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Real-time GARCHCARR : A joint model of returns, realized measure of volatility and current intraday information
Buyun, Xu, (2025)
The contribution of realized variance-covariance models to the economic value of volatility timing
Bauwens, Luc, (2025)
Multivariate dynamic mixed-frequency density pooling for financial forecasting
VirbickaitÄ—, AudronÄ—, (2025)
Seasonality in foreign exchange volatility
Fang, Yue, (2000)
Semi-parametric specification tests for discrete probability models
Fang, Yue, (2003)
Forecasting combination and encompassing tests