Qi Deng

Hubei University of Automotive Technology

Distinguished Professor (Level II)

167 W Checheng Road

Shiyan, Hubei 442002

China

Cofintelligence

588 Shenchang Road, B Block 4F

Minhang District

Shanghai, Shanghai 200000

China

  • Hubei University of Automotive Technology

  • Cofintelligence

SCHOLARLY PAPERS

8

DOWNLOADS

829

TOTAL CITATIONS

0

Ideas:
“  I am currently working on liquidity-adjusted return and volatility, and liquidity jump and diffusion, both on asset level and portfolio level. I welcome collabration from academic colleagues.  ”

  • Hubei University of Automotive Technology

  • Cofintelligence

Scholarly Papers (8)

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1.

Liquidity Premium, Liquidity-Adjusted Return and Volatility, and Extreme Liquidity

Number of pages: 48 Posted: 13 Feb 2024
Qi Deng
Hubei University of Automotive Technology
Downloads 213 (308,755)

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liquidity; liquidity premium Beta; liquidity-adjusted return and volatility; liquidity-adjusted ARMA-GARCH/EGARCH models; liquidity-adjusted mean variance (LAMV) models

2.

Liquidity Premium, Liquidity-Adjusted Return and Volatility, and a Unified Modern Portfolio Theory: illustrated with Crypto Assets

Number of pages: 61 Posted: 28 Jun 2023 Last Revised: 30 Sep 2023
Qi Deng and Zhong-Guo Zhou
Hubei University of Automotive Technology and California State University, Northridge
Downloads 200 (327,554)

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liquidity, liquidity premium Beta, liquidity-adjusted return and volatility, liquidity-adjusted ARMA-GARCH/EGARCH and VECM/VAR-DCC/ADCC, liquidity-adjusted mean variance (LAMV)

3.

Liquidity-adjusted Return and Volatility, and Autoregressive Models

Number of pages: 49 Posted: 03 Mar 2025
Qi Deng and Zhong-Guo Zhou
Hubei University of Automotive Technology and California State University, Northridge
Downloads 168 (383,426)

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liquidity-adjusted return and volatility, liquidity-adjusted ARMA-GARCH models, liquidity-adjusted mean variance (LAMV) models

4.

Liquidity Jump, Liquidity Diffusion, and Treatment on Wash Trading of Crypto Assets

Number of pages: 37 Posted: 15 Apr 2024 Last Revised: 13 May 2024
Qi Deng
Hubei University of Automotive Technology
Downloads 70 (714,877)

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liquidity; liquidity jump and liquidity diffusion; wash trading; liquidity-adjusted return and volatility; liquidity-adjusted autoregressive models

5.

Liquidity Jump, Liquidity Diffusion, and Crypto Wash Trading

Number of pages: 40 Posted: 21 Nov 2024 Last Revised: 31 Mar 2025
Qi Deng and Zhong-Guo Zhou
Hubei University of Automotive Technology and California State University, Northridge
Downloads 67 (731,999)

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liquidity, liquidity jump, liquidity diffusion, wash trading, crypto assets

6.

Liquidity Jump, Liquidity Diffusion, and Portfolio of Assets with Extreme Liquidity

Number of pages: 50 Posted: 15 Apr 2024
Qi Deng
Hubei University of Automotive Technology
Downloads 48 (863,710)

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liquidity; portfolio liquidity jump; portfolio liquidity diffusion; liquidity-adjusted return and volatility; liquidity-adjusted VECM-DCC/ADCC-BL; liquidity-adjusted mean variance (LAMV)

7.

A Conditional Singular Value Decomposition

Number of pages: 7 Posted: 26 Mar 2024
Qi Deng
Hubei University of Automotive Technology
Downloads 40 (934,536)

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matrix decomposition, Single Value Decomposition (SVD), conditional SVD

8.

Liquidity Adjustment in Multivariate Volatility Modeling: Evidence from Portfolios of Cryptocurrencies and US Stocks

Number of pages: 49 Posted: 06 May 2025
Qi Deng
Hubei University of Automotive Technology
Downloads 23 (1,120,688)

Abstract:

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multivariate volatility modeling, VECM-DCC/ADCC-Bayesian, portfolio optimization, cryptocurrency, liquidity adjustment