Paper Publications

• [16] Lu Xunfa.The Break Point-Dependent Causality between the Cryptocurrency and Emerging Stock Markets.Economic Computation and Economic Cybernetics Studies and Research.2020,54(4):203-216
• [17] Cui Hairong.Is temperature-index derivative suitable for China?.Physica A.2019,536(15)
• [18] 崔海蓉.多元分布假设下的AR-EGARCH气温预测模型研究——基于气温衍生品定价视角.生态经济.2020,1:167-179
• [19] 崔海蓉.基于AR-EGARCH-HCM模型的气温衍生品适用性研究——来自于中国7个城市的实证分析.金融理论与实践.2019,4:83-88
• [20] Lu Xunfa.Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model.Annals of Operations Research.2014,219(1):333-357
• [21] 鲁训法.中国股市指数与投资者情绪指数的相互关系.系统工程理论与实践(03):621-629