常用链接
- [1]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..
- [2]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..
- [3]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..
- [4]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..
- [5]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).
- [6]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).
- [7]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..
- [8]曾裕峰, 简志宏, 彭伟. 中国金融业不同板块间风险传导的非对称性研究——基于非对称 MVMQ-CAViaR 模型的实证分析[J]. 中国管理科学, 2017 (8): 58-67..
- [9]简志宏, 郑晓旭. 汇率改革进程中人民币的东亚影响力研究——基于空间, 时间双重维度动态关系的考量[J]. 世界经济研究, 2016 (3): 61-69..
- [10]简志宏, 曾裕峰, 刘曦腾. 基于 CAViaR 模型的沪深 300 股指期货隔夜风险研究[J]. 中国管理科学, 2016, 24(9): 1-10..