Working Papers
- Measuring the Effects of Green Technology Innovations and Renewable Energy Investment for Reducing Carbon Emission in China
- Stylized Facts of Measures of Realized and Integrated Variance in the Presence of Jump
- The Impact of Market Conditions and Jumps on the Volatility-Volume (Number of Trades)
- Stock Volatility Predictability using Long and short Memory Specifications and the Impact of Jumps
- Comparison of high-frequency sigma for portfolio risk minimization
- Portfolio optimization for different sectors of stocks; A Copula based approach
- Measuring the Impact of green finance and abundance of natural resources on China’s regional eco-efficiency and economic recovery