[1] |
CHEN Qi-an, ZHANG Hui.
Systemic Risk Shock, Enterprise Innovation Ability and Stock Price Volatility: Theoretical and Empirical Research
[J]. Chinese Journal of Management Science, 2021, 29(3): 1-13.
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[2] |
Yuan Hui-ling, XU Lu, Zhou Yong.
Leverage Effect Combining Trading Information with Stochastic Microstructure Noise
[J]. Chinese Journal of Management Science, 2020, 28(9): 12-22.
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[3] |
ZHU Xiao-qian, LI Jian-ping.
A Review of Bank Risk Aggregation
[J]. Chinese Journal of Management Science, 2020, 28(8): 1-14.
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[4] |
CHEN Qiang, GONG Yu-ting.
Specification Test of Volatility Functions in Jump Diffusion Processes using Nearest Neighbor Truncation
[J]. Chinese Journal of Management Science, 2020, 28(7): 45-56.
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[5] |
SHEN Gen-xiang, ZOU Xin-yue.
Identification and Measurement of Leverage Effects Using Local Correlation and Truncated Distorted Mix Copula Constructing
[J]. Chinese Journal of Management Science, 2020, 28(7): 68-76.
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[6] |
QU Hui, ZHANG Yi.
The Study of High-dimensional Volatility Estimators and Forecasting Models based on Volatility Timing Performance
[J]. Chinese Journal of Management Science, 2020, 28(5): 62-70.
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[7] |
CHEN Qi-an, ZHANG Hui, CHEN Shu-yu.
Does Stock Index Futures Trading Increase the Stock Market Volatility in China?——Theoretical and Empirical Research Based on Investor Structure
[J]. Chinese Journal of Management Science, 2020, 28(4): 1-13.
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[8] |
ZHAO Hua, XIAO Jia-wen.
Volatility Forecasting in the Presence of Microstructure Noise and Measurement Error
[J]. Chinese Journal of Management Science, 2020, 28(4): 48-60.
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[9] |
WANG Chao, CHEN Le-yi, LI Yu-shuang.
The Characteristics and Macroeconomic Effects of China's Financial Cycle
[J]. Chinese Journal of Management Science, 2020, 28(12): 12-22.
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[10] |
ZHANG Tong-hui, YUAN Ying, ZENG Wen.
Can Investor Attention Help to Predict Stock Market Volatility? An Empirical Research Based on Chinese Stock Market High-frequency Data
[J]. Chinese Journal of Management Science, 2020, 28(11): 192-205.
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[11] |
LI Hao-hua, ZHANG Xiao-qiang, LUO Peng-fei, LI Xin-dan.
The Pricing of Relationship Loan and Optimal Loan Interest Rate under Ambiguity Aversion
[J]. Chinese Journal of Management Science, 2020, 28(10): 36-42.
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[12] |
LIU Feng-gen, WU Jun-chuan, YANG Xi-te, OUYANG Zi-sheng.
Long-run Dynamic Effect of Macro-economy on Stock Market Volatility Based on Mixed Frequency Data Model
[J]. Chinese Journal of Management Science, 2020, 28(10): 65-76.
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[13] |
ZHANG Li-deng, TANG Qi-ming, ZHANG Yu-hang.
Housing Price Volatility, Housing Credit, and Macroprudential Policy
[J]. Chinese Journal of Management Science, 2019, 27(6): 1-9.
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[14] |
ZHENG Zun-xin, WANG Hua-ran, ZHU Fu-min.
Studies on Volatility Features and Jump Behavior of Shanghai 50ETF Market Based on Levy-GARCH Model
[J]. Chinese Journal of Management Science, 2019, 27(2): 41-52.
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[15] |
WU Xin-yu, ZHAO Kai, LI Xin-dan, MA Chao-qun.
Option Pricing Under Time-Varying Risk Aversion: An Empirical Study Based on SSE 50ETF Options
[J]. Chinese Journal of Management Science, 2019, 27(11): 11-22.
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