中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
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CAS IR Grid
机构
数学与系统科学研究院 [3]
沈阳自动化研究所 [1]
采集方式
OAI收割 [4]
内容类型
期刊论文 [4]
发表日期
2021 [1]
2020 [1]
2016 [1]
2015 [1]
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Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models
期刊论文
OAI收割
ECONOMETRIC REVIEWS, 2021, 卷号: 40, 期号: 6, 页码: 584-606
作者:
He, Yanan
;
Han, Ai
;
Hong, Yongmiao
;
Sun, Yuying
;
Wang, Shouyang
  |  
收藏
  |  
浏览/下载:37/0
  |  
提交时间:2021/10/26
ACI model
interval-valued crude oil prices
range
trading strategy
volatility forecast
Uncertainty shocks of Trump election in an interval model of stock market
期刊论文
OAI收割
QUANTITATIVE FINANCE, 2020, 页码: 15
作者:
Sun, Yuying
;
Qiao, Kenan
;
Wang, Shouyang
  |  
收藏
  |  
浏览/下载:27/0
  |  
提交时间:2021/01/14
Interval dummy variables
Interval time series
Nonlinear minimum-distance estimator
Range volatility
Trump election
Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling
期刊论文
OAI收割
QUANTITATIVE FINANCE, 2016, 卷号: 16, 期号: 12, 页码: 1917-1928
作者:
Yang, Wei
;
Han, Ai
;
Hong, Yongmiao
;
Wang, Shouyang
  |  
收藏
  |  
浏览/下载:40/0
  |  
提交时间:2018/07/30
Interval dummy variable
Interval time series
Crisis
Crude oil prices
Speculation index
Range volatility
Statistical regularities of Carbon emission trading market: Evidence from European Union allowances
期刊论文
OAI收割
Physica A: Statistical Mechanics and its Applications, 2015, 卷号: 426, 页码: 9-15
作者:
Zheng ZY(郑泽宇)
;
Xiao R(肖睿)
;
Shi HB(史海波)
;
Li GH(李贵红)
;
Zhou XF(周晓锋)
  |  
收藏
  |  
浏览/下载:38/0
  |  
提交时间:2015/03/17
European Union Allowances
Volatility
Detrended Fluctuation Analysis
Cross Correlations
Long-range Correlation