Volatlity

2021

• Forecasting Volatility Using Double Shrinkage Methods
  

          Mingmian Cheng, Norman Swanson, and Xiye Yang
         Journal of Empirical Finance, 2020, 62, 46-61.

2020

• Financial Econometrics and Big Data: A Survey of Volatility Estimators and Tests for the Presence of Jumps and Co-Jumps
  

          Arpita Mukherjee, Weijia Peng, Norman Swanson, and Xiye Yang
         Handbook of Statistics, ed. by H. D. Vinod and C. Rao, Elsevier, vol. 41, 23-59.