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| 半参数STAR模型的估计及应用 期刊论文
2014
蔡楠; 方颖
  收藏 | 浏览/下载：2/0 | 提交时间：2016/05/17
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| Adaptive dynamic Nelson-Siegel term structure model with applications 期刊论文
http://dx.doi.org/10.1016/j.jeconom.2014.02.009, 2014
Chen, Ying; Niu, Linlin; 陈颖; 牛霖琳
收藏 | 浏览/下载：2/0 | 提交时间：2015/07/22
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| Predictability of Time-varying Jump Premiums: Evidence Based on Calibration 期刊论文
http://www.wise.xmu.edu.cn/paperInfor.asp?id=291, 2013
Kent Wang; Yuqiang Guo
收藏 | 浏览/下载：3/0 | 提交时间：2013/11/08
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| Can the Random Walk Model be Beaten in Out-Of-Sample Density Forecasts? Evidence from... 期刊论文
http://www.wise.xmu.edu.cn/paperInfor.asp?id=74, 2013
Yongmiao Hong; Haitao Li; Feng Zhao
收藏 | 浏览/下载：1/0 | 提交时间：2013/11/08
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| What causes price volatility and regime shifts in the natural gas market 期刊论文
http://dx.doi.org/10.1016/j.energy.2013.03.082, 2013
Lin, Boqiang; Wesseh, Presley K., Jr.; 林伯强
收藏 | 浏览/下载：3/0 | 提交时间：2015/07/22
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| Forecasting Long-Run Coal Price in China: A Shifting Trend Time-Series Approach 期刊论文
http://dx.doi.org/10.1111/j.1467-9361.2010.00567.x, 2010
Dong, Baomin; Li, Xuefeng; Lin, Boqiang; 林伯强
收藏 | 浏览/下载：2/0 | 提交时间：2015/07/22
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| Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates 期刊论文
http://dx.doi.org/10.1016/j.jeconom.2006.11.003, 2007
Hong, Yongmiao; Li, Haitao; Zhao, Feng; 洪永淼
收藏 | 浏览/下载：3/0 | 提交时间：2015/07/22
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| Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk? 期刊论文
http://dx.doi.org/10.1016/j.jeconom.2005.07.018, 2006
Egorov, Alexei V.; Hong, Yongmiao; Li, Haitao; 洪永淼
收藏 | 浏览/下载：5/0 | 提交时间：2015/07/22
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