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Department of Finance Guangzhou, China
Lingnan (University) College
Sun Yat-Sen University
RePEc:edi:dfsuncn (more details at EDIRC)
Research outputJump to: Articles
- Cheng, Mingmian & Swanson, Norman R. & Yang, Xiye, 2021. "Forecasting volatility using double shrinkage methods," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 46-61.
- Mingmian Cheng & Norman R. Swanson, 2019. "Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence," Econometrics, MDPI, vol. 7(1), pages 1-32, March.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Cheng, Mingmian & Swanson, Norman R. & Yang, Xiye, 2021.
"Forecasting volatility using double shrinkage methods,"
Journal of Empirical Finance, Elsevier, vol. 62(C), pages 46-61.
- Li, Xiafei & Liang, Chao & Chen, Zhonglu & Umar, Muhammad, 2022. "Forecasting crude oil volatility with uncertainty indicators: New evidence," Energy Economics, Elsevier, vol. 108(C).
- Mingmian Cheng & Norman R. Swanson, 2019.
"Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence,"
Econometrics, MDPI, vol. 7(1), pages 1-32, March.
- Zhang, Chuanhai & Liu, Zhi & Liu, Qiang, 2021. "Jumps at ultra-high frequency: Evidence from the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
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