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Dynamic network topology and market performance: A case of the Chinese stock market 期刊论文
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2020, 页码: 17
作者:  Huang, Chuangxia;  Zhao, Xian;  Su, Renli;  Yang, Xiaoguang;  Yang, Xin
收藏  |  浏览/下载:194/0  |  提交时间:2020/11/18
Chinese stock market  complex network  financial crises  market performance  minimum spanning tree  
The return and volatility nexus among stock market and macroeconomic fundamentals for China 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 卷号: 526, 页码: 16
作者:  Abbas, Ghulam;  Bashir, Usman;  Wang, Shouyang;  Zebende, Gilney Figueira;  Ishfaq, Muhammad
收藏  |  浏览/下载:186/0  |  提交时间:2020/01/10
Returns  Volatility  Macroeconomic variables  Generalized VAR  China  
Return and Volatility Connectedness between Stock Markets and Macroeconomic Factors in the G-7 Countries 期刊论文
JOURNAL OF SYSTEMS SCIENCE AND SYSTEMS ENGINEERING, 2019, 卷号: 28, 期号: 1, 页码: 1-36
作者:  Abbas, Ghulam;  Hammoudeh, Shawkat;  Shahzad, Syed Jawad Hussain;  Wang, Shouyang;  Wei, Yunjie
收藏  |  浏览/下载:229/0  |  提交时间:2019/03/11
G-7 return  volatility  connectedness  macroeconomic factors  generalized VAR  
returnandvolatilityconnectednessbetweenstockmarketsandmacroeconomicfactorsintheg7countries 期刊论文
journalofsystemsscienceandsystemsengineering, 2019, 卷号: 28, 期号: 1, 页码: 1
作者:  Abbas Ghulam;  Hammoudeh Shawkat;  Shahzad Syed Jawad Hussain;  Wang Shouyang;  Wei Yunjie
收藏  |  浏览/下载:182/0  |  提交时间:2020/01/10
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:102/0  |  提交时间:2018/07/30
Event study method  informed trading  liquidity dynamics  price jumps  price reversal  
Response pattern of stock returns to international oil price shocks: From the perspective of China's oil industrial chain 期刊论文
APPLIED ENERGY, 2017, 卷号: 185, 页码: 1821-1831
作者:  Li, Qiming;  Cheng, Ke;  Yang, Xiaoguang
收藏  |  浏览/下载:167/0  |  提交时间:2018/07/30
Oil price shock  China's oil sector  Industrial chain  Stock returns  
The role of Japanese Candlestick in DVAR model 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2015, 卷号: 28, 期号: 5, 页码: 1177-1193
作者:  Xie Haibin;  Fan Kuikui;  Wang Shouyang
收藏  |  浏览/下载:108/0  |  提交时间:2018/07/30
Chinese stock market  Japanese candlestick  stock market forecast  technical analysis  
theroleofjapanesecandlestickindvarmodel 期刊论文
journalofsystemsscienceandcomplexity, 2015, 卷号: 28, 期号: 5, 页码: 1177
作者:  Xie Haibin;  Fan Kuikui;  Wang Shouyang
收藏  |  浏览/下载:102/0  |  提交时间:2020/01/10
Vector financial rogue waves 期刊论文
PHYSICS LETTERS A, 2011, 卷号: 375, 期号: 48, 页码: 4274-4279
作者:  Yan, Zhenya
收藏  |  浏览/下载:110/0  |  提交时间:2018/07/30
Black-Scholes option pricing model  The coupled nonlinear volatility and option pricing model  Adaptive nonlinear Schrodinger equation  Controlled stochastic volatility  Financial markets  Vector financial rogue waves (rogons)  
Selecting valuable stock using genetic algorithm 期刊论文
SIMULATED EVOLUTION AND LEARNING, PROCEEDINGS, 2006, 卷号: 4247, 页码: 688-694
作者:  Zhou, Chengxiong;  Yu, Lean;  Huang, Tao;  Wang, Shouyang;  Lai, Kin Keung
收藏  |  浏览/下载:115/0  |  提交时间:2018/07/30