School of International Studies
National School of Development, Peking University
in Total Papers Downloads
in Total Papers Citations
High Frequency Data, Realized Variance, Leverage Effect
Oil models, oil prices, supply and demand analysis, financial markets
oil prices, supply and demand analysis, financial markets
Extreme value theory; GARCH; Quantile regression; Semiparametric; Value at Risk
marketization, ownership restructuring, property transformation, wealth inequality
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.297 seconds
We'd like to ask you to provide feedback on your experience with SSRN today. Your feedback will be used to enhance the site in the future.
Would you be willing to answer a few questions when you leave our site?
Yes, I'm willing to take part in a survey
No, thank you