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Longqing Li

Personal Details

First Name:Longqing
Middle Name:
Last Name:Li
RePEc Short-ID:pli1170
[This author has chosen not to make the email address public]


(50%) Economics Department
Suffolk University

Boston, Massachusetts (United States)
RePEc:edi:edsufus (more details at EDIRC)

(50%) Economics Department
Christopher Newport University

Newport News, Virginia (United States)
RePEc:edi:eccnuus (more details at EDIRC)

Research output

Jump to: Working papers Articles

Working papers

  1. Li, Longqing, 2017. "A Comparative Study of GARCH and EVT Model in Modeling Value-at-Risk," MPRA Paper 85645, University Library of Munich, Germany.


  1. Longqing Li, 2018. "Simulation-Based Optimal Portfolio Selection Strategy¡ªEvidence from Asian Markets," Applied Economics and Finance, Redfame publishing, vol. 5(5), pages 1-9, September.


Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Li, Longqing, 2017. "A Comparative Study of GARCH and EVT Model in Modeling Value-at-Risk," MPRA Paper 85645, University Library of Munich, Germany.

    Cited by:

    1. Krzysztof Echaust & Małgorzata Just, 2020. "Value at Risk Estimation Using the GARCH-EVT Approach with Optimal Tail Selection," Mathematics, MDPI, vol. 8(1), pages 1-24, January.
    2. Amiri , Hossein & Najafi Nejad , Mahmood & Mousavi , Seyede Mohadese, 2021. "Estimation of Value at Risk (VaR) Based On Lévy-GARCH Models: Evidence from Tehran Stock Exchange," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 16(2), pages 165-186, June.
    3. Krzysztof Echaust & Małgorzata Just, 2021. "Tail Dependence between Crude Oil Volatility Index and WTI Oil Price Movements during the COVID-19 Pandemic," Energies, MDPI, vol. 14(14), pages 1-21, July.


    Sorry, no citations of articles recorded.

More information

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FOR: Forecasting (1) 2018-04-30. Author is listed
  2. NEP-ORE: Operations Research (1) 2018-04-30. Author is listed
  3. NEP-RMG: Risk Management (1) 2018-04-30. Author is listed


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