代表性成果：
[1] Oliver Linton, Haihan Tang, Jianbin Wu. A large confirmatory dynamic factor model for stock market returns in different time zones. Journal of Econometrics, 2025
[2] Piet Sercu，Geert Dhaene, Jianbin Wu，Volatility spillovers: a sparse multivariate GARCH approach with an application to commodity markets，Journal of Futures Markets, 2022,42(5):868-887.
[3] Geert Dhaene, Jianbin Wu. Incorporatingovernight and intraday returns into GARCH volatility models. Journal of Econometrics, 2020,217(1):471-495
[4] Oliver Linton, Jianbin Wu. A coupled component DCS-EGARCH Model for intraday and overnight volatility. Journal of Econometrics, 2020, 217(2):176-201
[5] Malin Song, Kuangnan Fang, JingZhang, Jianbin WU. The co-movement between Chinese oil market and other main international oil markets: a DCC-MGARCH approach. Computational Economics, 2016.
[6] 方匡南,吴见彬,朱建平,谢邦昌. 随机森林方法研究综述， 统计与信息论坛, 2011.
[7] 方匡南,吴见彬,朱建平,谢邦昌. 信贷信息不对称下的信用卡信用风险研, 经济研究,2010.
