135 Xin Gang Xi Road
Guangzhou, Guangdong Province
China
Sun Yat Sen University - Lingnan College
SSRN RANKINGS
in Total Papers Citations
volatility spillover; risk neutral volatility; quantitative easing; systemic risk; financial network; structural VAR
Chinese Stock Index Futures Market, Intraday, Recursive Cointegration Analysis, Multivariate GARCH
Network; Option-implied Volatility; Spillover; Systemic risk
export deflation, export inflation, DAG, general forecast square error breakdown analysis
Network; Volatility Spillover; Asymmetric linkage; Systemic risk