˼
У19655³ɽƽˣ2000ѧѧ빤רҵѧʿѧλ20002002ڱʦѧϵͳѧϵ²ʿоΪʦѧѧԺڣҪҵսԷչ÷ڹ̵ȷо
ѧ빤רҵѧƴͷˡ
ְ
ιѧԺԺѧԺ⽻ͬʱιѧԺĿ˶ʿMPMΡ
еγ̣
γ̣ͳơۡͳƣѧУƽ̨Σ
оγ̣1ڹ̡Ԫͳѧѧʿγ̣2ʿγ̣
ְ
йϵͳѧ깤ίԱίԱ죬2009-2011
Ŀ
1 ҵչսо20103-201011(4Ԫ)ҷչĸίѧоίĿ֡
2 й˿ھⷢչսо20097-20106Ҽίص⣬Ҫμˡ
3 й˿ھⷢչԲо200812-20097Ҽί⣬֮һ
4 ҹطģṹŻĻо2008-2010ȻѧصĿμӣ
5 ڻתģоϵͳݻеĻо2008-2010Ȼѧ𣬣μӣ
6 йɭԴȫɭԴչӰ죨2009-2011Ȼѧλ𣬣μӣ
7 ʲ۸ĩо2004-2006ȻѧĿμӣ
⣺
1 ҵڲۣ2008-2009⣨13֡
2 ɳԴۣ20073֡
3 ̨սۣ20070.8֡
4 ͬҵչ滮2004-20055֡
1աȷµսԹ йѧ磬2006
2ҵսӡ䡢йѧ磬2006
3߸MBA䡢㶫ó磬2005
귢ģ
1Handong 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.
2Shinan 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䡢ѧϰ֪֯ʶƷйó2010258-59
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,
HandongResearch on
the Microstructure of Realized Volatility in Chinese Stock MarketManagement and
Service Science, 2009. MASS '09. International Conference on 20-22
Sept. EI
10
Li, Handong; Cao, ShinanThe 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
13
½йвоʦѧѧȻѧ棩2009453319-322
14
ڷDzȵϺƱгоʦѧѧȻѧ棩2009453323-327
15
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 LiEffects 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 ManagementBeijing
China, 2008,11.EI
18
Ge Zhang, Handong Li, Empirical Research on the
Split Share Reforms 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 Chinas 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 Prices Fluctuation And the Interest Rates Adjustment
in China. The 4th International Conference on Wireless
Communications, Networking, and Mobil computing. Dalian China, 2008, 10.EI
21
¾, йгʱ䶯Ʊг۸оʦѧѧȻѧ棩2008446645-648
22
¾,йгָʵ֤о.йϵͳѧʮѧļ200810564-568
23
ѧ֯֯ѧϰѧԺѧ20085ڣ38-40
24
Handong
Li, Kurtosis of EGARCH model. International Symposium on Financial Engineering
and Risk Management, 2008 FERM Meeting, Shanghai, China.ISTP
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.ISTP
26 ҵսԷģģͣʦѧѧȻѧ棩2007Vol. 43,No.5:587-590
27 ʱָ֤ʲʵ֤оʦѧѧȻѧ棩2006Vol.
42, No. 6646-648
28 ҵսԷչ̫ƽѧ200511ڡ
29 䣬MBAٻ룬ҵ200510ڡ
30 һں;żģͣʦѧѧȻѧ棩2003Vol. 39, No. 6
31
Handong
Li, Research on Relationship of the Volatility Models. Systems Sciences and Systems
Engineering. ICSSE03. Global-Link
Publisher. 2003.
32 ӢARCHģSVģ֮Ĺϵоϵͳѧ2003,
Vol. 18, No. 2
33 Ӣڷʱʲģͷѧѧ2003Vol. 6, No. 1
34 Ӣģ͵ЭͬԽģоϵͳѧ2002Vol. 17, No. 4
35 ӢзԵģоϵͳʵ,2002Vol. 22, No. 6
36 ӢǣڷյijԼܲԣϵͳʵ, 2002Vol. 22, No. 5.
37 ڷռʻļ,2002
38
Li
Handong, Zhang Shiying. Common
Persistence and Error-Correction Model in Conditional Variance. Journal of Systems
Science and Systems Engineering. 2001, Vol. 10, No. 3.
39 ӢBEKKģ͵Эͬоϵͳѧ,
2001, Vol. 16, No. 3.
40
ӢԻع췽ijо 20001 Ԥ⡷
41
Ӣҹ֧ϵͳо 20005 ѧѧ
42
С dz̸ʵг 20002 ʦ
43
Ӣģ͵IJо 2000꡶ϵͳ̡ϵͳѧоļ
44
ӢԶʲģ͵Ӱ 2000꡶̫о̫ѧ߽ѡ