Work In Progress:
- How Internet Information Can Be Used To Predict Stock Market Price and Volatility?
- The Relationship Between the Volatility of Cryptocurrency Price Movement and Market Fear Index?
- The Determinants of Chinese Business Cycle Synchronization at Provincial Level
- Modeling the Value-at-risk and Expected Shortfall using Neural Network—Evidence from Asian Financial Market
- The Paradox between The Valuation of Cryptocurrency and Its Trading Price
Publications:
Longqing Li (2017) A Comparative Study of GARCH and EVT model in modeling Value-at-Risk(VaR), Journal of Applied Business and Economics, Volume 19(7): 27-48
Longqing Li. (2018) Simulation-Based Optimal Portfolio Selection Strategy--Evidence from Asian Markets, Applied Economics and Finance, Volume 5(5): 1-9