CSpace

浏览/检索结果: 共13条,第1-10条 帮助

已选(0)清除 条数/页:   排序方式:
Brexit and Its Impact on the US Stock Market 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 页码: 19
作者:  Qiao Kenan;  Liu Zhengyang;  Huang Bai;  Sun Yuying;  Wang Shouyang
收藏  |  浏览/下载:126/0  |  提交时间:2021/04/26
Brexit  interval time series  intra-day volatility  S&P500 index  
Regional Credit, Technological Innovation, and Economic Growth in China: A Spatial Panel Analysis 期刊论文
DISCRETE DYNAMICS IN NATURE AND SOCIETY, 2020, 卷号: 2020, 页码: 14
作者:  Zhou, Huan;  Qu, Shaojian;  Yang, Xiaoguang;  Yuan, Qinglu
收藏  |  浏览/下载:129/0  |  提交时间:2021/01/14
The heterogeneous effect of socioeconomic driving factors on PM2.5 in China's 30 province-level administrative regions: Evidence from Bayesian hierarchical spatial quantile regression 期刊论文
ENVIRONMENTAL POLLUTION, 2020, 卷号: 264, 页码: 10
作者:  Zou, Qingrong;  Shi, Jian
收藏  |  浏览/下载:126/0  |  提交时间:2020/09/23
Quantile regression  Spatial method  Bayesian inference  PM2.5 pollution  Socioeconomic factors  
How efficient are China's macroeconomic forecasts? Evidences from a new forecasting evaluation approach 期刊论文
ECONOMIC MODELLING, 2018, 卷号: 68, 页码: 506-513
作者:  Sun, Yuying;  Wang, Shouyang;  Zhang, Xun
收藏  |  浏览/下载:148/0  |  提交时间:2018/07/30
Forecast revisions  Macroeconomic forecast  Unbalanced three-dimensional panel data  Surveys  LINEX asymmetric loss function  
Heterogeneity, nonlinearity and endogenous market volatility 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2011, 卷号: 24, 期号: 6, 页码: 1130-1142
作者:  Li, Hongquan;  Wang, Shouyang;  Shang, Wei
收藏  |  浏览/下载:119/0  |  提交时间:2018/07/30
Computational finance  endogenous volatility  heterogeneous agents  noisy chaos  nonlinearity  stylized facts  
Multi-symplectic wavelet collocation method for the nonlinear Schrodinger equation and the Camassa-Holm equation 期刊论文
COMPUTER PHYSICS COMMUNICATIONS, 2011, 卷号: 182, 期号: 3, 页码: 616-627
作者:  Zhu, Huajun;  Song, Songhe;  Tang, Yifa
收藏  |  浏览/下载:88/0  |  提交时间:2018/07/30
Multi-symplectic  Wavelet collocation method  Nonlinear Schrodinger equation  Camassa-Holm equation  
Symplectic wavelet collocation method for Hamiltonian wave equations 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2010, 卷号: 229, 期号: 7, 页码: 2550-2572
作者:  Zhu, Huajun;  Tang, Lingyan;  Song, Songhe;  Tang, Yifa;  Wang, Desheng
收藏  |  浏览/下载:105/0  |  提交时间:2018/07/30
Wavelet collocation  Symplectic scheme  Hamiltonian system  
Robustness of Stein-type estimators under a non-scalar error covariance structure 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2009, 卷号: 100, 期号: 10, 页码: 2376-2388
作者:  Zhang, Xinyu;  Chen, Ti;  Wan, Alan T. K.;  Zou, Guohua
收藏  |  浏览/下载:113/0  |  提交时间:2018/07/30
On the sensitivity of the one-sided t test to covariance misspecification 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2009, 卷号: 100, 期号: 8, 页码: 1593-1609
作者:  Qin, Huaizhen;  Wan, Alan T. K.;  Zou, Guohua
收藏  |  浏览/下载:86/0  |  提交时间:2018/07/30
AR(1)  Linear regression  MA(1)  Power  Rule of thumb  Sensitivity  Size  
On the sensitivity of the restricted least squares estimators to covariance misspecification 期刊论文
ECONOMETRICS JOURNAL, 2007, 卷号: 10, 期号: 3, 页码: 471-487
作者:  Wan, Alan T. K.;  Zou, Guohua;  Qin, Huaizhen
收藏  |  浏览/下载:94/0  |  提交时间:2018/07/30
autocorrelation  non-spherical disturbances  restrictions  sensitivity