科研方向
證券投資分析,高級(jí)公司理論,實(shí)證金融專題等
科研成果
1. Jinghong Shu and Jin Zhang, “the relationship between implied and realized volatility of S&P500 index,” Wilmott Magazine, 2003, Vol 1 83-922. Jinghong Shu and Jin Zhang, “Pricing S&P500 index options under stochastic volatility with the indirect inference method ,”Journal of Derivatives Accounting, 2004, Vol(2)
3. Jinghong Shu and Jin Zhang, “Testing range estimator of historical volatility”, Journal of Futures Market, April, 2006
4. 束景虹, 林桂軍, “外匯期權(quán)預(yù)測(cè)短期匯率走勢(shì)效力的實(shí)證分析,”《世界經(jīng)濟(jì)》2004 年第9期
5.束景虹,“開放式基金贖回現(xiàn)象的實(shí)證分析”,《數(shù)量經(jīng)濟(jì)技術(shù)經(jīng)濟(jì)分析》2005 年第4期
承擔(dān)項(xiàng)目
承擔(dān)了對(duì)外經(jīng)濟(jì)貿(mào)易大學(xué)“211工程”課題“我國(guó)基金發(fā)展的若干理論問題和實(shí)證研究!