×
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 [81]
湖南大学 [22]
西安交通大学 [12]
大连理工大学 [8]
清华大学 [7]
北京航空航天大学 [7]
更多...
内容类型
期刊论文 [98]
学位论文 [59]
会议论文 [37]
其他 [6]
研究报告 [1]
发表日期
2021 [1]
2020 [1]
2019 [9]
2018 [17]
2017 [20]
2016 [21]
更多...
学科主题
computer s... [2]
business &... [1]
流体力学 [1]
流体力学::稀薄气体... [1]
×
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201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
发表日期升序
发表日期降序
作者升序
作者降序
提交时间升序
提交时间降序
题名升序
题名降序
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:38/0
  |  
提交时间:2021/04/26
Oil price shocks
Stock returns
Credit regimes
Structure threshold VAR
Nonlinear impulse response functions
Forecasting Method of Stock Market Volatility in Time Series Data Based on Mixed Model of ARIMA and XGBoost
期刊论文
CHINA COMMUNICATIONS, 2020, 卷号: 17, 期号: 3, 页码: 205-221
作者:
Wang, Yan
;
Guo, Yuankai
收藏
  |  
浏览/下载:23/0
  |  
提交时间:2020/06/16
hybrid model
discrete wavelet transform
ARIMA
XGBoost
grid search
stock price forecast
A New Approach for Stock Price Analysis and Prediction Based on SSA and SVM
期刊论文
INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING, 2019, 卷号: 18, 期号: 1, 页码: 287-310
作者:
Xiao, Jihong
;
Zhu, Xuehong
;
Huang, Chuangxia
;
Yang, Xiaoguang
;
Wen, Fenghua
收藏
  |  
浏览/下载:58/0
  |  
提交时间:2019/03/11
Stock price
singular spectrum analysis
support vector machine
combined model
A New Approach for Stock Price Analysis and Prediction Based on SSA and SVM
期刊论文
International Journal of Information Technology and Decision Making, 2019, 卷号: 18, 期号: 1, 页码: 287-310
作者:
Xiao, Jihong
;
Zhu, Xuehong
;
Huang, Chuangxia
;
Yang, Xiaoguang
;
Wen, Fenghua
收藏
  |  
浏览/下载:19/0
  |  
提交时间:2019/12/03
Stock price
combined model
singular spectrum analysis
support vector machine
Price Discovery in the Chinese Stock Index Futures Market
期刊论文
Emerging Markets Finance and Trade, 2019, 卷号: Vol.55 No.13, 页码: 2982-2996
作者:
Hao, J.
;
Xiong, X.
;
He, F.
;
Ma, F.
收藏
  |  
浏览/下载:5/0
  |  
提交时间:2019/11/21
crisis
price discovery
regulation change
stock index futures
Do high-frequency stock market data help forecast crude oil prices? Evidence from the MIDAS models
期刊论文
Energy Economics, 2019, 卷号: Vol.78, 页码: 192-201
作者:
Yue-Jun Zhang
;
Jin-Li Wang
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2019/12/13
Stock
market
Crude
oil
price
forecast
MIDAS
model
High
frequency
data
Adaptive wavelet transform model for time series data prediction
期刊论文
Soft Computing, 2019
作者:
Liu X.
;
Liu H.
;
Guo Q.
;
Zhang C.
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/12/11
Adaptive
Long short-term memory
Stock price prediction
Wavelet transform
The interdependence of global oil price, China's stock price and economic policy uncertainty
期刊论文
Australian Economic Papers, 2019
作者:
Gao X.
;
Ren Y.
;
Li X.
收藏
  |  
浏览/下载:11/0
  |  
提交时间:2019/12/11
economic policy uncertainty
oil price
rolling window
stock price
The role of stock price synchronicity on the return-sentiment relation
期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2019, 卷号: Vol.47, 页码: 119-131
作者:
Rao, Lanlan
;
Zhou, Liyun
收藏
  |  
浏览/下载:15/0
  |  
提交时间:2019/12/17
Behavioral finance
Stock price synchronicity
Limit of arbitrage
Individual stock investor sentiment
Stock prices
Investor trading behaviour and stock price crash risk
期刊论文
International Journal of Finance & Economics, 2019, 卷号: Vol.24 No.1, 页码: 227-240
作者:
Liyun Zhou
;
Jialiang Huang
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2019/12/13
idiosyncratic
risk
investor
trading
behaviour
lottery‐like
stocks
stock
price
crash
risk
©版权所有 ©2017 CSpace - Powered by
CSpace