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Volatility forecasting : the role of lunch-break returns, overnight returns, trading volume and leverage effects
Wang, Xunxiao, (2015)
Finite-sample distribution-free inference in linear median regression under heteroskedasticity and nonlinear dependence of unknown form
Coudin, Elise, (2007)
Testing for Long Memory in Volatility
Hurvich, Clifford M., (2008)
Robust beta estimation : some empirical evidence
Fong, Wai-mun, (1997)
The dynamics of DM-£ exchange rate volatility : a SWARCH analysis
Fong, Wai-mun, (1998)
The size effect : a multiperiod analysis
Fong, Wai-mun, (1992)