Working Project

Working Papers

• Portfolio Efficiency Test under Time-varying Volatility, with Wang Shaoping, Feng Hao, Submitted.

• Rolling Quantile Methods for Dating Explosive Bubbles, with Feng Hao, Wang Shaoping, R&R to Journal of Time Series Analysis.

• How to Effectively Ride Bubbles? Evidence from Real-time Sector Trading in Chinese Stock Market, with Feng Hao, Under Review.