华中科技大学主页平台管理系统 JIAN ZHI HONG--英文主页-- 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. (SSCI收录)

简志宏

Recommended Ph.D.Supervisor Recommended MA Supervisor

Paper Publications

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. (SSCI收录)

Release time:2022-04-14 Hits:

Included Journals:SSCI DOI number:10.1016/j.pacfin.2020.101454 Links to published journals:https://doi.org/10.1016/j.pacfin.2020.101454

Pre One: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. (SSCI收录)

Next 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)