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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:113/0  |  Submit date:2018/07/30
downside realized semi variance  stock spot market  futures market  risk periods  forecasting power  
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:79/0  |  Submit date:2020/01/10
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:79/0  |  Submit date:2018/07/30
Extreme return  Extreme volatility  Investor sentiment  Quantile regression