Concepedia

Xun Lu

XL

Statistics

Publications

2

Citations

96

H-Index

2

Active since

2011

Affiliations

City University of Hong Kong(Current)

Xun Lu is an author at City University of Hong Kong specializing in financial econometrics, portfolio risk management, and computing.

ORCID

Publications per year

2011–2014

2

Publications

2

Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model

Xun Lu, Kin Keung Lai, Liang Liang · Annals of Operations Research · 2011 · 72 citations

, , +16

Vertical mode expansion method for transmission of light through a single circular hole in a slab

Xun Lu, Hualiang Shi, Ya Yan Lu · Journal of the Optical Society of America A · 2014 · 24 citations

, , +13

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