ORCA
Online Research @ Cardiff
Browse by Current Cardiff authors
![[up]](/style/images/multi_up.png)
Up a levelNumber of items: 3.
Liao, Kefu
2026.
Realized drift and equity premium.
Finance Research Letters
106
, 110284.
10.1016/j.frl.2026.110284
|
|
|
Liao, Kefu
2026.
The role of price‐volatility cojumps in volatility forecasting.
The Journal of Futures Markets
46
(5)
, pp. 931-951.
10.1002/fut.70091
|
|
|
Liao, Kefu
2024.
Drift and volatility.
PhD Thesis,
Cardiff University.
Item availability restricted. |
|
|