华中科技大学主页平台管理系统 JIAN ZHI HONG--英文主页-- Jian Z, Deng P, Zhu Z. High-dimensional covariance forecasting based on principal component analysis of high-frequency data[J]. Economic Modelling, 2018, 75: 422-431. (SSCI收录)

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Paper Publications

Jian Z, Deng P, Zhu Z. High-dimensional covariance forecasting based on principal component analysis of high-frequency data[J]. Economic Modelling, 2018, 75: 422-431. (SSCI收录)

Release time:2019-11-16 Hits:

Pre One:Jian Z, Wu S, Zhu Z. Asymmetric extreme risk spillovers between the Chinese stock market and index futures market: An MV-CAViaR based intraday CoVaR approach[J]. Emerging Markets Review, 2018, 37: 98-113. (SSCI收录)

Next One:Jian Z, Deng P, Luo K, Zhu Z. The Effect of Market Quality on the Causality between Returns and Volatilities: Evidence from CSI 300 Index Futures[J]. Journal of Management Science and Engineering, 2018, 3(1): 16-38. (管理科学学报英文版)