1
H index
0
i10 index
3
Citations
Suffolk University (50% share) | 1 H index 0 i10 index 3 Citations RESEARCH PRODUCTION: 1 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Longqing Li. | Is cited by: | Cites to: |
Year | Title of citing document |
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2021 | Tail Dependence between Crude Oil Volatility Index and WTI Oil Price Movements during the COVID-19 Pandemic. (2021). Just, Magorzata ; Echaust, Krzysztof. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:14:p:4147-:d:591470. Full description at Econpapers || Download paper |
2021 | Estimation of Value at Risk (VaR) Based On Lévy-GARCH Models: Evidence from Tehran Stock Exchange. (2021). Mousavi, Seyede Mohadese ; Nejad, Mahmood Najafi ; Amiri, Hossein. In: Journal of Money and Economy. RePEc:mbr:jmonec:v:16:y:2021:i:2:p:165-186. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2017 | A Comparative Study of GARCH and EVT Model in Modeling Value-at-Risk In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2018 | Simulation-Based Optimal Portfolio Selection Strategy¡ªEvidence from Asian Markets In: Applied Economics and Finance. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2023. Contact: CitEc Team