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Social media sentiment, model uncertainty, and volatility forecasting 期刊论文
ECONOMIC MODELLING, 2021, 卷号: 102, 页码: 13
作者:  Lehrer, Steven;  Xie, Tian;  Zhang, Xinyu
收藏  |  浏览/下载:54/0  |  提交时间:2021/10/26
The role of news sentiment in oil futures returns and volatility forecasting: Data-decomposition based deep learning approach 期刊论文
ENERGY ECONOMICS, 2021, 卷号: 95, 页码: 11
作者:  Li, Yuze;  Jiang, Shangrong;  Li, Xuerong;  Wang, Shouyang
收藏  |  浏览/下载:26/0  |  提交时间:2021/04/26
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:20/0  |  提交时间:2020/09/23
Forecasting stock volatility process using improved least square support vector machine approach 期刊论文
Soft Computing, 2019, 卷号: Vol.23 No.22, 页码: 11867-11881
作者:  Xiao-Li Gong;  Xi-Hua Liu;  Xiong Xiong;  Xin-Tian Zhuang
收藏  |  浏览/下载:28/0  |  提交时间:2019/11/21
Volatility forecasting of crude oil futures: The role of investor sentiment and leverage effect 期刊论文
Resources Policy, 2019, 卷号: Vol.61, 页码: 548-563
作者:  Cai Yang;  Xu Gong;  Hongwei Zhang
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/13
Volatility forecasting of crude oil market: Can the regime switching GARCH model beat the single-regime GARCH models? 期刊论文
International Review of Economics & Finance, 2019, 卷号: Vol.59, 页码: 302-317
作者:  Yue-Jun Zhang;  Ting Yao;  Ling-Yun He;  Ronald Ripple
收藏  |  浏览/下载:1/0  |  提交时间:2019/12/13
Volatility forecasting of crude oil market: Can the regime switching GARCH model beat the single-regime GARCH models? 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2019, 卷号: Vol.59, 页码: 302-317
作者:  Zhang, YJ;  Yao, T;  He, LY;  Ripple, R
收藏  |  浏览/下载:10/0  |  提交时间:2019/12/17
Volatility forecasting of crude oil futures: The role of investor sentiment and leverage effect. 期刊论文
Resources Policy, 2019, 卷号: Vol.61, 页码: 548-563
作者:  Yang, C;  Gong, X;  Zhang, HW
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/17
Volatility forecasting of crude oil market: Can the regime switching GARCH model beat the single-regime GARCH models? 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2019, 卷号: Vol.59, 页码: 302-317
作者:  Zhang, YJ;  Yao, T;  He, LY;  Ripple, R
收藏  |  浏览/下载:7/0  |  提交时间:2019/12/17
A hybrid short-term traffic flow forecasting model based on time series multifractal characteristics 期刊论文
APPLIED INTELLIGENCE, 2018, 卷号: 48, 期号: 8, 页码: 2429-2440
作者:  Zhang, Hong;  Wang, Xiaoming;  Cao, Jie;  Tang, Minan;  Guo, Yirong
收藏  |  浏览/下载:2/0  |  提交时间:2019/11/15


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