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The time-varying causal relationship between the Bitcoin market and internet attention 期刊论文
Financial Innovation, 2021, 卷号: 7, 期号: 1
Authors:  Zhang,Xun;  Lu,Fengbin;  Tao,Rui;  Wang,Shouyang
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Bitcoin  Internet attention  Google trends  Time-varying granger causality  Multiple bubbles test  G11  G15  C15  
中国钢材交易市场价格发现动态演化研究 期刊论文
系统工程理论与实践, 2019, 卷号: 000, 期号: 001, 页码: 49
Authors:  方雯;  冯耕中;  陆凤彬;  汪寿阳
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Time-varying coefficient vector autoregressions model based on dynamic correlation with an application to crude oil and stock markets 期刊论文
ENVIRONMENTAL RESEARCH, 2017, 卷号: 152, 页码: 351-359
Authors:  Lu, Fengbin;  Qiao, Han;  Wang, Shouyang;  Lai, Kin Keung;  Li, Yuze
Favorite  |  View/Download:17/0  |  Submit date:2018/07/30
Time-varying coefficient VAR  Dynamic lagged correlation  Granger causality  Crude oil  Stock market  
物流成本对产出和价格水平的影响基于favar模型 期刊论文
系统工程理论与实践, 2014, 卷号: 34, 期号: 8, 页码: 2025
Authors:  张莉莉;  陆凤彬
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testinglinearandnonlineargrangercausalityincsi300futuresandspotmarketsbasedonnewconceptsofnonlinearpositivenegativespillover 期刊论文
journalofsystemsscienceandcomplexity, 2014, 卷号: 27, 期号: 4, 页码: 729
Authors:  Zhou Pu;  Lu Fengbin;  Wang Shouyang
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Testing linear and nonlinear granger causality in CSI300 futures and spot markets based on new concepts of nonlinear positive/negative spillover 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2014, 卷号: 27, 期号: 4, 页码: 729-742
Authors:  Zhou Pu;  Lu Fengbin;  Wang Shouyang
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STOCK INDEX  MODEL  China stock market  negative volatility spillover  nonlinear Granger causality test  risk absorption  volatility spillover  
物流成本对产出和价格水平的影响——基于FAVAR模型 期刊论文
系统工程理论与实践, 2014, 页码: 2025
Authors:  张莉莉;  陆凤彬
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因子增广向量自回归  向量自回归  物流成本  产出  居民消费价格指数  工业品出厂价格指数  
我国猪肉消费需求量集成预测基于arimavar和vec模型的实证 期刊论文
系统工程理论与实践, 2013, 卷号: 33, 期号: 4, 页码: 918
Authors:  郑莉;  段冬梅;  陆凤彬;  许伟;  杨翠红;  汪寿阳
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我国猪肉消费需求量集成预测——基于ARIMA、VAR和VEC模型的实证 期刊论文
系统工程理论与实践, 2013, 页码: 918
Authors:  郑莉;  段冬梅;  陆凤彬;  许伟;  杨翠红;  汪寿阳
Favorite  |  View/Download:4/0  |  Submit date:2021/01/14
猪肉消费需求  集成预测  ARIMA模型  VAR模型  VEC模型  
时变信息溢出检验及其在金融市场中的应用 期刊论文
管理科学学报, 2012, 卷号: 015, 期号: 004, 页码: 31
Authors:  陆凤彬;  洪永淼
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