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Publications by Yunqian Ma

Modeling and Forecasting Financial Volatilities Using a Joint Model for Range and Realized Volatility

Open Journal of Business and Management

English

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Long Memory Versus Structural Breaks in Modeling and Forecasting Realized Volatility

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Modeling and Forecasting (Un)Reliable Realized Covariances for More Reliable Financial Decisions

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Realized Volatility Forecasting: Robustness to Measurement Errors

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Forecasting Realized Volatility With Changes of Regimes

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Measuring Volatility With the Realized Range

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Modeling and Forecasting Commodity Market Volatility With Long-Term Economic and Financial Variables

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Value-At-Risk Modeling and Forecasting With Range-Based Volatility Models: Empirical Evidence

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Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice

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Implied and Local Volatilities Under Stochastic Volatility

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