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Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models 期刊论文
ECONOMETRIC REVIEWS, 2021, 卷号: 40, 期号: 6, 页码: 584-606
作者:  He, Yanan;  Han, Ai;  Hong, Yongmiao;  Sun, Yuying;  Wang, Shouyang
收藏  |  浏览/下载:57/0  |  提交时间:2021/10/26
Stock Market Volatility and Return Analysis: A Systematic Literature Review 期刊论文
ENTROPY, 2020, 卷号: 22, 期号: 5, 页码: 18
作者:  Bhowmik, Roni;  Wang, Shouyang
收藏  |  浏览/下载:19/0  |  提交时间:2020/09/23
Using Google Trends and Baidu Index to analyze the impacts of disaster events on company stock prices 期刊论文
INDUSTRIAL MANAGEMENT & DATA SYSTEMS, 2020, 卷号: 120, 期号: 2, 页码: 350-365
作者:  Liu, Ying;  Peng, Geng;  Hu, Lanyi;  Dong, Jichang;  Zhang, Qingqing
收藏  |  浏览/下载:67/0  |  提交时间:2020/05/24
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:64/0  |  提交时间:2020/05/24
An efficient conditional Monte Carlo method for European option pricing with stochastic volatility and stochastic interest rate 期刊论文
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2019
作者:  Liang, Yijuan;  Xu, Chenglong
收藏  |  浏览/下载:6/0  |  提交时间:2019/08/22
New dynamics between volume and volatility 期刊论文
Physica A: Statistical Mechanics and its Applications, 2019, 卷号: 525, 页码: 1343-1350
作者:  Li, Baowen;  Stanley, H.Eugene;  Zheng ZY(郑泽宇);  Gui J(桂珺);  Qiao, Zhi
收藏  |  浏览/下载:24/0  |  提交时间:2019/04/27
New dynamics between volume and volatility 期刊论文
Physica A: Statistical Mechanics and its Applications, 2019, 卷号: 525, 页码: 1343-1350
作者:  Zheng ZY(郑泽宇);  Gui J(桂珺);  Qiao, Zhi;  Fu Y(傅洋);  Stanley, H.Eugene
收藏  |  浏览/下载:0/0  |  提交时间:2019/04/27
Hybrid quantile regression estimation for time series models with conditional heteroscedasticity 期刊论文
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2018, 卷号: 80, 期号: 5, 页码: 975-993
作者:  Zheng, Yao;  Zhu, Qianqian;  Li, Guodong;  Xiao, Zhijie
收藏  |  浏览/下载:10/0  |  提交时间:2019/08/22
returnandvolatilityspilloverseffectsstudyofasianemergingstockmarkets 期刊论文
journalofsystemsscienceandinformation, 2018, 卷号: 6, 期号: 2, 页码: 97
作者:  Roni Bhowmik;  Abbas Ghulam
收藏  |  浏览/下载:26/0  |  提交时间:2020/01/10
Asset prices and economic fluctuations: The implications of stochastic volatility 期刊论文
ECONOMIC MODELLING, 2017, 卷号: 64, 页码: 128-140
作者:  Chen, Junping;  Xiong, Xiong;  Zhu, Jie;  Zhu, Xiaoneng
收藏  |  浏览/下载:6/0  |  提交时间:2019/08/22


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