Chen Rongda

Teacher College:School of Finance

Name (English):Chen Rongda

Name (Pinyin):Chen Rongda

E-Mail:

Education Level:博士研究生

Business Address:金融学院3号楼203室

Degree:博士

Contact Information:rongdachen@zufe.edu.cn

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  • Basic Information
  • Scientific Research
  • Teaching Achievments
  • Enrollment Information
    Research Project

    [1]数字经济时代数据资产的估值和定价研究,进行,国家社科基金重大项目,Chen Rongda

    [2]基于互联网金融模式的结构性理财产品风险度量及应用研究,完成,国家自然科学基金重点项目,Chen Rongda

    [3]基于稀有事件模拟技术的金融衍生品组合风险度量及应用研究,完成,国家自然科学基金面上项目,Chen Rongda

    PapersMORE

    [1]Chen Rongda. A Study on Operational Risk and Credit Portfolio Risk Estimation Using Data Analytics,DECISION SCIENCES,卷53 期1 页84-123:2022-02-01

    [2]陈荣达. A clientele effect in online lending markets: Evidence from the comovement between investor sentiment and online lending rates,Journal of International Financial Markets, Institutions and Money,76:2022-01-01

    [3]Chen Rongda. Forecasting volatility and correlation between oil and gold prices using a novel multivariate GAS model,Energy Economics,78卷, 379-391页:2019-02-01

    [4]Chen Rongda. An efficient method for pricing foreign currency options,Journal of International Financial Markets, Institutions & Money,2021.74.101295:2021-09-01

    [5]Chen Rongda. Returns and volatilities of energy futures markets: Roles of speculative and hedging sentiments,International Review of Financial Analysis,2021.76:2021-07-01

    [6]Chen Rongda. 互联网金融特征、投资者情绪与互联网理财产品回报,经济研究,54卷,78-93页:2019-07-01

    [7]Chen Rongda. 混合泊松违约强度下信用资产组合风险度量,管理科学学报,21卷,58-73页:2018-12-31

    [8]Chen Rongda. 厚尾分布情形下的信用资产组合风险度量,管理科学学报:2017-03-03

    [9]Chen Rongda. 数据资产估值定价与新质生产力发展: 演进逻辑与主要挑战,财贸经济,Vol. 45, No. 8,33-51:2024-08-01

    [10]Chen Rongda. 中国互联网金融的发展历程、发展模式与未来挑战,数量经济技术经济研究,2020,37(01);页码:3-22:2020-01-05