Concepedia

Qi Sun

QS

8

Publications

141

Citations

8

H-Index

2010

Active since

Affiliations

Zhejiang Gongshang University(Current)

Zhejiang University

Qi Sun is an author at Zhejiang Gongshang University specializing in business, finance, and asset pricing.

Top concepts

BusinessFinanceEconomicsEngineeringEconometricsAsset PricingStatisticsForecastingStochastic ProcessesMultivariate Stochastic Volatility

Publications per year

2010–2024

8

Publications

8

Wavelet analysis of the co-movement and lead–lag effect among multi-markets

Qi Sun, Weidong Xu · Physica A Statistical Mechanics and its Applications · 2018 · 38 citations

Wavelet Analysis, Market Trend, Business +3

Money and liquidity effects: Separating demand from supply

Jagjit S. Chadha, Luisa Corrado, Qi Sun · Journal of Economic Dynamics and Control · 2010 · 27 citations

Economics, Monetary Theory, Macroeconomics +5

Pricing foreign equity option with stochastic volatility

Qi Sun, Weidong Xu · Physica A Statistical Mechanics and its Applications · 2015 · 16 citations

Option Pricing, Multivariate Stochastic Volatility, Asset Pricing +4

Parameter identification in mixed Brownian–fractional Brownian motions using Powell's optimization algorithm

Pu Zhang, Qi Sun, Weilin Xiao · Economic Modelling · 2014 · 15 citations

Numerical Analysis, Parameter Identification, Engineering +6

An empirical estimation for mean-reverting coal prices with long memory

Qi Sun, Weijun Xu, Weilin Xiao · Economic Modelling · 2013 · 13 citations

Economics, Economic Forecasting, Engineering +11

Rows per page

1–5 of 8