Scientific Research
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[1] Jian Z, Lu H, Zhu Z, Xu H. Frequency heterogeneity of tail connectedness: Evidence from global stock markets[J]. Economic Modelling, 2023, 125: 106354. (SSCI收录)
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[2] Jian Z, Lu H, Zhu Z. Are systemic risk measures effective? Evidence from macroeconomic downside risk prediction[J]. Applied Economics Letters, 2023, 31(18): 1820-1827. (SSCI收录)
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[3] Jian Z, Li X, Zhu Z. Extreme risk transmission channels between the stock index futures and spot markets: Evidence from China[J]. The North American Journal of Economics and Finance, 2022, 59: 101632. (SSCI收录)
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[4] 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)
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[5] 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)
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[1] 主持一项国家社会科学基金重点项目“全球金融网络潜因子的图深度学习与系统性金融风险预警研究”（No. 23AJY022）
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[2] 主持一项国家社会科学基金项目“基于高频数据的金融市场系统性风险预警研究”（No. 19BJL062）
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[3] 主持一项国家自然科学基金项目“基于高阶逼近DSGE模型的宏观经济政策评价方法研究”(No. 71171090)., National Natural Science Foundation of China (NSFC)
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[4] 主持一项国家自然科学基金项目“非完全信息下违约风险建模与评估”(No.70301003)., National Natural Science Foundation of China (NSFC)
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[5] 参与一项国家自然科学基金项目“产品研究与开发评估的期权方法”(No.70071012)., National Natural Science Foundation of China (NSFC)