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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:141/0  |  提交时间:2018/07/30
Interval dummy variable  Interval time series  Crisis  Crude oil prices  Speculation index  Range volatility  
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:107/0  |  提交时间:2018/07/30
Extreme return  Extreme volatility  Investor sentiment  Quantile regression