Guangli Lu

Louisiana State University

Ph.D. student

Business Complex, 2326

Baton Rouge, LA 70802

United States

SCHOLARLY PAPERS

2

DOWNLOADS

359

CITATIONS

0

Scholarly Papers (2)

1.

Developing Price Discovery Measures Within a Volatility-Based Model (Third Draft)

Number of pages: 26 Posted: 09 Nov 2011 Last Revised: 13 Oct 2013
Guangli Lu
Louisiana State University
Downloads 160 (143,026)

Abstract:

price discovery, unique information share, time dependent information share, volatility spillover adjusted information share

2.

Spillover Effect in Asian Financial Markets: A VAR-Structural GARCH Analysis

Number of pages: 45 Posted: 03 Sep 2012 Last Revised: 03 Mar 2013
Yu Wang, Lei Liu and Guangli Lu
Australian National University (ANU), Insititute of Economics in Nankai University and Louisiana State University
Downloads 151 (123,389)

Abstract:

Spillovers, VAR-structural GARCH model, stock markets, contagion, Global financial crisis