Research

  • Publications

  • 30
    2019/09
    Zhou, Shirong; Xu, Ancha
    2019-09-30
    Exponential dispersion process for degradation analysis,IEEE Transactions on Reliability[Detail]
  • 30
    2019/09
    Jiang, Tao; Bao, Si; Li, Long*
    2019-09-30
    The linear and nonlinear lead-lag relationship among three SSE 50 Index markets: The index futures, 50ETF spot and options markets,Physica A-Statistical Mechanics and its Applicati...[Detail]
  • 30
    2019/09
    Li, Long; Bao, Si; Chen, Jing-Chao; Jiang, Tao*
    2019-09-30
    A method to get a more stationary process and its application in finance with high-frequency data of Chinese index futures, Physica A-Statistical Mechanics and its Applications[Detail]
  • 30
    2019/09
    Zhu, Xiaoyu
    2019-09-30
    Cross-correlations between the CSI300 index and commodity markets: Non-stationary principal component analysis (NSPCA),Physica A-Statistical Mechanics and its Applications[Detail]
  • 30
    2019/09
    Zhu, Xiaoyu; Bao, Si*
    2019-09-30
    Multifractality, efficiency and cross-correlations analysis of the American ETF market: Evidence from SPY, DIA and QQQ, Physica A-Statistical Mechanics and its Applications[Detail]