·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.
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
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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.
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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.