机构

• 数学与系统科学研究院 [6]

采集方式

• OAI收割 [6]

内容类型

• 期刊论文 [6]

发表日期

• 2020 [1]
• 2018 [2]
• 2017 [1]
• 2001 [1]
• 1998 [1]

学科主题

筛选

浏览/检索结果: 共6条，第1-6条 帮助 条数/页： 5101520253035404550556065707580859095100 排序方式： 请选择题名升序题名降序提交时间升序提交时间降序作者升序作者降序发表日期升序发表日期降序 Stock Market Volatility and Return Analysis: A Systematic Literature Review 期刊论文  OAI收割 ENTROPY, 2020, 卷号: 22, 期号: 5, 页码: 18 作者:  Bhowmik, Roni;  Wang, Shouyang   |  收藏  |  浏览/下载：17/0  |  提交时间：2020/09/23 stock returns  volatility  GARCH family model  complexity in market volatility forecasting   Nonlinear Least Squares Estimation of Log-ACD Models 期刊论文  OAI收割 ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2018, 卷号: 34, 期号: 3, 页码: 516-533 作者:  Chen, Zhao;  Liu, Wei;  Wang, Christina Dan;  Wu, Wu-qing;  Wu, Yao-hua   |  收藏  |  浏览/下载：23/0  |  提交时间：2018/09/08 Log-ACD model  nonlinear least squares estimation  Log-GARCH model  heavy-tail   Estimation of market prices of risks in the GARCH diffusion model 期刊论文  OAI收割 ECONOMIC RESEARCH-EKONOMSKA ISTRAZIVANJA, 2018, 卷号: 31, 期号: 1, 页码: 15-36 作者:  Wu, Xinyu;  Zhou, Hailin;  Wang, Shouyang   |  收藏  |  浏览/下载：30/0  |  提交时间：2018/07/30 Market prices of risks  GARCH diffusion model  option pricing  efficient importance sampling  maximum likelihood  particle filter   Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates 期刊论文  OAI收割 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：15/0  |  提交时间：2018/07/30 Buffered AR-GARCH model  Buffered AR model  Exchange rate  GARCH model  Nonlinear time series  Threshold AR model   Asymptotics for partly linear regression with dependent samples and ARCH errors: consistency with rates 期刊论文  OAI收割 SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY, 2001, 卷号: 44, 期号: 2, 页码: 168-183 作者:  Lu, ZD;  Gijbels, I   |  收藏  |  浏览/下载：14/0  |  提交时间：2018/07/30 ARCH (GARCH) errors  dependent samples  local polynomial fitting  convergence rates  partly linear model  root-n consistency   A note on the stationarity and the existence of moments of the GARCH model 期刊论文  OAI收割 STATISTICA SINICA, 1998, 卷号: 8, 期号: 2, 页码: 505-510 作者:  Chen, M;  An, HZ   |  收藏  |  浏览/下载：15/0  |  提交时间：2018/07/30 GARCH model  higher-order moments  nonlinear time series  strict stationarity