·Scientific Research
Current position:
英文主页
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Scientific Research
Research Field
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Paper Publications
MORE+- [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)
Patents
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Published Books
Research Projects
MORE+- [1] 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）
- [2] 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)
- [3] 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)
- [4] 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)
- [5] 参与一项国家自然科学基金面上项目“利率市场化下的系统性风险与宏观审慎监管”(No.71473092)., National Natural Science Foundation of China (NSFC)