Details about Yue Fang
Access statistics for papers by Yue Fang.
Last updated 2005-04-08. Update your information in the RePEc Author Service.
Short-id: pfa44
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Journal Articles
Working Papers
2000
- When Should Time be Continuous? Volatility Modeling and Estimation of High-Frequency Data
Econometric Society World Congress 2000 Contributed Papers, Econometric Society
Journal Articles
2004
- Updating ARMA predictions for temporal aggregates
Journal of Forecasting, 2004, 23, (4), 275-296
View citations (10)
2003
- Forecasting combination and encompassing tests
International Journal of Forecasting, 2003, 19, (1), 87-94
View citations (37)
- The predictability of asset returns: an approach combining technical analysis and time series forecasts
International Journal of Forecasting, 2003, 19, (3), 369-385
View citations (20)
2000
- Seasonality in foreign exchange volatility
Applied Economics, 2000, 32, (6), 697-703
View citations (1)