| Game-theoretical analysis for supply chain with consumer preference to low carbon S Du, J Zhu, H Jiao, W Ye International Journal of Production Research 53 (12), 3753-3768, 2015 | 222 | 2015 |
| Measuring the subprime crisis contagion: Evidence of change point analysis of copula functions W Ye, X Liu, B Miao European Journal of Operational Research 222 (1), 96-103, 2012 | 77 | 2012 |
| 基于 Copula-GARCH 的投资组合风险分析 吴振翔， 陈敏， 叶五一， 缪柏其 系统工程理论与实践 26 (3), 45-52, 2006 | 77 | 2006 |
| Markov regime-switching quantile regression models and financial contagion detection W Ye, Y Zhu, Y Wu, B Miao Insurance: Mathematics and Economics 67, 21-26, 2016 | 75 | 2016 |
| 基于 Copula 变点检测的美国次级债金融危机传染分析 叶五一， 缪柏其 中国管理科学 17 (3), 1-7, 2009 | 55 | 2009 |
| 基于 Copula 的外汇投资组合风险分析 吴振翔， 叶五一， 缪柏其 中国管理科学, 1-5, 2012 | 46 | 2012 |
| Financial contagion behavior analysis based on complex network approach Y Zhu, F Yang, W Ye Annals of Operations Research 268, 93-111, 2018 | 43 | 2018 |
| Time-varying quantile association regression model with applications to financial contagion and VaR W Ye, K Luo, X Liu European Journal of Operational Research 256 (3), 1015-1028, 2017 | 33 | 2017 |
| 基于分位点回归模型变点检测的金融传染分析 叶五一， 缪柏其， 谭常春 数量经济技术经济研究 24 (10), 151-160, 2007 | 32 | 2007 |
| 基于 Copula 方法的条件 VaR 估计 叶五一， 缪柏其， 吴振翔 中国科学技术大学学报 36 (9), 917-922, 2006 | 23 | 2006 |
| Risk analysis of portfolio by Copula-GARCH ZX Wu, M Chen, WY Ye, BQ Miao Journal of Systems Engineering Theory and Practice 2 (8), 45-52, 2006 | 21 | 2006 |
| 基于 Bootstrap 方法的 VaR 计算 叶五一， 缪柏其， 吴振翔 系统工程学报 19 (5), 528-531, 2004 | 21 | 2004 |
| 应用改进 Hill 估计计算在险价值 叶五一， 缪柏其 中国科学院大学学报 21 (3), 305, 2004 | 20 | 2004 |
| 上市公司信用风险分析模型中的变量选择 胡心瀚， 叶五一， 缪柏其 数理统计与管理 31 (6), 1117-1124, 2012 | 18 | 2012 |
| Professional macroeconomic forecasts and Chinese commodity futures prices W Ye, R Guo, Y Jiang, X Liu, B Deschamps Finance Research Letters 28, 130-136, 2019 | 16 | 2019 |
| SNA2008 关于 R&D 核算变革带来的影响及面临的问题 魏和清 统计研究, 21-25, 2012 | 16 | 2012 |
| Macroeconomic forecasts and commodity futures volatility W Ye, R Guo, B Deschamps, Y Jiang, X Liu Economic Modelling 94, 981-994, 2021 | 14 | 2021 |
| Analysis of sub-prime loan crisis contagion based on change point testing method of copula W Ye, BQ Miao Chinese Journal of Management Science 17 (3), 1-7, 2009 | 13 | 2009 |
| Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets? K Jiang, W Ye Economic Modelling 117, 106046, 2022 | 12 | 2022 |
| Jointly forecasting the value-at-risk and expected shortfall of Bitcoin with a regime-switching CAViaR model L Gao, W Ye, R Guo Finance Research Letters 48, 102826, 2022 | 12 | 2022 |
Xiaoquan LiuAssociate Professor in Finance在 nottingham.edu.cn 的电子邮件经过验证
Xiaoquan LiuAssociate Professor in Finance在 nottingham.edu.cn 的电子邮件经过验证
Ying JiangNottingham University Business School China在 nottingham.edu.cn 的电子邮件经过验证