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Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2021, 卷号: 72, 页码: 1-15
作者:  Jiang, Yong;  Wang, Gang-Jin;  Ma, Chaoqun;  Yang, Xiaoguang
收藏  |  浏览/下载：37/0  |  提交时间：2021/04/26
Likelihood ratio-type tests in weighted composite quantile regression of DTARCH models 期刊论文
SCIENCE CHINA-MATHEMATICS, 2019, 卷号: 62, 期号: 12, 页码: 2571-2590
作者:  Liu, Xiaoqian;  Song, Xinyuan;  Zhou, Yong
收藏  |  浏览/下载：67/0  |  提交时间：2020/05/24
Frequentist model averaging for threshold models 期刊论文
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2019, 卷号: 71, 期号: 2, 页码: 275-306
作者:  Gao, Yan;  Zhang, Xinyu;  Wang, Shouyang;  Chong, Terence Tai-leung;  Zou, Guohua
收藏  |  浏览/下载：48/0  |  提交时间：2019/04/02
Spatial Autocorrelation Analysis of Multi-Scale Damaged Vegetation in the Wenchuan Earthquake-Affected Area, Southwest China 期刊论文
FORESTS, 2019, 卷号: 10, 期号: 2, 页码: 21
作者:  Li, Jian;  He, Jingwen;  Liu, Ying;  Wang, Daojie;  Rafay, Loretta
收藏  |  浏览/下载：72/0  |  提交时间：2019/04/15
Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling 期刊论文
ENERGY ECONOMICS, 2019, 卷号: 78, 页码: 165-173
作者:  Sun, Yuying;  Zhang, Xun;  Hong, Yongmiao;  Wang, Shouyang
收藏  |  浏览/下载：47/0  |  提交时间：2020/01/10
Threshold autoregressive models for interval-valued time series data 期刊论文
JOURNAL OF ECONOMETRICS, 2018, 卷号: 206, 期号: 2, 页码: 414-446
作者:  Sun, Yuying;  Han, Ai;  Hong, Yongmiao;  Wang, Shouyang
收藏  |  浏览/下载：34/0  |  提交时间：2018/11/16
A Prediction Model of IoT Data Using Long Short-Term Memory Neural Network 会议论文
青岛, 2018
作者:  Meiyu Wen;  Dandan Che;  Jean-Pierre Niyigena;  Ruohan Li;  Qingshan Jiang
收藏  |  浏览/下载：29/0  |  提交时间：2019/01/31
Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates 期刊论文
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2017, 卷号: 35, 期号: 4, 页码: 528-542
作者:  Zhu, Ke;  Li, Wai Keung;  Yu, Philip L. H.
收藏  |  浏览/下载：12/0  |  提交时间：2018/07/30
Stock return autocorrelations and predictability in the Chinese stock market-Evidence from threshold quantile autoregressive models 期刊论文
ECONOMIC MODELLING, 2017, 卷号: 60, 页码: 391-401
作者:  Wenjun Xue[1];  Liwen Zhang[2]
收藏  |  浏览/下载：10/0  |  提交时间：2019/04/24
astudyonthevolatilityofthebangladeshstockmarketbasedongarchtypemodels 期刊论文
journalofsystemsscienceandinformation, 2017, 卷号: 000, 期号: 003, 页码: 193
作者:  Roni Bhowmik;  Wu Chao;  Jewel Roy Kumar;  Wang Shouyang
收藏  |  浏览/下载：17/0  |  提交时间：2020/01/10

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