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The time-varying causal relationship between the Bitcoin market and internet attention 期刊论文
Financial Innovation, 2021, 卷号: 7, 期号: 1
Authors:  Zhang,Xun;  Lu,Fengbin;  Tao,Rui;  Wang,Shouyang
Favorite  |  View/Download:5/0  |  Submit date:2021/10/26
Bitcoin  Internet attention  Google trends  Time-varying granger causality  Multiple bubbles test  G11  G15  C15  
Jump volatility spillover network based measurement of systemic importance of Chinese financial institutions 期刊论文
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2021, 页码: 13
Authors:  Yang, Xin;  Chen, Shan;  Liu, Hong;  Yang, Xiaoguang;  Huang, Chuangxia
Favorite  |  View/Download:13/0  |  Submit date:2021/04/26
Financial institution network  jump volatility  panel data regression model  
个体投资者情绪与股票价格行为的互动关系研究 期刊论文
中国管理科学, 2020, 卷号: 000, 期号: 003, 页码: 191-200
Authors:  黄创霞;  温石刚;  杨鑫;  文凤华;  杨晓光
Favorite  |  View/Download:14/0  |  Submit date:2021/01/14
投资者情绪  SO-LNPMI算法  格兰杰因果检验  
跨部门金融机构系统重要性和共振效应的动态演化研究——基于中国A股市场的实证 期刊论文
中国管理科学, 2020, 卷号: 000, 期号: 004, 页码: 36-47
Authors:  陈暮紫;  赵婷婷;  刘承林;  陈敏
Favorite  |  View/Download:36/0  |  Submit date:2021/01/14
跨部门  Granger因果网络  中心性  动态关联度  系统重要性  
Forecasting tourist arrivals with machine learning and internet search index 期刊论文
TOURISM MANAGEMENT, 2019, 卷号: 70, 页码: 1-10
Authors:  Sun, Shaolong;  Wei, Yunjie;  Tsui, Kwok-Leung;  Wang, Shouyang
Favorite  |  View/Download:57/0  |  Submit date:2019/01/11
Tourism demand forecasting  Kernel extreme learning machine  Search query data  Big data analytics  Composite search index  
A Causality Analysis of Societal Risk Perception and Stock Market Volatility in China 期刊论文
JOURNAL OF SYSTEMS SCIENCE AND SYSTEMS ENGINEERING, 2018, 卷号: 27, 期号: 5, 页码: 613-631
Authors:  Xu, Nuo;  Tang, Xijin
Favorite  |  View/Download:41/0  |  Submit date:2018/11/16
Societal risk perception  stock market volatility  Baidu Index  Granger causality test  multiple linear regressions  
A Hybrid Approach for Studying the Lead-Lag Relationships Between China's Onshore and Offshore Exchange Rates Considering the Impact of Extreme Events 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 3, 页码: 734-749
Authors:  Wei, Yunjie;  Wei, Qi;  Wang, Shouyang;  Lai, Kin Keung
Favorite  |  View/Download:54/0  |  Submit date:2018/07/30
CNH  CNY  EMD  lead-lag relationship  onshore and offshore markets  
Econometric testing on linear and nonlinear dynamic relation between stock prices and macroeconomy in China 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2018, 卷号: 493, 页码: 107-115
Authors:  Sumuya, Borjigin;  Yang, Yating;  Yang, Xiaoguang;  Sun, Leilei
Favorite  |  View/Download:48/0  |  Submit date:2018/07/30
Stock prices  Macroeconomy  Relation  
returnandvolatilityspilloverseffectsstudyofasianemergingstockmarkets 期刊论文
journalofsystemsscienceandinformation, 2018, 卷号: 6, 期号: 2, 页码: 97
Authors:  Roni Bhowmik;  Abbas Ghulam
Favorite  |  View/Download:26/0  |  Submit date:2020/01/10
ahybridapproachforstudyingtheleadlagrelationshipsbetweenchinasonshoreandoffshoreexchangeratesconsideringtheimpactofextremeevents 期刊论文
journalofsystemsscienceandcomplexity, 2018, 卷号: 31, 期号: 3, 页码: 734
Authors:  Wei Yunjie;  Wei Qi;  Wang Shouyang;  Lai Kin Keung
Favorite  |  View/Download:42/0  |  Submit date:2020/01/10