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Items where Author is "Fan, Rui"

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Journal Article

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

Thesis

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

This list was generated on Thu Apr 24 17:19:25 2025 UTC.