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Heterogeneity dependence between oil prices and exchange rate: Evidence from a parametric test of Granger causality in quantiles 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2022, 卷号: 62, 页码: 15
作者:  Jiang, Yong;  Ren, Yi-Shuai;  Narayan, Seema;  Ma, Chao-Qun;  Yang, Xiao-Guang
收藏  |  浏览/下载：111/0  |  提交时间：2023/02/07
Heterogeneity dependence  Oil price  Exchange rate  Granger causality in quantiles  
Assessing the price dynamics of onshore and offshore RMB markets: An ITS model approach 期刊论文
CHINA ECONOMIC REVIEW, 2020, 卷号: 62, 页码: 12
作者:  Sun, Yuying;  Bao, Qin;  Zheng, Jiali;  Wang, Shouyang
收藏  |  浏览/下载：125/0  |  提交时间：2021/01/14
RMB exchange rate  Onshore and offshore markets  Price dynamics, interval time series  
Interval forecasting of exchange rates: a new interval decomposition ensemble approach 期刊论文
INDUSTRIAL MANAGEMENT & DATA SYSTEMS, 2020, 页码: 28
作者:  Sun, Shaolong;  Wang, Shouyang;  Wei, Yunjie
收藏  |  浏览/下载：146/0  |  提交时间：2020/05/24
Exchange rate forecasting  Interval-valued data  Autoregressive model  Neural networks  Bivariate empirical mode decomposition  
Evolutionary support vector machine for RMB exchange rate forecasting 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 卷号: 521, 页码: 692-704
作者:  Fu, Sibao;  Li, Yongwu;  Sun, Shaolong;  Li, Hongtao
收藏  |  浏览/下载：180/0  |  提交时间：2020/01/10
Exchange rate forecasting  Evolutionary support vector regression  Particle swarm optimization  Genetic algorithm  Phase space reconstruction  
Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates 期刊论文
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2017, 卷号: 35, 期号: 4, 页码: 528-542
作者:  Zhu, Ke;  Li, Wai Keung;  Yu, Philip L. H.
收藏  |  浏览/下载：129/0  |  提交时间：2018/07/30
Buffered AR-GARCH model  Buffered AR model  Exchange rate  GARCH model  Nonlinear time series  Threshold AR model  
Cointegration and Causality Relationship Between Stock Market,Money Market and Foreign Exchange Market in Pakistan 期刊论文
系统科学与信息学报：英文版, 2017, 卷号: 0.0, 期号: 1.0, 页码: 1-20
作者:  Abbas Ghulam;  Bhowmik Roni;  Koju Laxmi;  Wang Shouyang
收藏  |  浏览/下载：123/0  |  提交时间：2021/01/14
KSE-100 index  money supply  interest rate  exchange rate  Pakistan  
A new approach to model financial markets 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2013, 卷号: 26, 期号: 3, 页码: 432-440
作者:  Xie Habin;  Wang Shouyang
收藏  |  浏览/下载：76/0  |  提交时间：2021/01/14
SECURITY PRICE VOLATILITIES  DOLLAR EXCHANGE-RATE  TIME-SERIES ANALYSIS  CONDITIONAL HETEROSKEDASTICITY  VARIANCE  MONEY  RETURNS  INCOME  Granger causality  range  range decomposition  VAR  
Futures price modeling under exchange rate volatility and its multi-period semi-variance portfolio selection 期刊论文
INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 2009, 卷号: 40, 期号: 11, 页码: 1139-1148
作者:  Yan, Wei;  Li, Shurong
收藏  |  浏览/下载：124/0  |  提交时间：2018/07/30
four-factor model  multi-period semi-variance portfolio  exchange rate  futures  hybrid GA with PSO  economic systems  finance  partial differential equations  genetic algorithms  
A class of portfolio selection with a four-factor futures price model 期刊论文
ANNALS OF OPERATIONS RESEARCH, 2008, 卷号: 164, 期号: 1, 页码: 139-165
作者:  Yan, Wei;  Li, Shurong
收藏  |  浏览/下载：104/0  |  提交时间：2018/07/30
Four-factor model  Multi-period semi-variance portfolio  Exchange rate  Futures  Numerical algorithm  
Currency crisis forecasting with general regression neural networks 期刊论文
INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING, 2006, 卷号: 5, 期号: 3, 页码: 437-454
作者:  Yu, Lean;  Lai, Kin Keung;  Wang, Shou-Yang
收藏  |  浏览/下载：87/0  |  提交时间：2018/07/30
currency crisis forecasting  general regression neural network (GRNN)  exchange rate volatility  currency crisis early-warning system