Publications

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