【近期主要研究成果】 [1] Wu, L., Liu, C.L., Meng, Q.B., Zeng, H.C. Price discovery in China’s inter-bank bond market. Pacific-basin Finance Journal, 2018, 48, 84-98. [2] Wu, L., Meng, Q. B., Xu, K. “Slow-burn” spillover and “fast and furious” contagion: A study of international stock markets. Quantitative Finance, 2015, 15, 933-958. [3] Wu, L., Meng, Q. B., Velazquez, J. C. The Role of Multivariate Skew-Student Density in the Estimati...
More+