Hui Wen Zou

Available identifiers

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q5100559	2022-09-01	Paper
Coherence, connectedness, dynamic linkages among oil and China's sectoral commodities with portfolio implications	2022-08-19	Paper
Dynamic linkages and higher moments risk connectedness among international stock markets	2021-12-17	Paper
The higher moments risk spillover effects among stock market industries: evidence from Chinese stock market	2021-07-01	Paper
Prediction of China stock market based on EWT-PSO-SVM error correction combination model	2020-08-12	Paper
Multiple-event catastrophe bond pricing based on CIR-copula-POT model	2019-02-20	Paper
The pricing of single-name CDS based on product market and capital market in a general equilibrium model	2018-10-22	Paper
Catastrophe risk conditional VaR forecasts based on vine copula method	2018-07-18	Paper
Financial crisis and pricing of CDO in general equilibrium	2017-01-06	Paper
https://portal.mardi4nfdi.de/entity/Q3169687	2011-09-29	Paper
Chromatic uniqueness of a number of complete tripartite graphs	2008-01-14	Paper
https://portal.mardi4nfdi.de/entity/Q4829251	2004-11-29	Paper
https://portal.mardi4nfdi.de/entity/Q4809210	2004-08-24	Paper
The chromatic uniqueness of certain complete \(t\)-partite graphs.	2004-02-02	Paper
https://portal.mardi4nfdi.de/entity/Q4502934	2001-01-29	Paper
https://portal.mardi4nfdi.de/entity/Q4248754	1999-06-10	Paper

This page was built for person: Hui Wen Zou