CSpace

Browse/Search Results:  1-6 of 6 Help

Selected(0)Clear Items/Page:    Sort:
Nonlinear Least Squares Estimation of Log-ACD Models 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2018, 卷号: 34, 期号: 3, 页码: 516-533
Authors:  Chen, Zhao;  Liu, Wei;  Wang, Christina Dan;  Wu, Wu-qing;  Wu, Yao-hua
Favorite  |  View/Download:10/0  |  Submit date:2018/09/08
Log-ACD model  nonlinear least squares estimation  Log-GARCH model  heavy-tail  
Component ACD Model and Its Application in Studying the Price-Related Feedback Effect in Investor Trading Behaviors in Chinese Stock Market 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 3, 页码: 677-695
Authors:  Huang, Zhiyuan;  Han, Ai;  Wang, Shouyang
Favorite  |  View/Download:12/0  |  Submit date:2018/07/30
Component ACD model  feedback effect  investor behavior  market status  trading intensity  
Component ACD Model and Its Application in Studying the Price-Related Feedback Effect in Investor Trading Behaviors in Chinese Stock Market 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 3, 页码: 677
Authors:  Huang, Zhiyuan;  Han, Ai;  Wang, Shouyang
Favorite  |  View/Download:5/0  |  Submit date:2019/12/31
nonlinearleastsquaresestimationoflogacdmodels 期刊论文
actamathematicaeapplicataesinica, 2018, 卷号: 034, 期号: 003, 页码: 516
Authors:  Chen Zhao;  Liu Wei;  Wang Christina Dan;  Wu Wuqing;  Wu Yaohua
Favorite  |  View/Download:6/0  |  Submit date:2020/01/10
Least absolute deviation estimation of autoregressive conditional duration model 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2011, 卷号: 27, 期号: 2, 页码: 243-254
Authors:  Liu, Wei;  Wang, Hui-min;  Chen, Min
Favorite  |  View/Download:8/0  |  Submit date:2018/07/30
least absolute deviation estimation  ACD model  heavy tail  
leastabsolutedeviationestimationofautoregressiveconditionaldurationmodel 期刊论文
actamathematicaeapplicataesinica, 2011, 卷号: 027, 期号: 002, 页码: 243
Authors:  Liu Wei;  Wang Huimin;  Chen Min
Favorite  |  View/Download:2/0  |  Submit date:2020/01/10