Associate Professor Feng Lingbing's Paper Published in Top-Tier International Journal of Money and Finance

Recently, the paper titled Your fear is (partly) mine: The role of non-VIX volatility in forecasting regional stock market volatility using interpretable machine learning, co-authored by Feng Lingbing, Associate Professor at the School of Statistics and Data Science and Deputy Director of the Institute of National Conditions, along with Shi Jingyi from the School of Economics at Nankai University (formerly an undergraduate student of the Class of 2021 at the School of Finance of our university) and Professor Ali M. Kutan from Southern Illinois University Edwardsville in the United States, has been officially accepted and published in Journal of International Money and Finance. Associate Professor Feng Lingbing is the first author of the paper, and JUFE is the primary affiliated institution.

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Journal of International Money and Finance is a top-tier journal in the field of international money and finance. The publication of this paper represents one of the significant applied achievements of JUFE's research on contemporary statustics of China and international comparative studies. The research was supported by the National Social Science Fund General Project (25BTJ001), the National Natural Science Foundation Youth Project (72001098), the China Postdoctoral Science Foundation General Project (2024M761224), and the Jiangxi Provincial Natural Science Foundation General Project (20242BAB25122).