Search Results - person:"Fang, Liang"

Financial technology, macroeconomic uncertainty, and commercial banks' proactive risk-taking in China

Liang, Fang; Zhao, Pu; Huang, Zhuo - In: China economic quarterly international : CEQI 3 (2023) 2, pp. 77-87

In this paper, we collect the annual data of 145 commercial banks in China from 2010 to 2019 and use a panel data fixed-effect model to study how fintech (financial technology) affects the influence of macroeconomic uncertainty on commercial banks' proactive risk-taking. We find that the...

Persistent link: https://www.econbiz.de/10014314089

Financial technology, macroeconomic uncertainty, and commercial banks' proactive risk-taking in China

Liang, Fang; Zhao, Pu; Huang, Zhuo - 2023

Persistent link: https://www.econbiz.de/10015053814

Option pricing with dynamic conditional skewness

Liang, Fang; Du, Lingshan - In: The journal of futures markets 44 (2024) 7, pp. 1154-1188

Persistent link: https://www.econbiz.de/10014553957

Measuring systemic risk with high-frequency data : a realized GARCH approach

Chen, Qihao; Huang, Zhuo; Liang, Fang - In: Finance research letters 54 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014472723

Option pricing with overnight and intraday volatility

Liang, Fang; Du, Lingshan; Huang, Zhuo - In: The journal of futures markets 43 (2023) 11, pp. 1576-1614

Persistent link: https://www.econbiz.de/10014432919

Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model

Wang, Tianyi; Liang, Fang; Huang, Zhuo; Yan, Hong - In: Economic modelling 109 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013348237

Modeling dynamic higher moments of crude oil futures

Huang, Zhuo; Liang, Fang; Wang, Tianyi; Li, Chao - In: Finance research letters 39 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012805140

Probability Distribution in Volatility and Value-at-Risk Forecasting for Cryptocurrency

Chen, Qihao; Huang, Zhuo; Liang, Fang - 2022

This study investigates the role of probability distribution in forecasting volatility and Value-at-Risk (VaR). We use the Realized GARCH model and high-frequency data from the cryptocurrency market and show that the role of probability distribution varies across different situations. A skewed-t...

Persistent link: https://www.econbiz.de/10014239198

Special issue on "Managing supply chain resilience in the digital economy era"

Zhang, Baofeng (ed.); Weiguo, Fang (ed.); Liang, Liang (ed.) - 2024

Persistent link: https://www.econbiz.de/10014636516

Does measurement error matter in volatility forecasting? : empirical evidence from the Chinese stock market

Wang, Yajing; Liang, Fang; Wang, Tianyi; Huang, Zhuo - In: Economic modelling 87 (2020), pp. 148-157

Persistent link: https://www.econbiz.de/10012416413