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	Empirical evidence of risk contagion across regional housing markets in China Journal article Economic Modelling,2022, volume: 115 Authors: Hu, Genhua; Fan, Gangzhi Favorite \| View/Download：8/0 \| Submit date：2022/09/05 China housing Markets Market risk Risk contagion Tail dependence Urban agglomerations
	Valuation of synthetic CDOs with affine jump-diffusion processes involving Lévy stable distributions Journal article Mathematical and Computer Modelling,2013, volume: 57, issue: 3-4, pages: 570-583 Authors: Wu, Jianglun; Yang, Wei Favorite \| View/Download：1/0 \| Submit date：2023/05/30 Affine jump-diffusion processes Collateralised Debt Obligations (CDOs) Heavy tail dependence Intensity based model Lévy stable distributions
	Extreme events and the copula pricing of commercial mortgage-backed securities Conference paper Journal of Real Estate Finance and Economics, Singapore, 2007 Authors: Liu, Zhan Yong; Fan, Gang-Zhi; Lim, Kian Guan Favorite \| View/Download：2/0 \| Submit date：2025/03/14 CMBS Copula model Extreme events Heavy tail Tail dependence