenxiong Li's MOST POPULAR ARTICLES

1-) A novel cluster HAR-type model for forecasting realized volatilityX Yao, M Izzeldin, Z LiInternational Journal of Forecasting 35 (4), 1318-1331, 2019162019

2-) On the right jump tail inferred from the VIX marketZ Li, X Yao, M IzzeldinInternational Review of Financial Analysis, 102507, 202342023

3-) Return predictability of variance differences: A fractionally cointegrated approachZ Li, M Izzeldin, X YaoJournal of Futures Markets, 202022020

4-) Modelling systems with a mixture of I (d) and I (0) variables using the fractionally co-integrated VAR modelX Yao, M Izzeldin, Z LiEconomics Letters 181, 160-163, 201912019

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