Yu-Jun Lian
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Personal Details
| First Name: | Yu-Jun |
| Middle Name: | |
| Last Name: | Lian |
| Suffix: | |
| RePEc Short-ID: | pli510 |
| Email: | |
| Homepage: | http://www.lingnan.net/intranet/teachinfo/dispuser.asp?name=lianyj |
| Postal Address: | |
| Phone: | |
Location: Guangzhou, China
Homepage: http://www.lingnan.net/jiaoxue/csx.asp
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Handle: RePEc:edi:dfsuncn (more details at EDIRC)
Homepage: http://www.lingnan.net/jiaoxue/csx.asp
Email:
Phone:
Fax:
Postal:
Handle: RePEc:edi:dfsuncn (more details at EDIRC)
- Shao, Xi-Dong & Lian, Yu-Jun & Yin, Lian-Qian, 2009. "Forecasting Value-at-Risk using high frequency data: The realized range model," Global Finance Journal, Elsevier, vol. 20(2), pages 128-136.
Most cited item
- Shao, Xi-Dong & Lian, Yu-Jun & Yin, Lian-Qian, 2009. "Forecasting Value-at-Risk using high frequency data: The realized range model," Global Finance Journal, Elsevier, vol. 20(2), pages 128-136.
Most downloaded item (past 12 months)
- Shao, Xi-Dong & Lian, Yu-Jun & Yin, Lian-Qian, 2009. "Forecasting Value-at-Risk using high frequency data: The realized range model," Global Finance Journal, Elsevier, vol. 20(2), pages 128-136.
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