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A Causality Analysis of Societal Risk Perception and Stock Market Volatility in China 期刊论文
JOURNAL OF SYSTEMS SCIENCE AND SYSTEMS ENGINEERING, 2018, 卷号: 27, 期号: 5, 页码: 613-631
作者:  Xu, Nuo;  Tang, Xijin
收藏  |  浏览/下载:38/0  |  提交时间:2018/11/16
Optimal portfolio choices and the determination of housing rents under housing market uncertainty 期刊论文
JOURNAL OF HOUSING ECONOMICS, 2018, 卷号: 41, 页码: 200-217
作者:  Fan, Gang-Zhi;  Pu, Ming;  Deng, Xiaoying;  Ong, Seow Eng
收藏  |  浏览/下载:3/0  |  提交时间:2019/08/22
Asymmetric volatility spillovers between crude oil and international financial markets 期刊论文
ENERGY ECONOMICS, 2018, 卷号: 74, 页码: 592-604
作者:  Wang, Xunxiao;  Wu, Chongfeng
收藏  |  浏览/下载:3/0  |  提交时间:2019/08/22
Parameter estimates of Heston stochastic volatility model with MLE and consistent EKF algorithm 期刊论文
SCIENCE CHINA-INFORMATION SCIENCES, 2018, 卷号: 61, 期号: 4, 页码: 17
作者:  Wang, Ximei;  He, Xingkang;  Bao, Ying;  Zhao, Yanlong
收藏  |  浏览/下载:19/0  |  提交时间:2018/07/30
Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index 期刊论文
Energy Economics, 2018, 卷号: 74, 页码: 777-786
作者:  Xiao, Jihong;  Zhou, Min;  Wen, Fengming;  Wen, Fenghua*
收藏  |  浏览/下载:9/0  |  提交时间:2019/12/03
Forecasting realized volatility based on the truncated two-scales realized volatility estimator (TTSRV): Evidence from China's stock market 期刊论文
FINANCE RESEARCH LETTERS, 2018, 卷号: 25, 页码: 222-229
作者:  Yuan, Ping;  Rui, Li
收藏  |  浏览/下载:3/0  |  提交时间:2019/11/26
Relationships between Return of Stock Price Index and Interest Rate 会议论文
PROCEEDINGS OF THE 8TH INTERNATIONAL CONFERENCE ON MANAGEMENT AND COMPUTER SCIENCE (ICMCS 2018), 2018-01-01
作者:  Chen, Jiajia[1]
收藏  |  浏览/下载:9/0  |  提交时间:2019/04/22
Do different time horizons in the volatility of the US stock market significantly affect the China ETF market? 期刊论文
2018, 卷号: 25, 期号: 11, 页码: 747
作者:  Nie, He[1,2];  Jiang, Yonghong[1,2,3];  Yang, Baoqing[4]
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/10
Volatility spillovers and hedging: Evidence from Asian oil-importing countries 期刊论文
Resources Policy, 2018
作者:  Sarwar S.;  Khalfaoui R.;  Waheed R.;  Dastgerdi H.G.
收藏  |  浏览/下载:7/0  |  提交时间:2019/12/11
The Relationship Between Investor Sentiment and Stock Market Volatility: Based on the VAR Model 期刊论文
SEVENTEENTH WUHAN INTERNATIONAL CONFERENCE ON E-BUSINESS, 2018, 页码: 173-180
作者:  Zhang, Ge;  Wang, Jishun;  Guo, Hao;  Zhang, Xin
收藏  |  浏览/下载:9/0  |  提交时间:2019/12/11


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