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基于杠杆效应和结构突变的HAR族模型及其对股市波动率的预测研究 期刊论文
系统工程理论与实践, 2020, 卷号: 40.0, 期号: 005, 页码: 1113-1133
Authors:  龚旭;  曹杰;  文凤华;  杨晓光
Favorite  |  View/Download:114/0  |  Submit date:2021/01/14
HAR-RV模型  杠杆效应  结构突变  ICSS算法  MCS检验  
个体投资者情绪与股票价格行为的互动关系研究 期刊论文
中国管理科学, 2020, 卷号: 000, 期号: 003, 页码: 191-200
Authors:  黄创霞;  温石刚;  杨鑫;  文凤华;  杨晓光
Favorite  |  View/Download:50/0  |  Submit date:2021/01/14
投资者情绪  SO-LNPMI算法  格兰杰因果检验  
A New Approach for Stock Price Analysis and Prediction Based on SSA and SVM 期刊论文
INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING, 2019, 卷号: 18, 期号: 1, 页码: 287-310
Authors:  Xiao, Jihong;  Zhu, Xuehong;  Huang, Chuangxia;  Yang, Xiaoguang;  Wen, Fenghua;  Zhong, Meirui
Favorite  |  View/Download:101/0  |  Submit date:2019/03/11
Stock price  singular spectrum analysis  support vector machine  combined model  
Do Trading Volume and Downside Trading Volume Help Forecast the Downside Risk? 期刊论文
EURASIA JOURNAL OF MATHEMATICS SCIENCE AND TECHNOLOGY EDUCATION, 2017, 卷号: 13, 期号: 12, 页码: 8367-8382
Authors:  He, Zhifang;  Huang, Chuangxia;  Gong, Xu;  Yang, Xiaoguang;  Wen, Fenghua
Favorite  |  View/Download:84/0  |  Submit date:2018/07/30
downside realized semi variance  stock spot market  futures market  risk periods  forecasting power  
宏观经济投资者情绪和股票市场收益 期刊论文
系统科学与数学, 2017, 卷号: 37, 期号: 2, 页码: 370
Authors:  闵峰;  黄创霞;  文凤华;  杨晓光
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下行风险、符号跳跃风险与行业组合资产定价 期刊论文
中国管理科学, 2017, 卷号: 000, 期号: 010, 页码: 1
Authors:  龚旭;  文凤华;  黄创霞;  杨晓光
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投资者情绪与时变风险补偿系数 期刊论文
管理科学学报, 2017, 卷号: 020, 期号: 012, 页码: 29
Authors:  贺志芳;  文凤华;  黄创霞;  杨晓光;  郑石明
Favorite  |  View/Download:58/0  |  Submit date:2020/01/10
宏观经济、投资者情绪和股票市场收益 期刊论文
系统科学与数学, 2017, 页码: 370
Authors:  闵峰;  黄创霞;  文凤华;  杨晓光
Favorite  |  View/Download:46/0  |  Submit date:2021/01/14
宏观经济  先行指数  投资者情绪  股票市场收益  
Extreme Return, Extreme Volatility and Investor Sentiment 期刊论文
FILOMAT, 2016, 卷号: 30, 期号: 15, 页码: 3949-3961
Authors:  Gong, Xu;  Wen, Fenghua;  He, Zhifang;  Yang, Jia;  Yang, Xiaoguang;  Pan, Bin
Favorite  |  View/Download:67/0  |  Submit date:2018/07/30
Extreme return  Extreme volatility  Investor sentiment  Quantile regression  
Asymptotic behavior for third-order quasi-linear differential equations 期刊论文
Advances in Difference Equations, 2013, 卷号: 2013, 期号: 1
Authors:  Qin,Guixiang;  Huang,Chuangxia;  Xie,Yongqin;  Wen,Fenghua
Favorite  |  View/Download:47/0  |  Submit date:2018/07/30
third-order quasi-linear differential equations  oscillation  nonoscillation