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Time-Varying Volatility Feedback of Energy Prices: Evidence from Crude Oil, Petroleum Products, and Natural Gas Using a TVP-SVM Model 期刊论文
SUSTAINABILITY, 2018, 卷号: 10, 期号: 12, 页码: 17
作者:  Jiang, Yong;  Ma, Chao-Qun;  Yang, Xiao-Guang;  Ren, Yi-Shuai
收藏  |  浏览/下载:143/0  |  提交时间:2019/03/05
crude oil  natural gas  petroleum product  structural breaks  time-varying volatility feedback  TVP-SVM model  
Liquidity Dynamics Around Intraday Price Jumps in Chinese Stock Market 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2017, 卷号: 30, 期号: 2, 页码: 434-463
作者:  Wan Die;  Wei Xianhua;  Yang Xiaoguang
收藏  |  浏览/下载:95/0  |  提交时间:2018/07/30
Event study method  informed trading  liquidity dynamics  price jumps  price reversal  
liquiditydynamicsaroundintradaypricejumpsinchinesestockmarket 期刊论文
journalofsystemsscienceandcomplexity, 2017, 卷号: 30, 期号: 2, 页码: 434
作者:  Wan Die;  Wei Xianhua;  Yang Xiaoguang
收藏  |  浏览/下载:113/0  |  提交时间:2020/01/10