Please note that LibreCat no longer supports Internet Explorer versions 8 or 9 (or earlier).
We recommend upgrading to the latest Internet Explorer, Google Chrome, or Firefox.
2013 | Working Paper | LibreCat-ID: 4657
Feng, Y., & Sun, L. (2013). A Semi-APARCH approach for comparing long-term and short-term risk in Chinese financial market and in mature financial markets.LibreCat
2012 | Working Paper | LibreCat-ID: 4659
Feng, Y., Hand, D., & Yu, K. (2012). A Multivariate Random Walk Model with Slowly Changing Drift and Cross-correlation Applied to Finance.LibreCat