◆发表论文
Zhichao Liu; Jing Liu; Qing Zeng; Lan Wu ; VIX and stock market volatilitypredictability: A new approach, Finance Research Letters, 2022, 48: 102887
Zhichao Liu; Yunchen Wang; Ya Cheng; Tareq Saeed; Yong Ye ; Option Pricing Using Stochastic Volatility Model under Fourier Transform of Nonlinear Differential Equation, Fractals-Complex Geometry, Patterns, and Scaling in Nature and Society, 2022, 30(2)
Zhichao Liu;Feng Ma;XunxiaoWang;Zean Xia; Forecasting the Realized Volatility: the Role of Jumps, Applied economics letters, 2016. 23(17): 1-4