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Dr Zhenxiong Li

Research student

  1. 2019
  2. E-pub ahead of print

    A novel cluster HAR-type model for forecasting realized volatility

    Yao, X., Izzeldin, M. & Li, Z., 14/08/2019, 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

    Essays on financial development and economic performance

    Li, Z., 2018, Lancaster University. 179 p.

    Research output: ThesisDoctoral Thesis

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