|Lundquist College of Business University of Oregon Eugene, OR 97403|
|541 346 3265|
Charles H. Lundquist College of Business Eugene, Oregon (United States)
University of Oregon
1208, Gilbert Hall, Eugene OR 97403-1208
RePEc:edi:coborus (more details at EDIRC)
Research outputJump to: Working papers Articles
- 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.
- 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.
- 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.
- Fang, Yue, 2003. "Forecasting combination and encompassing tests," International Journal of Forecasting, Elsevier, vol. 19(1), pages 87-94.
- Yue Fang, 2000. "Seasonality in foreign exchange volatility," Applied Economics, Taylor & Francis Journals, vol. 32(6), pages 697-703.
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