机构

• 数学与系统科学研究院 [4]
• 中国科学院大学 [3]

采集方式

• OAI收割 [4]
• iSwitch采集 [3]

内容类型

• 期刊论文 [7]

发表日期

• 2022 [1]
• 2021 [1]
• 2020 [1]
• 2014 [1]
• 2008 [3]

学科主题

筛选

浏览/检索结果: 共7条，第1-7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 Multilayer Financial Complex Networks and Their Applications 期刊论文  OAI收割 IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-REGULAR PAPERS, 2022, 页码: 14 作者:  Li, Xuerong;  Xu, Xiaoyue;  Liu, Jiaqi;  Dong, Jichang;  Lu, Jinhu   |  收藏  |  浏览/下载：32/0  |  提交时间：2023/02/07 Couplings  Complex networks  Biological system modeling  Banking  Entropy  Analytical models  Urban areas  Financial networks  maximum entropy approach  multi-layer networks  risk contagion  spillover effects   Systemically important financial institutions in China: from view of tail risk spillover network 期刊论文  OAI收割 APPLIED ECONOMICS LETTERS, 2021, 页码: 7 作者:  Yang, Xin   |  收藏  |  浏览/下载：34/0  |  提交时间：2021/10/26 Financial institution  tail risk spillover network  panel data regression model  systemic risk  complex network   Impact of the RMB Joining in the SDR Basket on Its Internationalization from the Perspective of Risk Spillover 期刊论文  OAI收割 JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 12 作者:  Zhang, Bingjie;  Wang, Shouyang;  Wei, Yunjie;  Zhao, Xueting   |  收藏  |  浏览/下载：19/0  |  提交时间：2020/09/23 Dynamic network  risk spillover  RMB internationalization  SDR basket  structural VAR   Testing linear and nonlinear granger causality in CSI300 futures and spot markets based on new concepts of nonlinear positive/negative spillover 期刊论文  OAI收割 JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2014, 卷号: 27, 期号: 4, 页码: 729-742 作者:  Zhou Pu;  Lu Fengbin;  Wang Shouyang   |  收藏  |  浏览/下载：24/0  |  提交时间：2021/01/14 STOCK INDEX  MODEL  China stock market  negative volatility spillover  nonlinear Granger causality test  risk absorption  volatility spillover   Estimating 'value at risk' of crude oil price and its spillover effect using the ged-garch approach 期刊论文  iSwitch采集 Energy economics, 2008, 卷号: 30, 期号: 6, 页码: 3156-3171 作者:  Fan, Ying;  Zhang, Yue-Jun;  Tsai, Hsien-Tang;  Wei, Yi-Ming 收藏  |  浏览/下载：22/0  |  提交时间：2019/05/10 International crude oil markets  Ged-garch models  Value-at-risk (var)  Granger causality in risk  Risk spillover effect   Spillover effect of us dollar exchange rate on oil prices 期刊论文  iSwitch采集 Journal of policy modeling, 2008, 卷号: 30, 期号: 6, 页码: 973-991 作者:  Zhang, Yue-Jun;  Fan, Ying;  Tsai, Hsien-Tang;  Wei, Yi-Ming 收藏  |  浏览/下载：33/0  |  提交时间：2019/05/10 International crude oil price  Us dollar exchange rate  Mean spillover effect  Volatility spillover effect  Risk spillover effect   An empirical study on information spillover effects between the chinese copper futures market and spot market 期刊论文  iSwitch采集 Physica a-statistical mechanics and its applications, 2008, 卷号: 387, 期号: 4, 页码: 899-914 作者:  Liu, Xiangli;  Cheng, Siwei;  Wang, Shouyang;  Hong, Yongmiao;  Li, Yi 收藏  |  浏览/下载：30/0  |  提交时间：2019/05/10 Futures market  Kernel function  Backtest  Information spillover  Granger causality  Conditional var  Extreme upside risk  Extreme downside risk