CSpace

Browse/Search Results:  1-10 of 14 Help

Selected(0)Clear Items/Page:    Sort:
Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2022, 卷号: 78, 页码: 81-94
Authors:  Huang, Chuangxia;  Zhao, Xian;  Deng, Yunke;  Yang, Xiaoguang;  Yang, Xin
Favorite  |  View/Download:51/0  |  Submit date:2022/04/02
Complex network  Chinese energy stock market  High-frequency data  Jump volatility  Entropy weight TOPSIS  
A network perspective of comovement and structural change: Evidence from the Chinese stock market 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2021, 卷号: 76, 页码: 18
Authors:  Huang, Chuangxia;  Deng, Yunke;  Yang, Xiaoguang;  Cao, Jinde;  Yang, Xin
Favorite  |  View/Download:47/0  |  Submit date:2021/10/26
Chinese stock market  Comovement  Complex network  Engle-Granger test  Weighted LeaderRank algorithm  
Families of stable solitons and excitations in the PT-symmetric nonlinear Schrodinger equations with position-dependent effective masses 期刊论文
SCIENTIFIC REPORTS, 2017, 卷号: 7, 页码: 21
Authors:  Chen, Yong;  Yan, Zhenya;  Mihalache, Dumitru;  Malomed, Boris A.
Favorite  |  View/Download:68/0  |  Submit date:2018/07/30
Time-varying coefficient vector autoregressions model based on dynamic correlation with an application to crude oil and stock markets 期刊论文
ENVIRONMENTAL RESEARCH, 2017, 卷号: 152, 页码: 351-359
Authors:  Lu, Fengbin;  Qiao, Han;  Wang, Shouyang;  Lai, Kin Keung;  Li, Yuze
Favorite  |  View/Download:72/0  |  Submit date:2018/07/30
Time-varying coefficient VAR  Dynamic lagged correlation  Granger causality  Crude oil  Stock market  
Semiparametric varying-coefficient model with right-censored and length-biased data 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2016, 卷号: 152, 页码: 119-144
Authors:  Lin, Cunjie;  Zhou, Yong
Favorite  |  View/Download:49/0  |  Submit date:2018/07/30
Length-biased data  Local linear regression  Right-censored  Semiparametric varying-coefficient model  
Semiparametric Quantile Regression Analysis of Right-censored and Length-biased Failure Time Data with Partially Linear Varying Effects 期刊论文
SCANDINAVIAN JOURNAL OF STATISTICS, 2016, 卷号: 43, 期号: 4, 页码: 921-938
Authors:  Chen, Xuerong;  Liu, Yeqian;  Sun, Jianguo;  Zhou, Yong
Favorite  |  View/Download:54/0  |  Submit date:2018/07/30
length-biased data  quantile regression  resampling method  right censoring  varying-coefficient model  
On stable solitons and interactions of the generalized Gross-Pitaevskii equation with PT - and non-PT-symmetric potentials 期刊论文
CHAOS, 2016, 卷号: 26, 期号: 8, 页码: 20
Authors:  Yan, Zhenya;  Chen, Yong;  Wen, Zichao
Favorite  |  View/Download:59/0  |  Submit date:2018/07/30
Joint modeling of longitudinal data with a dependent terminal event 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2016, 卷号: 45, 期号: 3, 页码: 813-835
Authors:  He, Sui;  Du, Ting;  Sun, Liuquan
Favorite  |  View/Download:72/0  |  Submit date:2018/07/30
Estimating equations  Informative observation times  Joint modeling  Latent variables  Terminal event  Time-varying coefficient  
On active disturbance rejection control for nonlinear systems using time-varying gain 期刊论文
EUROPEAN JOURNAL OF CONTROL, 2015, 卷号: 23, 页码: 62-70
Authors:  Zhao, Zhi-Liang;  Guo, Bao-Zhu
Favorite  |  View/Download:56/0  |  Submit date:2018/07/30
Disturbance rejection  Extended state observer  Nonlinear systems  
Concave group methods for variable selection and estimation in high-dimensional varying coefficient models 期刊论文
Science China Mathematics,, 2014, 卷号: 57, 期号: 10, 页码: 2073-2090
Authors:  Yang GuangRen;  Huang Jian;  Zhou Yong
Favorite  |  View/Download:37/0  |  Submit date:2021/01/14