Dependence Analysis of Diversification Benefits of Chinese Real Estate Securities. - Xunfa Lu; Kin Keung Lai (CSO (1), 2009)

Dependence between stock returns and investor sentiment in Chinese markets: A copula approach. - Xunfa Lu; Kin Keung Lai; Liang Liang 001 (J. Syst. Sci. Complex., 2012)

Volatility Spillover Effects between Gold and Stocks Based on VAR-DCC-BVGARCH Model. - Xunfa Lu; Jiawei Wang; Kin Keung Lai (CSO, 2014)

Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model. - Xunfa Lu; Kin Keung Lai; Liang Liang 001 (Ann. Oper. Res., 2014)

Transmission between EU allowance prices and clean energy index. - Xunfa Lu; Kai Liu; Kin Keung Lai; Hairong Cui (ITQM, 2021)

The Relationship between Crude Oil Futures Market and Chinese/US Stock Index Futures Market Based on Breakpoint Test. - Xunfa Lu; Kai Liu; Kin Keung Lai; Hairong Cui (Entropy, 2021)

The spillovers among cryptocurrency, clean energy and oil. - Xunfa Lu; Nan Huang; Zhitao Ye; Kin Keung Lai; Hairong Cui (ITQM, 2022)

Risk measurement in Bitcoin market by fusing LSTM with the joint-regression-combined forecasting model. - Xunfa Lu; Cheng Liu; Kin Keung Lai; Hairong Cui (Kybernetes, 2023)