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Impact of oil price change on airline's stock price and volatility: Evidence from China and South Korea 期刊论文
ENERGY ECONOMICS, 2019, 卷号: 78, 页码: 668-679
作者:  Yun, Xiao;  Yoon, Seong-Min
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/11
The importance of oil assets for portfolio optimization: The analysis of firm level stocks 期刊论文
ENERGY ECONOMICS, 2019, 卷号: 78, 页码: 217-234
作者:  Sarwar, Suleman;  Shahbaz, Muhammad;  Anwar, Awais;  Tiwari, Aviral Kumar
收藏  |  浏览/下载:5/0  |  提交时间:2019/12/11
Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management 期刊论文
RESOURCES POLICY, 2019, 卷号: 62, 页码: 22-32
作者:  Khalfaoui, Rabeh;  Sarwar, Suleman;  Tiwari, Aviral Kumar
收藏  |  浏览/下载:6/0  |  提交时间:2019/12/11
VaR of SSE returns based on Bayesian markov-switching GARCH approach 会议论文
2nd International Conference on Big Data Technologies, ICBDT 2019, August 28, 2019 - August 30, 2019
作者:  Liao, Ruofan;  Boonyakunakorn, Petchaluck;  Sriboonchiita, Songsak
收藏  |  浏览/下载:2/0  |  提交时间:2019/12/31
Risk measurement of global stock markets: A factor copula-based GJR-GARCH approach 会议论文
2nd International Conference on Physics, Mathematics and Statistics, ICPMS 2019, May 22, 2019 - May 24, 2019
作者:  Song, Quanrui;  Liu, Jianxu;  Sriboonchitta, Songsak
收藏  |  浏览/下载:5/0  |  提交时间:2019/12/31
基于GARCH-t族模型的上海黄金市场收益率与波动性实证分析 期刊论文
商情, 2018, 期号: 27, 页码: 66-67
作者:  何颖
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/11
A hybrid information capturing methodology for price volatility and its application to financial markets 期刊论文
JOURNAL OF INTELLIGENT & FUZZY SYSTEMS, 2018, 卷号: 35, 期号: 1, 页码: 405-414
作者:  Shen, Chuanhe;  Feng, Liang;  Li, Ying
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/11
OIL, UNCERTAINTY, AND GASOLINE PRICES 期刊论文
MACROECONOMIC DYNAMICS, 2018, 卷号: 22, 期号: 3, 页码: 546-561
作者:  Chang, Dongfeng;  Serletis, Apostolos
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/11
民间借贷会引发银行违约风险吗?——来自温州的实证研究 期刊论文
东岳论丛, 2017, 卷号: 38, 期号: 06, 页码: 76-83
作者:  张笑;  胡金焱
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/16
隔夜信息影响中国股市波动率模型预测能力吗? 期刊论文
财经问题研究, 2017, 期号: 02, 页码: 59-65
作者:  宋亚琼;  王新军
收藏  |  浏览/下载:7/0  |  提交时间:2019/12/16


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