Dependence and Systemic Risk Analysis Between S&P 500 Index and Sector Indexes: A Conditional Value-at-Risk Approach von Jiao, Shoukun, Ye, Wuyi

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Measuring the subprime crisis contagion: Evidence of change point analysis of copula functions von Ye, Wuyi, Liu, Xiaoquan, Miao, Baiqi

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Variance swaps with mean reversion and multi-factor variance von Wu, Bin, Chen, Pengzhan, Ye, Wuyi

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A model of dynamic tail dependence between crude oil prices and exchange rates von Guo, Ranran, Ye, Wuyi

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Expected Shortfall Regression for Censored Data von Jiao, Shoukun, Ye, Wuyi

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STOCHASTIC VOLATILITY MODEL WITH CORRELATED JUMP SIZES AND INDEPENDENT ARRIVALS von Chen, Pengzhan, Ye, Wuyi

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Financial contagion behavior analysis based on complex network approach von Zhu, Yangguang, Yang, Feng, Ye, Wuyi

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A simulation-based method for estimating systemic risk measures von Ye, Wuyi, Zhou, Yi, Chen, Pengzhan, Wu, Bin

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Intraday VaR: A copula-based approach von Wang, Keli, Liu, Xiaoquan, Ye, Wuyi

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Bubbles and dependence between international equity markets von Ye, Wuyi, Gao, Lingbo, Liu, Xiaoquan

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Dependent structure and risk analysis of S&P 500 Index's continuously rising returns and continuously falling returns von Ye, Wuyi, Zhao, Ruyu

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Measuring Contagion of Subprime Crisis Based on MVMQ-CAViaR Method von Ye, Wuyi, Du, Shaofu, Luo, Kebing

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Tail risk network of Chinese green-related stocks market von Ye, Wuyi, Hu, Chenglong, Guo, Ranran

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Pricing VIX derivatives using a stochastic volatility model with a flexible jump structure von Ye, Wuyi, Wu, Bin, Chen, Pengzhan

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A novel estimation of time-varying quantile correlation for financial contagion detection von Ye, Wuyi, Li, Mingge, Wu, Yuehua

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Jump activity analysis of the equity index and the corresponding volatility: Evidence from the Chinese market von Wu, Bin, Chen, Pengzhan, Ye, Wuyi

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Analysis of risk spillover effect of copper option in China von Ye, Wuyi, Wang, Yiqi, Zhao, Jinhai

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Markov regime-switching quantile regression models and financial contagion detection von Ye, Wuyi, Zhu, Yangguang, Wu, Yuehua, Miao, Baiqi

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Financial contagion and the TIR-MIDAS model von Ye, Wuyi, Jiang, Kunliang, Liu, Xiaoquan

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Upgrade strategies in the two-sided market: Updated strategy vs. derived strategy von Gao, Jiping, Bi, Gongbing, Ye, Wuyi

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