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Forecasting carbon prices based on real-time decomposition and causal temporal convolutional networks 期刊论文
APPLIED ENERGY, 2023, 卷号: 331, 页码: 20
Authors:  Li, Dan;  Li, Yijun;  Wang, Chaoqun;  Chen, Min;  Wu, Qi
Favorite  |  View/Download:119/0  |  Submit date:2023/02/07
Carbon price forecast  Granger forecast  Real-time decomposition  Neural Granger causality  Causal temporal convolutional network  
Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2021, 卷号: 72, 页码: 1-15
Authors:  Jiang, Yong;  Wang, Gang-Jin;  Ma, Chaoqun;  Yang, Xiaoguang
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Oil price shocks  Stock returns  Credit regimes  Structure threshold VAR  Nonlinear impulse response functions  
HAPE: A programmable big knowledge graph platform 期刊论文
INFORMATION SCIENCES, 2020, 卷号: 509, 页码: 87-103
Authors:  Lu, Ruqian;  Fei, Chaoqun;  Wang, Chuanqing;  Gao, Shunfeng;  Qiu, Han;  Zhang, Songmao;  Cao, Cungen
Favorite  |  View/Download:178/0  |  Submit date:2020/05/24
Big knowledge  Big knowledge system  Big knowledge graph  Knowledge graph browser  Knowledge graph operating system  Knowledge scripting language  Big knowledge security  
中国股票市场的时变杠杆效应研究——基于随机Copula模型的实证分析 期刊论文
管理科学学报, 2017, 卷号: 020, 期号: 009, 页码: 70
Authors:  吴鑫育;  任森春;  马超群;  汪寿阳
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双杠杆门限随机波动率模型及其实证研究 期刊论文
管理科学学报, 2014, 卷号: 017, 期号: 007, 页码: 63
Authors:  吴鑫育;  周海林;  汪寿阳;  马超群
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随机波动率模型的参数估计及对中国股市的实证 期刊论文
系统工程理论与实践, 2014, 卷号: 34, 期号: 1, 页码: 35
Authors:  吴鑫育;  马超群;  汪寿阳
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基于svsged模型的动态var测度研究 期刊论文
中国管理科学, 2013, 卷号: 21, 期号: 6, 页码: 1
Authors:  吴鑫育;  马宗刚;  汪寿阳;  马超群
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基于EIS的杠杆随机波动率模型的极大似然估计 期刊论文
管理科学学报, 2013, 卷号: 016, 期号: 001, 页码: 74
Authors:  吴鑫育;  周海林;  汪寿阳;  马超群
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基于非仿射随机波动率模型的期权定价研究 期刊论文
中国管理科学, 2013, 卷号: 21, 期号: 1, 页码: 1
Authors:  吴鑫育;  杨文昱;  马超群;  汪寿阳
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权证定价bsvscev 期刊论文
系统工程理论与实践, 2013, 卷号: 33, 期号: 5, 页码: 1126
Authors:  吴鑫育;  周海林;  汪寿阳;  马超群
Favorite  |  View/Download:94/0  |  Submit date:2020/01/10