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, 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. (SSCI收录)

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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. (SSCI收录)

Release time:2019-11-16 Hits:

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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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简志宏, 彭伟. 基于常数和门限 AR-TGARCH 模型的 CAViaR 研究[J]. 管理工程学报, 2017 (2): 200-208.

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