CSpace

Browse/Search Results:  1-3 of 3 Help

Selected(0)Clear Items/Page:    Sort:
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models 期刊论文
ECONOMETRIC REVIEWS, 2021, 卷号: 40, 期号: 6, 页码: 584-606
Authors:  He, Yanan;  Han, Ai;  Hong, Yongmiao;  Sun, Yuying;  Wang, Shouyang
Favorite  |  View/Download:54/0  |  Submit date:2021/10/26
ACI model  interval-valued crude oil prices  range  trading strategy  volatility forecast  
Assessing the price dynamics of onshore and offshore RMB markets: An ITS model approach 期刊论文
CHINA ECONOMIC REVIEW, 2020, 卷号: 62, 页码: 12
Authors:  Sun, Yuying;  Bao, Qin;  Zheng, Jiali;  Wang, Shouyang
Favorite  |  View/Download:44/0  |  Submit date:2021/01/14
RMB exchange rate  Onshore and offshore markets  Price dynamics, interval time series  
Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling 期刊论文
QUANTITATIVE FINANCE, 2016, 卷号: 16, 期号: 12, 页码: 1917-1928
Authors:  Yang, Wei;  Han, Ai;  Hong, Yongmiao;  Wang, Shouyang
Favorite  |  View/Download:71/0  |  Submit date:2018/07/30
Interval dummy variable  Interval time series  Crisis  Crude oil prices  Speculation index  Range volatility