Zhenlong Chen
Biographic Data
| ID | 6877904 |
|---|---|
| NAME | Zhenlong Chen |
| GIVEN NAMES | Zhenlong |
| FAMILY NAME | Chen |
| SIGNATURE | CHEN Z |
| AFFILIATIONS | Zhejiang Gongshang University |
| ORCID | 0000-0002-0598-3099 |
| VERIFIED | Yes |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 3 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2022 |
| LATEST PUBLICATION YEAR | 2024 |
| H-INDEX | 0 |
Lifestyle factors modified the mediation role of liver fibrosis in the association between occupational physical activity and blood pressure
Objectives The study aimed to estimate the role of liver fibrosis in the association between occupational physical activity (OPA) and blood pressure (BP), which is modified by lifestyle factors. Methods The questionnaire survey and physical examination were completed among 992 construction workers in Wuhan, China. Associations between OPA or lifestyle factors and liver fibrosis indices and blood pressure were assessed using generalized additive m…
Modelling returns volatility
The estimation and prediction of financial asset volatility are important in terms of theoretical and practical applications. Considering that low-frequency and high-frequency information plays an important role in volatility prediction, this article proposes a mixed-frequency model based on the momentum of predictability (MF-MoP). To illustrate the advantages of the proposed model, comparative research is conducted on the prediction accuracy of …
Systemic risk in Chinese financial industries
This paper investigates systemic risk in Chinese financial industries by constructing a vine copula grouped CoVaR model, which accounts for the fact that various sub-industries are comprised of multiple financial institutions. The backtesting results indicate that the vine copula grouped model performs better in measuring the systemic risk in comparison to the vine copula model, which in turn validates the accuracy and effectiveness of the former…
No prominent works on this page.
Systemic risk in Chinese financial industries
This paper investigates systemic risk in Chinese financial industries by constructing a vine copula grouped CoVaR model, which accounts for the fact that various sub-industries are comprised of multiple financial institutions. The backtesting results indicate that the vine copula grouped model performs better in measuring the systemic risk in comparison to the vine copula model, which in turn validates the accuracy and effectiveness of the former…
Modelling returns volatility
The estimation and prediction of financial asset volatility are important in terms of theoretical and practical applications. Considering that low-frequency and high-frequency information plays an important role in volatility prediction, this article proposes a mixed-frequency model based on the momentum of predictability (MF-MoP). To illustrate the advantages of the proposed model, comparative research is conducted on the prediction accuracy of …
Lifestyle factors modified the mediation role of liver fibrosis in the association between occupational physical activity and blood pressure
Objectives The study aimed to estimate the role of liver fibrosis in the association between occupational physical activity (OPA) and blood pressure (BP), which is modified by lifestyle factors. Methods The questionnaire survey and physical examination were completed among 992 construction workers in Wuhan, China. Associations between OPA or lifestyle factors and liver fibrosis indices and blood pressure were assessed using generalized additive m…
Econometrics (2 works) · Economics (2 works) · Financial Risk and Volatility Modeling (2 works) · Market Dynamics and Volatility (2 works) · Mathematics (2 works) · Statistics (2 works) · Actuarial science (1 works) · Autoregressive conditional heteroskedasticity (1 works) · Bioinformatics (1 works) · Biology (1 works)