Items where Author is "Fan, Rui"

Fan, Rui and Taylor, Stephen John and Sandri, Matteo (2018) Density forecast comparisons for stock prices, obtained from high-frequency returns and daily option prices. Journal of Futures Markets, 38 (1). pp. 83-103. ISSN 0270-7314

Fan, Rui and Taylor, Stephen (2016) Essays on financial econometrics : cojump detection and density forecasting. PhD thesis, Lancaster University.