常用链接
- [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).
- [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).
- [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).
- [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).
- [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).
- [6]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).
- [7]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).
- [8]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. (管理科学学报英文版).
- [9]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..
- [10]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..