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Yudong Wang
Information about the author Yudong Wang will soon be added to the site.
Found
2 papers
in total
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Time-Varying Parameter Realized Volatility Models
2017
In this paper, we introduce the functional coefficient to heterogeneous autoregressive...
Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy?
2015
This paper investigates out‐of‐sample performance of the naïve...
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