Items where Author is "Li, Zhenxiong"

Li, Zhenxiong and Yao, Xingzhi and Izzeldin, Marwan (2023) On the Right Jump Tail Inferred from the VIX Market. International Review of Financial Analysis, 86: 102507. ISSN 1057-5219

Li, Zhenxiong and Izzeldin, Marwan and Yao, Xingzhi (2020) Return Predictability of Variance Differences : a fractionally co-integrated approach. The Journal of Futures Markets, 40 (7). pp. 1072-1089.

Li, Zhenxiong and Ingham, Hilary (2020) Financial Development, Economic Performance and Democracy : Methodological Issues and New Estimates. Working Paper. Lancaster University, Department of Economics, Lancaster.

Yao, Xingzhi and Izzeldin, Marwan and Li, Zhenxiong (2019) A novel cluster HAR-type model for forecasting realized volatility. International Journal of Forecasting, 35. pp. 1318-1331. ISSN 0169-2070

Yao, Xingzhi and Izzeldin, Marwan and Li, Zhenxiong (2019) Modelling systems with a mixture of I (d) and I (0) variables using the fractionally co-integrated VAR model. Economics Letters, 181. pp. 160-163. ISSN 0165-1765

Li, Zhenxiong and Ingham, Hilary (2018) Essays on financial development and economic performance. PhD thesis, Lancaster University.