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Estimation of Partially Linear Panel Data Models with Cross-Sectional Dependence 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 页码: 12
作者:  Huang, Bai;  Sun, Yuying;  Wang, Shouyang
收藏  |  浏览/下载:135/0  |  提交时间:2021/04/26
Common correlated effects  common factors  cross-sectional dependence  panel data  semi-parametric estimation  
A novel two-stage approach for cryptocurrency analysis 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2020, 卷号: 72, 页码: 13
作者:  Yang, Boyu;  Sun, Yuying;  Wang, Shouyang
收藏  |  浏览/下载:136/0  |  提交时间:2021/04/26
Bitcoin  Cryptocurrency  Noise-assisted multivariate empirical mode  decomposition  Two-stage decomposition and composition  
Uncertainty shocks of Trump election in an interval model of stock market 期刊论文
QUANTITATIVE FINANCE, 2020, 页码: 15
作者:  Sun, Yuying;  Qiao, Kenan;  Wang, Shouyang
收藏  |  浏览/下载:147/0  |  提交时间:2021/01/14
Interval dummy variables  Interval time series  Nonlinear minimum-distance estimator  Range volatility  Trump election