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Threshold autoregressive models for interval-valued time series data 期刊论文
JOURNAL OF ECONOMETRICS, 2018, 卷号: 206, 期号: 2, 页码: 414-446
作者:  Sun, Yuying;  Han, Ai;  Hong, Yongmiao;  Wang, Shouyang
收藏  |  浏览/下载:190/0  |  提交时间:2018/11/16
Asymmetric reaction  Interval-valued data  Minimum distance estimation  Nonlinearity  Symbolic data  Threshold autoregressive interval models  
Component ACD Model and Its Application in Studying the Price-Related Feedback Effect in Investor Trading Behaviors in Chinese Stock Market 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 3, 页码: 677-695
作者:  Huang, Zhiyuan;  Han, Ai;  Wang, Shouyang
收藏  |  浏览/下载:136/0  |  提交时间:2018/07/30
Component ACD model  feedback effect  investor behavior  market status  trading intensity  
componentacdmodelanditsapplicationinstudyingthepricerelatedfeedbackeffectininvestortradingbehaviorsinchinesestockmarket 期刊论文
journalofsystemsscienceandcomplexity, 2018, 卷号: 031, 期号: 003, 页码: 677
作者:  Huang Zhiyuan;  Han Ai;  Wang Shouyang
收藏  |  浏览/下载:124/0  |  提交时间:2020/01/10
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
作者:  Yang, Wei;  Han, Ai;  Hong, Yongmiao;  Wang, Shouyang
收藏  |  浏览/下载:140/0  |  提交时间:2018/07/30
Interval dummy variable  Interval time series  Crisis  Crude oil prices  Speculation index  Range volatility  
Interval Time Series Analysis with an Application to the Sterling-Dollar Exchange Rate 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2008, 卷号: 21, 期号: 4, 页码: 558-573
作者:  Han, Ai;  Hong, Yongmiao;  Lai, K. K.;  Wang, Shouyang
收藏  |  浏览/下载:80/0  |  提交时间:2018/07/30
Evaluation criteria  interval-based estimation  interval linear model  interval statistics  interval stationarity  interval stochastic process