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A Hybrid Approach for Studying the Lead-Lag Relationships Between China's Onshore and Offshore Exchange Rates Considering the Impact of Extreme Events 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 3, 页码: 734-749
作者:  Wei, Yunjie;  Wei, Qi;  Wang, Shouyang;  Lai, Kin Keung
收藏  |  浏览/下载:172/0  |  提交时间:2018/07/30
CNH  CNY  EMD  lead-lag relationship  onshore and offshore markets  
An adaptive Lagrangian algorithm for optimal portfolio deleveraging with cross-impact 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2017, 卷号: 30, 期号: 5, 页码: 1121-1135
作者:  Xu, Fengmin;  Sun, Min;  Dai, Yuhong
收藏  |  浏览/下载:103/0  |  提交时间:2018/07/30
Adaptive Lagrangian algorithm  deleveraging  price cross-impact  
The Effect of Corporate Governance on Debt Financing Cost of Listed Companies 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2016, 卷号: 29, 期号: 3, 页码: 772-788
作者:  Li Lin;  Dong Fangyu;  Liu Yifang;  Huang Haijun;  Wang Shouyang
收藏  |  浏览/下载:112/0  |  提交时间:2018/07/30
Corporate governance  debt financing cost  property rights  
Smoothed estimator of quantile residual lifetime for right censored data 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2015, 卷号: 28, 期号: 6, 页码: 1374-1388
作者:  Zhang Li;  Liu Peng;  Zhou Yong
收藏  |  浏览/下载:128/0  |  提交时间:2018/07/30
Empirical process  estimating equation  influence curve  Kaplan-Meier estimator  kernel smoothing  quantile residual lifetime  right censored data  
Evaluating the role of international trade in the growth of china's CO2 emissions 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2015, 卷号: 28, 期号: 4, 页码: 907-924
作者:  Jiang Xuemei;  Liu Yifang;  Zhang Jin;  Zu Lei;  Wang Shouyang;  Green, Christopher
收藏  |  浏览/下载:111/0  |  提交时间:2018/07/30
China  consumer responsibility  emission reduction  international trade  producer responsibility  
Efficient estimation of seemingly unrelated additive nonparametric regression models 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2013, 卷号: 26, 期号: 4, 页码: 595-608
作者:  Yuan Yuan;  You Jinhong;  Zhou Yong
收藏  |  浏览/下载:108/0  |  提交时间:2021/01/14
BAYESIAN-INFERENCE  CONSISTENCY  Additive structure  asymptotic normality  nonparametric modelling  polynomial spline  seemingly unrelated regression  two-stage estimation  
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:121/0  |  提交时间:2018/07/30
Computational finance  endogenous volatility  heterogeneous agents  noisy chaos  nonlinearity  stylized facts  
Smooth estimation of ROC curve in the presence of auxiliary information 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2011, 卷号: 24, 期号: 5, 页码: 919-944
作者:  Zhou, Yong;  Zhou, Haibo;  Ma, Yunbei
收藏  |  浏览/下载:112/0  |  提交时间:2018/07/30
Auxiliary information  empirical likelihood  ROC curve  smooth estimation  
GENERALIZED p-VALUES FOR TESTING REGRESSION COEFFICIENTS IN PARTIALLY LINEAR MODELS 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2010, 卷号: 23, 期号: 6, 页码: 1118-1132
作者:  Hu, Huimin;  Xu, Xingzhong;  Li, Guoying
收藏  |  浏览/下载:98/0  |  提交时间:2018/07/30
Fiducial inference  frequency property  generalized p-value  hypothesis testing  partially linear model