Shuning Chen

Zhongnan University of Economics and Law

No.143, Wuluo Road

Wuhan, Hubei 430073

China

Tianjin University

92, Weijin Road

Nankai District

Tianjin, Tianjin 300072

China

http://www.tju.edu.cn

  • Zhongnan University of Economics and Law

  • Tianjin University

SCHOLARLY PAPERS

2

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212

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3

Scholarly Papers (2)

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1.

On the Common Determinants of Volatility Persistence and Asymmetry

Number of pages: 37 Posted: 10 Mar 2019 Last Revised: 18 May 2021
Shuning Chen, Shuning Chen and Jian-Xin Wang
Tianjin UniversityZhongnan University of Economics and Law and University of Technology Sydney
Downloads 118 (506,735)
Citation 3

Abstract:

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volatility persistence, asymmetric volatility, realized variance, global market condition

2.

A New Channel for Global Volatility Propagation

Number of pages: 35 Posted: 08 May 2020 Last Revised: 06 Apr 2023
Shuning Chen, Shuning Chen and Jian-Xin Wang
Tianjin UniversityZhongnan University of Economics and Law and University of Technology Sydney
Downloads 94 (596,484)

Abstract:

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international volatility propagation, conditional volatility persistence, market volatility, global return, global volatility