吴蕾副教授
【近期主要研究成果】 [1] Wu, L., Liu, C.L., Meng, Q.B., Zeng, H.C. Price discovery in China’s inter-bank bond market. Pacific-basin Finance Journal, 2018, 48, 84-98. [2] Wu, L., Meng, Q. B., Xu, K. “Slow-burn” spillover and “fast and furious” contagion: A study of international stock markets. Quantitative Finance, 2015, 15, 933-958. [3] Wu, L., Meng, Q. B., Velazquez, J. C. The Role of Multivariate Skew-Student Density in the Estimati... More+
,杨晓东,周爱民,吴蕾.交易所与银行间债券市场交易机制效率研究
,吴蕾,靳晓婷,孟庆斌.齐次及非齐次马氏域变模型在股价泡沫检验中的应用
,靳晓婷,吴蕾,马君潞.美国危机向亚洲新兴市场传染过程中的多米诺效应研究
,马君潞,吴蕾.价格发现度量方法述评.
, H.vander Weide,L.Wu.Price Discovery in a Dynamic Structural Model. Mathematical and Statistical Methods for Actuarial Sciences and Finance
, J.C.Velazquez, Q.B.Meng,L.Wu.The Role of Multivariate Skew-Student Density in the Estimation of Stock Market Crashes.The European Journal of Finance(SSCI)
, K.Xu, Q.B.Meng,L.Wu.Slow-burn’spillover and‘fast and furious’contagion: a study of international stock markets. Quantitative Finance(SSCI),
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