Xun Fa Lu

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model
Annals of Operations Research
2014-11-26Paper
Dependence between stock returns and investor sentiment in Chinese markets: a copula approach
Journal of Systems Science and Complexity
2013-02-06Paper


Research outcomes over time


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