Xunfa Lu

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

Kin Keung Lai, Liang Liang, Xunfa Lu, 2014, Ann. Oper. Res..

Dependence between stock returns and investor sentiment in Chinese markets: A copula approach

Kin Keung Lai, Liang Liang, Xunfa Lu, 2012, J. Syst. Sci. Complex..

Dependence Analysis of Diversification Benefits of Chinese Real Estate Securities

Kin Keung Lai, Xunfa Lu, 2009, 2009 International Joint Conference on Computational Sciences and Optimization.

Volatility Spillover Effects between Gold and Stocks Based on VAR-DCC-BVGARCH Model

Kin Keung Lai, Jiawei Wang, Xunfa Lu, 2014, 2014 Seventh International Joint Conference on Computational Sciences and Optimization.

Volatility Forecast Based on the Hybrid Artificial Neural Network and GARCH-type Models

Xunfa Lu, Danfeng Que, Guangxi Cao, 2016 .

The Relationship between Crude Oil Futures Market and Chinese/US Stock Index Futures Market Based on Breakpoint Test

Kin Keung Lai, Xunfa Lu, Hairong Cui, 2021, Entropy.