梁巨方

2026

Determinants of Price Discovery in Option Markets: An Interpretable Machine Learning Perspective

Journal Of Futures Markets，Vol. 460, No. 20

DOI

2024

Tail risk aversion and backwardation of index futures

Quantitative Finance，Vol. 240, No. 34

DOI

2019

MODELING HIGH DIMENSIONAL ASSET PRICING RETURNS USING A DYNAMIC SKEWED COPULA MODEL

Bulletin of Monetary Economics and Banking

DOI

2018

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

Economic Modelling，Vol. 68

DOI

2017

Index Futures Trading Restrictions and Spot Market Quality: Evidence from the Recent Chinese Stock Market Crash

Journal Of Futures Markets，Vol. 370, No. 40

DOI

2016

Cross Economic Determinants of Implied Volatility Smile Dynamics: Three Major European Currency Options

European Financial Management，Vol. 220, No. 50

DOI

2010

基于时变Copula函数的下偏矩最优套期保值效率测度方法研究

《中国管理科学》，No. 6

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2010

Research of Optimal Lower Partial Moment to Measure the Efficiency of Hedging Based on Copula Function

Zhongguo guanli kexue

2009

基于下偏矩的商品期货套期保值效率研究

《湖南大学》