秦静
日期:2022-10-19 15:35:47 浏览量:708
所 属 系:经济与管理学院
专业方向:金融风险管理、物理金融、复杂系统等
个人简介:
秦静,副教授,金融工程系主任。Computational Economics,Physica A等国际SSCI/SCI双检索期刊的匿名审稿人,从事国际金融、物理金融、复杂系统、非线性波动等方面的研究。在国外金融学术期刊上已发表国际金融波动外溢、长程交叉相关等方面的学术论文3篇(2篇SSCI,1篇SCI 2区)。
作为主要完成人,主持和参与河南省高等学校重点科研、河南省软科学、河南省社会科学规划项目、河南省政府决策研究招标课题、河南省教学工程、横向课题10项。
代表性成果:
(1) Jing Qin; Jintian Ge; xinsheng Lu ; The effectiveness of the monetary policy in China: New evidence from longrange cross-correlation analysis and the components of multifractality, Physica A: Statistical Mechanics and its Applications, 2018, 506: 1026-1037 (SSCI)
(2) Jing Qin; Xinsheng Lu; Zhou, Ying ; The effectiveness of China’s RMB exchange rate reforms: An insight from multifractal detrended fluctuation analysis, Physica A: Statistical Mechanicsand its Applications, 2015, 421: 443-454 (SSCI)
(3) Xinsheng Lu; Jing Qin; Changfa Qian; Xuemei Yuan ; Multifractal Analysis of China’s Metals Futures Markets, Information Science and Management Engineering II (ISME 2014),(EI), 2014, 62: 1797-1803.
(4) Jing Qin ; Relationship between onshore and offshore renminbi exchange markets: Evidence from multiscale cross-correlation and nonlinear causal effect analyses, Physica A: Statistical Me chanics and Its Applications, 2019, 527(121183) (SCI 2区)
(5)中美粮食期货市场极端风险的幂律溢出效应研究[J]. 世界农业,2022,9:53-64.