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科研机构
北京航空航天大学 [14]
内容类型
期刊论文 [12]
会议论文 [2]
发表日期
2019 [11]
2018 [3]
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专题:北京航空航天大学
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Can skewness predict currency excess returns?
期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2019, 卷号: 48, 页码: 628-641
作者:
Jiang, Xue
;
Han, Liyan
;
Yin, Libo
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2019/12/30
Skewness
Currency excess returns
Carry trade
Time-series test
Cross-sectional tests
The predictive performance of the currency futures basis for spot returns
期刊论文
QUANTITATIVE FINANCE, 2019, 卷号: 19, 页码: 391-405
作者:
Han, Liyan
;
Jiang, Xue
;
Yin, Libo
收藏
  |  
浏览/下载:13/0
  |  
提交时间:2019/12/30
Currency spot returns
Futures basis
Out-of-sample forecasts
Time-varying predictability
Economic value
Time-varying risk premium
The Design and Analysis of a Novel Micro Force Sensor Based on Depletion Type Movable Gate Field Effect Transistor
期刊论文
JOURNAL OF MICROELECTROMECHANICAL SYSTEMS, 2019, 卷号: 28, 页码: 298-310
作者:
Gao, Wendi
;
Jia, Chen
;
Jiang, Zhuangde
;
Zhou, Xiangyang
;
Zhao, Libo
收藏
  |  
浏览/下载:19/0
  |  
提交时间:2019/12/30
Ultra-low force sensor
high measuring sensitivity
movable gate
depletion type
field effect transistor
A novel microsensor for measuring thermal conductivity of fluid based on three omega method
期刊论文
REVIEW OF SCIENTIFIC INSTRUMENTS, 2019, 卷号: 90
作者:
Zhao, Libo
;
Luo, Yunyun
;
Huang, Xiangxiang
;
Zhou, Xiangyang
;
Rahman-Hebibul
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/12/30
Electroosmosis
Heat conduction
Microsensors
3-Omega method
Analytical calculation
Conductivity of fluids
Dielectric layer
Optimal parameter
Simulation model
Theoretical calculations
Thin dielectric layer
Thermal conductivity of liquids
Can skewness of the futures-spot basis predict currency spot returns?
期刊论文
JOURNAL OF FUTURES MARKETS, 2019, 卷号: 39, 页码: 1435-1449
作者:
Jiang, Xue
;
Han, Liyan
;
Yin, Libo
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/12/30
currency spot returns
futures-spot basis
out-of-sample forecasts
skewness
time-varying risk premium
Currency strategies based on momentum, carry trade and skewness
期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 卷号: 517, 页码: 121-131
作者:
Jiang, Xue
;
Han, Liyan
;
Yin, Libo
收藏
  |  
浏览/下载:12/0
  |  
提交时间:2019/12/30
Momentum
Carry trade
Skewness
Currency excess returns
Optimizing electrospinning-hydrothermal hybrid process based on Taguchi method for modulation of point defects in ZnO micro/nano arrays towards photoelectronic application
期刊论文
JOURNAL OF ALLOYS AND COMPOUNDS, 2019, 卷号: 779, 页码: 167-174
作者:
Xia, Yong
;
Zhao, Libo
;
Luo, Yunyun
;
Hebibul, Rahman
;
Wang, Jiuhong
收藏
  |  
浏览/下载:12/0
  |  
提交时间:2019/12/30
Point defect
Electrospinning-hydrothermal hybrid process
ZnO micro/nano array
Taguchi method
Photodetector
A wearable and sensitive graphene-cotton based pressure sensor for human physiological signals monitoring
期刊论文
SCIENTIFIC REPORTS, 2019, 卷号: 9, 页码: 14457
作者:
Li, Ping
;
Zhao, Libo
;
Jiang, Zhuangde
;
Yu, Mingzhi
;
Li, Zhen
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2019/12/30
Lumped Element Model for CMUTs Based Biochemical Resonant Sensor
会议论文
20th International Conference on Solid-State Sensors, Actuators and Microsystems and Eurosensors XXXIII, TRANSDUCERS 2019 and EUROSENSORS XXXIII, Berlin, Germany, 2019-06-23
作者:
Zhao, Yihe
;
Zhao, Libo
;
Li, Zhikang
;
Li, Jie
;
Xu, Tingzhong
收藏
  |  
浏览/下载:16/0
  |  
提交时间:2019/12/30
Can skewness of the futures-spot basis predict currency spot returns?
会议论文
JOURNAL OF FUTURES MARKETS, 2019-11-01
作者:
Jiang, Xue
;
Han, Liyan
;
Yin, Libo
收藏
  |  
浏览/下载:12/0
  |  
提交时间:2019/12/30
currency spot returns
futures-spot basis
out-of-sample forecasts
skewness
time-varying risk premium
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