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Causal estimation of COVID-19 and SARS on China's stock market : evidence from a time series counterfactual prediction
Feng, Yun; Li, Xin - In: Economic research 35 (2022) 1,2, pp. 1734-1751
Persistent link: https://www.econbiz.de/10014380967
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Tail risk in the Chinese stock market : an AEV model on the maximal drawdowns
Feng, Yun; Hou, Weijie; Song, Yuping - In: Finance research letters 58 (2023) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10014581057
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Tail risk forecasting and its application to margin requirements in the commodity futures market
Feng, Yun; Hou, Weijie; Song, Yuping - In: Journal of forecasting 43 (2024) 5, pp. 1513-1529
Persistent link: https://www.econbiz.de/10015108403