| Index Futures Trading Restrictions and Spot Market Quality: Evidence from the Recent Chinese Stock Market Crash Q Han, J Liang Journal of Futures Markets 37 (4), 2017 | 60 | 2017 |
| A Mixed Data Sampling Copula Model for the Return-Liquidity Dependence in Stock Index Futures Markets YGQCJ Liang Economic Modelling, 2017 | 29 | 2017 |
| Cross economic determinants of implied volatility smile dynamics: Three major european currency options Q Han, J Liang, B Wu European Financial Management 22 (5), 817-852, 2016 | 12 | 2016 |
| 基于时变 Copula 函数的下偏矩最优套期保值效率测度方法研究 戴晓凤， 梁巨方 中国管理科学 18 (6), 26-32, 2010 | 8 | 2010 |
| Sovereign credit spread spillovers in Asia B Guo, Q Han, J Liang, D Ryu, J Yu Sustainability 12 (4), 1472, 2020 | 4 | 2020 |
| 商品期货可以提供潜在组合多样化收益吗? 梁巨方， 韩乾 金融研究 446 (8), 129-144, 2017 | 2 | 2017 |
| Modeling high dimensional asset pricing returns using a dynamic skewed copula model Y Gong, J Liang, J Zhu Bulletin of Monetary Economics and Banking 22 (1), 1-28, 2019 | 1 | 2019 |
| Tail risk aversion and backwardation of index futures J Liang, D Yang, Q Han Quantitative Finance, 1-21, 2024 | | 2024 |
| Shrinkage estimation of panel data models with interactive effects H Li, X Chen, J Liang Economics Letters 210, 110228, 2022 | | 2022 |
Yuting GongShanghai University在 shu.edu.cn 的电子邮件经过验证
