Xingyi Li
PhD Alumni
Academic interests
Volatility Forecasting; High Frequency World; Quantitative Finance
Scientific publications
- Li, Xingyi; Zakamulin, Valeriy (2020). Stock volatility predictability in bull and bear markets. Quantitative finance (Print). ISSN: 1469-7688. doi:10.1080/14697688.2020.1725101.
- Li, Xingyi; Zakamulin, Valeriy (2020). The term structure of volatility predictability. International Journal of Forecasting. ISSN: 0169-2070. doi:10.1016/j.ijforecast.2019.08.010.
- Li, Xingyi; Zakamulin, Valeriy (2019). The term structure of volatility predictability. International Journal of Forecasting. ISSN: 0169-2070. doi:10.1016/j.ijforecast.2019.08.010.
Sectors
Last changed: 21.06.2018 14:06