National Social Science Foundation of China: Asset Volatility and Intraday Systematic Risk Based on Financial High Frequency Data, Grant, 2023.

Natural Science Foundation of China: Cojumps, Jumps, Idiosyncratic Jumps, and Mearsurement Errors with Financial High Frequency Data, 2019.

Natural Science Foundation of Fujian Province:Time-Varying Jump Risk Contagion, 2019.

Social Science Foundation of Ministry of Education of China: Cojumps of Asset Prices in Chinese Financial Markets , 2015.

Fundamental Research Foundation for China Central Universities: Jump Risks in Chinese Securities Markets, 2015.

Scientific Research Foundation for Returned Overseas Chinese Scholars of Ministry of Education of China: Risk Contagion and its Decomposition with Different Regimes, 2013.

National Social Science Foundation of China: Jump Risk of Asset Prices and its Dependence in Stock Markets, 2011.

Fundamental Research Foundation for China Central Universities: Risk Contagion Based on Markov Regime-Switching Method, 2010.

China Postdoctoral Science Foundation: Dynamic Relationship between Chinese Commodity Spot and Futures Markets with Markov Regime-Switching Models, 2009.

Substantial Soft Science Project Foundation of Fujian Province: A Study of Promoting the Sustainable Development of Small and Medium-Sized Technology Enterprises Based on Private Equity Funds, 2009.

Social Science Foundation of Ministry of Education of China: Risk Contation among Capital Markets, 2008.

Social Science Foundation of Fujian Province: Heterogeneous Belief Asset Pricing: Theory, Model and Application, 2008.

China Postdoctoral Science Foundation: Chaotic Characteristics and Their Applications in Securities Markets, 2007.