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Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2020, 卷号: 51
作者:  Ji, Qiang;  Liu, Bing-Yue;  Cunado, Juncal;  Gupta, Rangan
收藏  |  浏览/下载:15/0  |  提交时间:2021/01/16
On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks 期刊论文
ENERGY ECONOMICS, 2020, 卷号: 89
作者:  Luo, Jiawen;  Ji, Qiang;  Klein, Tony;  Todorova, Neda;  Zhang, Dayong
收藏  |  浏览/下载:3/0  |  提交时间:2021/01/16
Portfolio Selection Based on Bayesian Theory 期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2019, 卷号: 2019, 页码: 11
作者:  Zhao, Daping;  Fang, Yong;  Zhang, Chaoliang;  Wang, Zongrun
收藏  |  浏览/下载:13/0  |  提交时间:2020/05/24
Stochastic Modified Bazykin Predator-Prey Model with Markovian Switching. 期刊论文
International Journal of Nonlinear Sciences & Numerical Simulation, 2018, 卷号: Vol.19 No.6, 页码: 573-581
作者:  Ling Hu;  Zhangzhi Wei;  Zheng Wu;  Lianglong Wang
收藏  |  浏览/下载:3/0  |  提交时间:2019/04/24
Assessing Potentiality of Support Vector Machine Method in Crude Oil Price Forecasting 期刊论文
EURASIA JOURNAL OF MATHEMATICS SCIENCE AND TECHNOLOGY EDUCATION, 2017, 卷号: 13, 期号: 12, 页码: 7893-7904
作者:  Yu, Lean;  Zhang, Xun;  Wang, Shouyang
收藏  |  浏览/下载:20/0  |  提交时间:2018/07/30
动态因子模型拓展及经济金融中的应用 学位论文
2017, 2016
夏凯
收藏  |  浏览/下载:7/0  |  提交时间:2017/06/20
Time-varying coefficient vector autoregressions model based on dynamic correlation with an application to crude oil and stock markets 期刊论文
ENVIRONMENTAL RESEARCH, 2017, 卷号: 152, 页码: 351-359
作者:  Lu, Fengbin;  Qiao, Han;  Wang, Shouyang;  Lai, Kin Keung;  Li, Yuze
收藏  |  浏览/下载:28/0  |  提交时间:2018/07/30
A Real-Time Access Control of Patient Service in the Outpatient Clinic 期刊论文
IEEE TRANSACTIONS ON AUTOMATION SCIENCE AND ENGINEERING, 2017
Song, Jie; Qiu, Yunzhe; Liu, Zekun
收藏  |  浏览/下载:6/0  |  提交时间:2017/12/04
半马氏市道轮换利率期限结构模型——基于最小Tsallis熵鞅测度 Semi-Markov regime switching interest rate term structure models -- Based on minimal Tsallis entropy martingale measure 期刊论文
2017, 卷号: 37, 期号: 5, 页码: 1136
作者:  柳向东;  王星蕊
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/13
Multi-period mean variance portfolio selection under incomplete information 期刊论文
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2016, 卷号: 32, 期号: 6, 页码: 753-774
作者:  Zhang, Ling;  Li, Zhongfei;  Xu, Yunhui;  Li, Yongwu
收藏  |  浏览/下载:26/0  |  提交时间:2018/07/30


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