Concepedia

Qiang Chen

QC

2

Publications

42

Citations

2

H-Index

2014

Active since

Affiliations

Shanghai University of Finance and Economics(Current)

Qiang Chen is an author at Shanghai University of Finance and Economics specializing in statistics, copulas, and empirical finance.

Top concepts

StatisticsCopulasFinanceBusinessEconomicsLiquidityEngineeringAsset PricingEmpirical FinanceVolatility Modeling

Publications per year

2014–2017

2

Publications

2

A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets

Yuting Gong, Qiang Chen, Jufang Liang · Economic Modelling · 2017 · 27 citations

Empirical Finance, Economics, Return-liquidity Dependence +9

Asymptotically distribution-free tests for the volatility function of a diffusion

Qiang Chen, Zheng Xu, Zhiyuan Pan · Journal of Econometrics · 2014 · 15 citations

Volatility Modeling, Multivariate Stochastic Volatility, Engineering +6

Rows per page

1–2 of 2