Chongfeng Wu

Available identifiers

zbMath Open wu.chongfengMaRDI QIDQ292360

List of research outcomes

Publication	Date of Publication	Type
Operational risk quantified with spectral risk measures: a refined closed-form approximation	2019-09-26	Paper
Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model	2018-10-29	Paper
Time‐Varying Parameter Realized Volatility Models	2018-10-12	Paper
A nonparametric approach to test for predictability	2018-09-11	Paper
https://portal.mardi4nfdi.de/entity/Q2993292	2016-08-10	Paper
A reduced-form model for correlated defaults with regime-switching shot noise intensities	2016-06-08	Paper
https://portal.mardi4nfdi.de/entity/Q2791094	2016-03-15	Paper
Regime-switching shot-noise processes and longevity bond pricing	2015-02-25	Paper
The market pricing of the lifeboat provision in a closed-end fund	2014-09-05	Paper
Ambiguity, asset prices, and excess volatility in a pure-exchange economy	2014-09-05	Paper
A Multivariate Regime-Switching Mean Reverting Process and Its Application to the Valuation of Credit Risk	2014-08-08	Paper
Unilateral counterparty risk valuation of CDS using a regime-switching intensity model	2014-04-17	Paper
Risk concentration of aggregated dependent risks: the second-order properties	2012-04-18	Paper
Optimal insurance in the presence of insurer's loss limit	2012-02-10	Paper
https://portal.mardi4nfdi.de/entity/Q3109396	2012-01-27	Paper
Modeling chinese stock returns with stable distribution	2011-11-11	Paper
An exact algorithm for the type-constrained and variable sized bin packing problem	2010-03-01	Paper
https://portal.mardi4nfdi.de/entity/Q3402745	2010-02-12	Paper
A jump-diffusion model for option pricing under fuzzy environments	2009-06-10	Paper
https://portal.mardi4nfdi.de/entity/Q3609920	2009-03-06	Paper
https://portal.mardi4nfdi.de/entity/Q3609921	2009-03-06	Paper
https://portal.mardi4nfdi.de/entity/Q3609925	2009-03-06	Paper
An optimal insurance strategy for an individual under an intertemporal equilibrium	2008-08-22	Paper
https://portal.mardi4nfdi.de/entity/Q3513246	2008-08-06	Paper
Optimal insurance under the insurer's risk constraint	2008-06-25	Paper
https://portal.mardi4nfdi.de/entity/Q3595953	2007-08-28	Paper
https://portal.mardi4nfdi.de/entity/Q5755338	2007-08-20	Paper
https://portal.mardi4nfdi.de/entity/Q3415587	2007-01-19	Paper
https://portal.mardi4nfdi.de/entity/Q3415779	2007-01-19	Paper
https://portal.mardi4nfdi.de/entity/Q3415784	2007-01-19	Paper
https://portal.mardi4nfdi.de/entity/Q5468393	2006-05-26	Paper
https://portal.mardi4nfdi.de/entity/Q3373333	2006-03-13	Paper
https://portal.mardi4nfdi.de/entity/Q4809219	2004-08-24	Paper
On stochastic optimal control for stock price volatility	2004-03-25	Paper
https://portal.mardi4nfdi.de/entity/Q4795757	2003-10-28	Paper
https://portal.mardi4nfdi.de/entity/Q2720031	2002-09-10	Paper
https://portal.mardi4nfdi.de/entity/Q2748934	2002-07-07	Paper
https://portal.mardi4nfdi.de/entity/Q4543473	2001-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4693699	1994-01-12	Paper
https://portal.mardi4nfdi.de/entity/Q3983765	1992-06-27	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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