Zaichao Du

fudan university

10H指数

35论文数

593被引数

收录论文 7

发表时间

Modeling and backtesting systemic risk measures: the case of CoES 系统风险测度的建模与回测：CoES案例

ECONOMETRIC REVIEWS

IF1

2025-09-01

PREAI

Lei, Liheng; Wang, Xuhui; Du, Zaichao; Zhou, Xin

Special Economic Zone and Local Economic Performance in China: Evidence From Tianjin 经济特区和地方经济绩效：来自天津的证据

china world economy

IF2.4

2025-02-21

PREAI

Du, Zaichao; Ge, Linnan; Li, Bing; Pei, Pei; Zhou, Lei

The case for CASE: Estimating heterogeneous systemic effects

JOURNAL OF BANKING & FINANCE

IF3.8

2023-12-01

PREAI

Du, Zaichao; Escanciano, Juan Carlos; Zhu, Guangwei

Automatic portmanteau tests with applications to market risk management

STATA JOURNAL

IF2.4

2018-11-19

OAAI

Zhu, Guangwei; Du, Zaichao; Escanciano, Juan Carlos

Assessing the gains and vulnerability of free trade: A counterfactual analysis of Macau

ECONOMIC MODELLING

IF4.7

2018-04-01

PREAI

Yin, Hua; Du, Zaichao; Zhang, Lin

Nonparametric bootstrap tests for independence of generalized errors 广义误差独立性的非参数自举检验

ECONOMETRICS JOURNAL

IF7

2016-04-29

PREAI

Du, Zaichao

Home-purchase restriction, property tax and housing price in China: A counterfactual analysis

JOURNAL OF ECONOMETRICS

IF4

2015-10-01

173

PREAI

Du, Zaichao; Zhang, Lin

研究方向