CSpace

浏览/检索结果: 共2条,第1-2条 帮助

限定条件        
已选(0)清除 条数/页:   排序方式:
Volatility communicator or receiver? Investigating volatility spillover mechanisms among Bitcoin and other financial markets 期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2022, 卷号: 59, 页码: 14
作者:  Jiang, Shangrong;  Li, Yuze;  Lu, Quanying;  Wang, Shouyang;  Wei, Yunjie
收藏  |  浏览/下载:129/0  |  提交时间:2022/04/02
Volatility spillover  Financial property  TVP-VAR model  Variational mode decomposition  Hypotheses testing  
Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable 期刊论文
STATISTICAL PAPERS, 2020, 页码: 29
作者:  Sun, Zhihua;  Luo, Dongshan;  Zhou, Xiaohua;  Zhang, Qingzhao
收藏  |  浏览/下载:132/0  |  提交时间:2020/05/24
Weighted integrated squared distance test  U-statistic test  Empirical process based test  Power comparisons  Measurement error