Refereed Journal Publications

Jasiak, Joann, and Cheng Zhong. “Intraday and Daily Dynamics of Cryptocurrency.” International Review of Economics & Finance 96 (2024): Article 103658. https://doi.org/10.1016/j.iref.2024.103658.

Jasiak, Joann, and Cheng Zhong. “Intraday Functional PCA Forecasting of Cryptocurrency Returns.” Journal of Forecasting 45, no. 5 (2026): 2186–2212. https://doi.org/10.1002/for.70127.

Working Paper

Work in Progress

Jasiak, Joann, and Cheng Zhong. “Recurrent Neural Networks for Forecasting Autoregressive Noncausal Processes.”

Gourieroux, Christian, Joann Jasiak, and Cheng Zhong. “The LSTM Prediction Models and the Term Structure of Predictions.”