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Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models 期刊论文
ECONOMETRIC REVIEWS, 2021, 卷号: 40, 期号: 6, 页码: 584-606
作者:  He, Yanan;  Han, Ai;  Hong, Yongmiao;  Sun, Yuying;  Wang, Shouyang
收藏  |  浏览/下载:124/0  |  提交时间:2021/10/26
ACI model  interval-valued crude oil prices  range  trading strategy  volatility forecast  
An efficient integrated nonparametric entropy estimator of serial dependence 期刊论文
ECONOMETRIC REVIEWS, 2017, 卷号: 36, 期号: 6-9, 页码: 728-780
作者:  Hong, Yongmiao;  Wang, Xia;  Zhang, Wenjie;  Wang, Shouyang
收藏  |  浏览/下载:109/0  |  提交时间:2018/07/30
Entropy  naive bootstrap  nonlinear time series  numerical Integration  sample averaging  serial dependence  smoothed bootstrap