Chunyang Zhou

Shanghai Jiao Tong University (SJTU)

KoGuan Law School

Shanghai 200030, Shanghai 200052

China

SCHOLARLY PAPERS

2

DOWNLOADS

550

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

A New Method to Choose the Threshold in the Pot Model

Number of pages: 7 Posted: 22 May 2007
Chunyang Zhou, Chongfeng Wu, Hailong Liu and Fubing Liu
Shanghai Jiao Tong University (SJTU), Shanghai Jiao Tong University (SJTU) - Aetna School of Management, Shanghai Jiao Tong University (SJTU) and Shanghai Jiao Tong University (SJTU)
Downloads 550 (49,097)
Citation 3

Abstract:

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POT, Threshold selection, Hill plot

2.

Dynamic and Asymmetric Dependences between Chinese Yuan and Other Asia-Pacific Currencies

Journal of Futures Markets, March 2013, FIRN Research Paper
Posted: 11 May 2013
Donald D. Lien, Chongfeng Wu, Li Yang and Chunyang Zhou
University of Texas at San Antonio - College of Business - Department of Economics, Shanghai Jiao Tong University (SJTU) - Aetna School of Management, UNSW Australia Business School, School of Banking and Finance and Shanghai Jiao Tong University (SJTU)

Abstract:

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Dynamic dependences, Currencies in Asian Pacific