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Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets 期刊论文
Authors:  Liu, Qing;  Wang, Shouyang;  Sui, Cong
Favorite  |  View/Download:27/0  |  Submit date:2023/02/07
Volatility risk  risk-neutral skewness  options  cross-sectional regression  asymmetry  
The emergence of triads on signed social network 期刊论文
EUROPEAN PHYSICAL JOURNAL PLUS, 2022, 卷号: 137, 期号: 3, 页码: 8
Authors:  Li, Zhenpeng;  Tang, Xijin
Favorite  |  View/Download:71/0  |  Submit date:2022/04/29
MUREN: a robust and multi-reference approach of RNA-seq transcript normalization 期刊论文
BMC Bioinformatics, 2021, 卷号: 22, 期号: 1
Authors:  Feng,Yance;  Li,Lei M.
Favorite  |  View/Download:90/0  |  Submit date:2021/10/26
RNA-seq  Normalization  Asymmetrically regulated transcription profiles (ART)  Skewness  Mode  Multi-reference  
A novel model for the X-chromosome inactivation association on survival data 期刊论文
STATISTICAL METHODS IN MEDICAL RESEARCH, 2020, 卷号: 29, 期号: 5, 页码: 1305-1314
Authors:  Han, Dongxiao;  Hao, Meiling;  Qu, Lianqiang;  Xu, Wei
Favorite  |  View/Download:120/0  |  Submit date:2020/06/30
Cox model  genetic association test  frailty model  right-censored survival data  X-chromosome association  X-chromosome inactivation  
Timing the market: the economic value of price extremes 期刊论文
Financial Innovation, 2018, 卷号: 4, 期号: 1
Authors:  Xie,Haibin;  Wang,Shouyang
Favorite  |  View/Download:131/0  |  Submit date:2018/11/16
Price extremes  Return decomposition  Asymmetry  Return predictability  
Applications of the representative points in statistical simulations 期刊论文
SCIENCE CHINA-MATHEMATICS, 2014, 卷号: 57, 期号: 12, 页码: 2609-2620
Authors:  Fang KaiTai;  Zhou Min;  Wang WenJun
Favorite  |  View/Download:100/0  |  Submit date:2021/01/14
DENSITY-FUNCTION  bootstrap  kernel density estimation  normal distribution  representative points  resampling  statistical simulation  
基于Bayesian-SV-SGT模型的原油价格‘Value at Risk’估计 期刊论文
系统工程理论与实践, 2011, 卷号: 31.0, 期号: 1.0, 页码: 8-17
Authors:  柴建;  郭菊娥;  龚利;  汪寿阳
Favorite  |  View/Download:75/0  |  Submit date:2021/01/14
风险分析  SV-SGT模型  Bayesian分析  VaR  广义误差分布(GED)  
Skewness of return distribution and coefficient of risk premium 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2009, 卷号: 22, 期号: 3, 页码: 360-371
Authors:  Wen, Fenghua;  Yang, Xiaoguang
Favorite  |  View/Download:62/0  |  Submit date:2018/07/30
Coefficient of risk premium  return distribution  robust skewness  speculation  
Granger causality in risk and detection of extreme risk spillover between financial markets 期刊论文
JOURNAL OF ECONOMETRICS, 2009, 卷号: 150, 期号: 2, 页码: 271-287
Authors:  Hong, Yongmiao;  Liu, Yanhui;  Wang, Shouyang
Favorite  |  View/Download:88/0  |  Submit date:2018/07/30
Cross-spectrum  Extreme downside risk  Financial contagion  Granger causality in risk  Nonlinear time series  Risk management  Value at Risk  
Distance entropy of dynamical systems on noncompact-phase spaces 期刊论文
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS, 2008, 卷号: 20, 期号: 2, 页码: 313-333
Authors:  Dai, Xiongping;  Jiang, Yunping
Favorite  |  View/Download:75/0  |  Submit date:2018/07/30
topological entropy  Hausdorff dimension  pointwise-periodic map