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 [4]
沈阳自动化研究所 [1]
采集方式
OAI收割 [5]
内容类型
期刊论文 [5]
发表日期
2022 [1]
2020 [1]
2018 [1]
2014 [1]
2012 [1]
学科主题
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Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network
期刊论文
OAI收割
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2022, 卷号: 78, 页码: 81-94
作者:
Huang, Chuangxia
;
Zhao, Xian
;
Deng, Yunke
;
Yang, Xiaoguang
;
Yang, Xin
  |  
收藏
  |  
浏览/下载:41/0
  |  
提交时间:2022/04/02
Complex network
Chinese energy stock market
High-frequency data
Jump volatility
Entropy weight TOPSIS
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:16/0
  |  
提交时间:2020/09/23
stock returns
volatility
GARCH family model
complexity in market volatility forecasting
A Causality Analysis of Societal Risk Perception and Stock Market Volatility in China
期刊论文
OAI收割
JOURNAL OF SYSTEMS SCIENCE AND SYSTEMS ENGINEERING, 2018, 卷号: 27, 期号: 5, 页码: 613-631
作者:
Xu, Nuo
;
Tang, Xijin
  |  
收藏
  |  
浏览/下载:49/0
  |  
提交时间:2018/11/16
Societal risk perception
stock market volatility
Baidu Index
Granger causality test
multiple linear regressions
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
Investor sentiment in the Chinese stock market: an empirical analysis
期刊论文
OAI收割
APPLIED ECONOMICS LETTERS, 2012, 卷号: 19, 期号: 4, 页码: 345-348
作者:
Chi LX(池丽旭)
;
Zhuang XT(庄新田)
;
Song DL(宋大雷)
;
Chi LX(池丽旭)
;
Zhuang XT(庄新田)
收藏
  |  
浏览/下载:27/0
  |  
提交时间:2015/07/12
investor sentiment
stock market
volatility
stock returns