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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  
Equilibrium Investment Strategy for DC Pension Plan with Inflation and Stochastic Income under Heston's SV Model 期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2016, 页码: 18
作者:  Sun, Jingyun;  Li, Zhongfei;  Li, Yongwu
收藏  |  浏览/下载:92/0  |  提交时间:2018/07/30
anewinvestorsentimentindicatorbasedonreturndecomposition 期刊论文
journalofsystemsscienceandinformation, 2016, 卷号: 4, 期号: 2, 页码: 121
作者:  Liu Yuan;  Shang Yan;  Shi Jianming;  Wang Shouyang
收藏  |  浏览/下载:156/0  |  提交时间:2020/01/10
Extreme Return, Extreme Volatility and Investor Sentiment 期刊论文
FILOMAT, 2016, 卷号: 30, 期号: 15, 页码: 3949-3961
作者:  Gong, Xu;  Wen, Fenghua;  He, Zhifang;  Yang, Jia;  Yang, Xiaoguang;  Pan, Bin
收藏  |  浏览/下载:105/0  |  提交时间:2018/07/30
Extreme return  Extreme volatility  Investor sentiment  Quantile regression