A simulation-based method for estimating systemic risk measures.

Variance swaps with mean reversion and multi-factor variance.

Risk of declined company performance during COVID-19-Spatial quantile autoregression based on network analysis.

Upgrade strategies in the two-sided market: Updated strategy vs. derived strategy.

Financial contagion behavior analysis based on complex network approach.

Time-varying quantile association regression model with applications to financial contagion and VaR.

Measuring the subprime crisis contagion: Evidence of change point analysis of copula functions.