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1¡¢Handong li, Lei Li, Jing
Jia, Research on volatility of Open-ended funds in Chinese financial market. 2010 Third
International Conference on Business Intelligence and Financial Engineering.
2¡¢Shinan Cao, Handong
Li, Yan Wang, Long-term memory realized volatility: evidence from Chinese stock
market. 2010 Third International Conference on Business Intelligence and Financial
Engineering.
3¡¢ Handong Li, Shinan
Cao, Yan Wang, The properties and
mechanism of long-term memory in nonparametric volatility, Physica A,
Volume 389 £¨2010£©, Issue 16 3254-3259.
4¡¢ÀîÏþ¡¢ÕÅÐÂÎä¡¢À¶«£¬Ñ§Ï°ÐÍ×éÖ¯ÖÐ֪ʶ¹²Ïí»úÖÆ·ÖÎö£¬Öйú¾Ã³µ¼¿¯£¬2010£¬2£º58-59¡£
5¡¢ Jia Zhanliang, Li Handong,
Multifractal analysis of realized range-based volatility in Shanghai stock
exchange composite index. 2010 international conference on logistics systems
and intelligent management.£¨EI£©
6¡¢ Zhao Wenxiang, Li Handong,
Realized covariance matrix is good at forecasting volatility. 2010
international conference on logistics systems and intelligent management.£¨EI£©
7¡¢ Lisha Ou, Handong Li, The
empirical research on the jumps in Shanghai stock market. 2010 international
conference on logistics systems and intelligent management.£¨EI£©
8¡¢ Shinan Cao, Xinwu Zhang, Handong
Li, A study on the distribution of nonparametric volatilities based on Chinese stock
market. 2010 international conference on logistics systems and intelligent
management.£¨EI£©
9¡¢ Li, Yangyang; Li,
Handong£¬Research on
the Microstructure of Realized Volatility in Chinese Stock Market£¬Management and
Service Science, 2009. MASS '09. International Conference on 20-22
Sept. £¨EI£©
10¡¢
Li, Handong; Cao, Shinan£¬The Properties of Volatility of Returns
in Different Scales. Management and
Service Science, 2009. MASS '09. International Conference on 20-22
Sept. £¨EI£©
11¡¢
Li, Handong; Lu, Lihuan;Research
on the Measurement of Realized Range-Based Volatility Based on Chinese Stock
Market. Management and
Service Science, 2009. MASS '09. International Conference on 20-22
Sept.£¨EI£©
12¡¢ Shinan Cao; Honggang Li; Handong Li;The Volatility of Return, Trading Volume and Amount in Different Scales.
Business
Intelligence and Financial Engineering, 2009. BIFE '09. International
Conference on 24-26 July 2009 Page(s):297 ¨C 301.£¨EI£©
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Xinwu
Zhang, Yan Wang, Handong Li, The Contrast of Parametric
and Noparametric Volatility Measurement Based on Chinese Stock Market, The First
International Conference On Complex Sciences: Theory and Applications.
Shanghai, China 2009.
16¡¢
Ge Zhang,Handong Li£¬Effects on Expectations
of the Split Share Reform on Stock Market in China. Proceedings of 2008
International Conference of Production and Operation Management, Xiamen China,
2008, 11.£¨EI£©
17¡¢
Chen Jing, Li Handong. The Realized volatilities research on
China A-stock returns.The 2008 International Conference on Risk Management
& Engineering Management£¬Beijing
China, 2008,11.£¨EI£©
18¡¢
Ge Zhang, Handong Li, Empirical Research on the
Split Share Reform¡¯s Effect on Stock Price in China, The 4th
International Conference on Wireless Communications, Networking, and Mobil
computing. Dalian China, 2008, 10.£¨EI£©
19¡¢
Yang Wang, Handong Li, Research on the Relationship
between China¡¯s Excess Liquidity and Asset Prices. The 4th
International Conference on Wireless Communications, Networking, and Mobil
computing. Dalian China, 2008, 10.£¨EI£©
20¡¢
Zhanliang
Jia, Handong Li, Research on the
Relationship between the Stock Price¡¯s Fluctuation And the Interest Rate¡¯s Adjustment
in China. The 4th International Conference on Wireless
Communications, Networking, and Mobil computing. Dalian China, 2008, 10.£¨EI£©
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Handong
Li, Kurtosis of EGARCH model. International Symposium on Financial Engineering
and Risk Management, 2008 FERM Meeting, Shanghai, China.£¨ISTP¼ìË÷£©
25¡¢ Handong Li, Xinwu Peng, New
Characteristics of Modern Management. Proceedings of the 2007 Conference on
Systems Science, Management Science and System Dynamics. Shanghai, China, 2007,
6.£¨ISTP¼ìË÷£©
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Li, Research on Relationship of the Volatility Models. Systems Sciences and Systems
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Publisher. 2003.
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Handong, Zhang Shiying. Common
Persistence and Error-Correction Model in Conditional Variance. Journal of Systems
Science and Systems Engineering. 2001, Vol. 10, No. 3.
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