- [11] Lu Xunfa.Risk measurement in Bitcoin market by fusing LSTM with the joint-regression-combined forecasting model.Kybernetes.2023,52 (4):1487-1502
- [12] Lu Xunfa.The dynamic causality in sporadic bursts between CO2 emission allowance prices and clean energy index.Environmental Science and Pollution Research.2022,29 (51):77724–77736
- [13] Lu Xunfa.Time-varying causalities in prices and volatilities between the cross-listed stocks in Chinese mainland and Hong Kong stock markets.Mathematics.2022,10 (4)
- [14] Lu Xunfa.The relationship between crude oil futures market and Chinese/US stock index futures market based on breakpoint test.Entropy.2021,23 (9)
- [15] 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
- [16] Cui Hairong.Is temperature-index derivative suitable for China?.Physica A.2019,536 (15)
- [17] 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
- [18] 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
- [19] 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
- [20] 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