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Publications by CHENXI LU

Long Range Dependence and Structural Breaks in the Gold Markets

Singapore Economic Review

English

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On Defining Long-Range Dependence

English

Structural Breaks and Volatility Spillovers: The Case of the US and Canadian Stock Markets

Journal of Management Research

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Long Memory Versus Structural Breaks: An Overview

Statistical Papers

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Long Memory Versus Structural Breaks in Modeling and Forecasting Realized Volatility

Journal of International Money and Finance

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Long-Range Dependence and On-Chip Processor Traffic

Microprocessors and Microsystems

Computer Networks

Artificial Intelligence

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Long-Run Water Demand Estimation: Habits, Adjustment Dynamics and Structural Breaks

Applied Economics

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Detection of the Presence of Long Range Dependence in Time Series

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Long-Range Dependence in Earthquake-Moment Release and Implications for Earthquake Occurrence Probability

Scientific Reports

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Heavy Tails and Long Range Dependence in on/Off Processes and Associated Fluid Models

Mathematics of Operations Research

Management Science

Computer Science Applications

Operations Research

English