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Junyu Zhang
Junyu Zhang
PhD candidate
Verified email at postgrad.otago.ac.nz
Title
Cited by
Cited by
Year
Do short-term market swings improve realized volatility forecasts?
J Zhang, X Ruan, JE Zhang
Finance Research Letters 58, 104629, 2023
12023
Risk‐neutral moments and return predictability: International evidence
J Zhang, X Ruan, JE Zhang
Journal of Forecasting 42 (5), 1086-1111, 2023
2023
The role of risk-neutral moments in forecasting future realised volatility: An international perspective
J Zhang, X Ruan, JE Zhang
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