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Dr Xingzhi Yao

Research Student

  1. 2019
  2. Published

    A novel cluster HAR-type model for forecasting realized volatility

    Yao, X., Izzeldin, M. & Li, Z., 1/10/2019, In : International Journal of Forecasting. 35, p. 1318-1331 14 p.

    Research output: Contribution to journalJournal article

  3. Published

    Modelling systems with a mixture of I (d) and I (0) variables using the fractionally co-integrated VAR model

    Yao, X., Izzeldin, M. & Li, Z., 1/08/2019, In : Economics Letters. 181, p. 160-163 4 p.

    Research output: Contribution to journalJournal article

  4. 2018
  5. Published

    Forecasting Using Alternative Measures of Model-Free Option-Implied Volatility

    Yao, X. & Izzeldin, M., 02/2018, In : Journal of Futures Markets. 38, 2, p. 199-218 20 p.

    Research output: Contribution to journalJournal article

  6. 2017
  7. Published

    Volatility and return forecasting: time series and options-based methods

    Yao, X., 2017, Lancaster University. 219 p.

    Research output: ThesisDoctoral Thesis

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