·Paper Publications
Jian Z, Li X. Skewness-based market integration: A systemic risk measure across international equity markets[J]. International Review of Financial Analysis, 2021, 74: 101664.
Release time:2022-04-14 Hits:
Included Journals: SSCI
DOI number: 10.1016/j.irfa.2021.101664
Links to published journals: https://doi.org/10.1016/j.irfa.2021.101664
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Pre One:：
Jian Z, Li X, Zhu Z. Sequential forecasting of downside extreme risk during overnight and daytime: Evidence from the Chinese Stock Market[J]. Pacific-Basin Finance Journal, 2020, 64: 101454.
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Next One:：
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)