已发表成果:
WOK 论文 13 篇;中文核心 3 篇;
Measuring systemic risk in Asian foreign exchange markets
Bitcoin vs. gold: the impact of liquidity on equity risk diversification
No safe haven, only diversification and contagion - Intraday evidence around the COVID-19 pandemic<i> </i>
A hybrid nonparametric multivariate density estimator with applications to risk management