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Likun Lei · Study
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Author
Likun Lei
3 works
· latest 2020
· 2 institutions
cluster: provisional
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Citations
140
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3
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Most cited in this library
Measuring Value-at-Risk and Expected Shortfall of crude oil portfolio using extreme value theory and vine copula
2017 · 55 citations
Forecasting the Chinese stock market volatility with international market volatilities: The role of regime switching
2020 · 46 citations
Global equity market volatility forecasting: New evidence
2020 · 39 citations
Works
3 shown
Global equity market volatility forecasting: New evidence
International Journal of Finance & Economics
·
2020
·
4 authors
39
citations
Forecasting the Chinese stock market volatility with international market volatilities: The role of regime switching
The North American Journal of Economics and Finance
·
2020
·
3 authors
46
citations
Measuring Value-at-Risk and Expected Shortfall of crude oil portfolio using extreme value theory and vine copula
Physica A Statistical Mechanics and its Applications
·
2017
·
4 authors
55
citations