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Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty 期刊论文
JOURNAL OF EMPIRICAL FINANCE, 2021, 卷号: 62, 页码: 179-201
Authors:  Qiu, Yue;  Wang, Zongrun;  Xie, Tian;  Zhang, Xinyu
Favorite  |  View/Download:5/0  |  Submit date:2021/10/26
HARQ  Model averaging  &  nbsp  Bitcoin  Realized volatility  
Portfolio Selection Based on Bayesian Theory 期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2019, 卷号: 2019, 页码: 11
Authors:  Zhao, Daping;  Fang, Yong;  Zhang, Chaoliang;  Wang, Zongrun
Favorite  |  View/Download:21/0  |  Submit date:2020/05/24
RISK MEASURE OPTIMIZATION: PERCEIVED RISK AND OVERCONFIDENCE OF STRUCTURED PRODUCT INVESTORS 期刊论文
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2019, 卷号: 15, 期号: 3, 页码: 1473-1492
Authors:  Chen, Xi;  Wang, Zongrun;  Deng, Songhai;  Fang, Yong
Favorite  |  View/Download:29/0  |  Submit date:2020/01/10
Perceived risk  overconfidence  price distribution  subjective probability  structured financial product