学术成果
论文成果
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[2] GuoMingyuan，ZhangShiying. Weighted Realized Volatility: long memory and optimal frequency [J].
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[3] GuoMingyuan，ZhangShiying. Study on VaR forecasts Based on Realized Range-based Volatility,
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[4]GuoMingyuan，ZhangShiying. Orthogonal ARFIMA model based on high frequency financial data [J].
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[5] GuoMingyuan，ZhangShiying. Study on CVaR Forecasts Based on Weighted Realized Volatility,
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[6] Guomingyuan. Weighted Median Realized volatility and Its application in China’s Stock Market[J].
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[7]GuoMingyuan. Weighted realized range-based beta based on high frequency data [J].
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[8] GuoMingyuan. Study on Realized Range-based Volatility and its applications in Chinese Stock market.