Browsing by Author "Li, You Wei"

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Browsing by Author "Li, You Wei"

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  • He, Xuezhong; Hamill, Philip; Li, You Wei (Springer, 2008)
    This chapter uses a simple stochastic market fraction (MF) asset pricing model to investigate market dominance, profitability, and how traders adopting fundamental analysis or trend following strategies can survive under ...
  • He, Xuezhong; Li, You Wei (Elsevier B.V., 2007)
    Long-range dependence in volatility is one of the most prominent examples in financial market research involving universal power laws. Its characterization has recently spurred attempts to provide some explanations of the ...