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Yue Fang


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Personal Details

First Name: Yue
Middle Name:
Last Name: Fang

RePEc Short-ID: pfa44

Postal Address: Lundquist College of Business University of Oregon Eugene, OR 97403
Phone: 541 346 3265


Charles H. Lundquist College of Business
University of Oregon
Location: Eugene, Oregon (United States)
Phone: 541-346-3303
Postal: 1208, Gilbert Hall, Eugene OR 97403-1208
Handle: RePEc:edi:coborus (more details at EDIRC)


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Working papers

  1. Yue Fang, 2000. "When Should Time be Continuous? Volatility Modeling and Estimation of High-Frequency Data," Econometric Society World Congress 2000 Contributed Papers 0843, Econometric Society.


  1. Yue Fang & Sergio G. Koreisha, 2004. "Updating ARMA predictions for temporal aggregates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(4), pages 275-296.
  2. Fang, Yue, 2003. "Forecasting combination and encompassing tests," International Journal of Forecasting, Elsevier, vol. 19(1), pages 87-94.
  3. Fang, Yue & Xu, Daming, 2003. "The predictability of asset returns: an approach combining technical analysis and time series forecasts," International Journal of Forecasting, Elsevier, vol. 19(3), pages 369-385.
  4. Yue Fang, 2000. "Seasonality in foreign exchange volatility," Applied Economics, Taylor & Francis Journals, vol. 32(6), pages 697-703.


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