Zhenxiong Li - Research Portal | Lancaster University

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 Journal/Magazine › Journal article › peer-review
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 Journal/Magazine › Journal article › peer-review
Published
Essays on financial development and economic performance
Li, Z., 2018, Lancaster University. 179 p.
Research output: Thesis › Doctoral Thesis

Activities

The 15th INFINITI Conference on International Finance
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
NWSSDTP PhD Conference in Economics
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
The 3rd International Conference in Applied Macro and Empirical Finance
Activity: Participating in or organising an event types › Participation in conference -Mixed Audience