×
验证码:
换一张
忘记密码?
记住我
CORC
首页
科研机构
检索
知识图谱
申请加入
托管服务
登录
注册
在结果中检索
科研机构
厦门大学 [46]
数学与系统科学研究院 [9]
上海财经大学 [9]
清华大学 [6]
北京大学 [5]
西安交通大学 [2]
更多...
内容类型
期刊论文 [59]
学位论文 [19]
其他 [5]
会议论文 [3]
研究报告 [2]
发表日期
2021 [1]
2020 [2]
2019 [4]
2018 [2]
2017 [4]
2016 [2]
更多...
学科主题
Artificial... [1]
Computer S... [1]
Energy & F... [1]
Informatio... [1]
Interdisci... [1]
Operations... [1]
更多...
×
知识图谱
CORC
开始提交
已提交作品
待认领作品
已认领作品
未提交全文
收藏管理
QQ客服
官方微博
反馈留言
浏览/检索结果:
共88条,第1-10条
帮助
已选(
0
)
清除
条数/页:
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
排序方式:
请选择
作者升序
作者降序
题名升序
题名降序
发表日期升序
发表日期降序
提交时间升序
提交时间降序
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
ACI model
interval-valued crude oil prices
range
trading strategy
volatility forecast
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
stock returns
volatility
GARCH family model
complexity in market volatility forecasting
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
Stock market
AR-GARCH
Crash incidents
Search volume index
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
DTARCH model
quantile
weighted composite quantile regression
modified likelihood ratio test
restricted WCQR estimators
unrestricted WCQR estimators
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
Conditional Monte Carlo
martingale control variate
option pricing
stochastic volatility
stochastic interest rate
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
Dynamics
Volume
Volatility
Local maximum volatility
Scaling
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
Dynamics
Volume
Volatility
Local maximum volatility
Scaling
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
Bootstrap method
Conditional quantile
Generalized auto-regressive conditional heteroscedasticity
Non-linear time series
Quantile regression
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
Economic fluctuations
Dynamic Fama-French factors
Stochastic volatility
International stock markets
Predictability
©版权所有 ©2017 CSpace - Powered by
CSpace