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浏览/检索结果: 共19条，第1-10条 帮助 限定条件 内容类型：期刊论文    专题：数学与系统科学研究院    第一署名单位    第一作者单位    通讯作者单位     已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 Model averaging for interval-valued data 期刊论文 EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2022, 卷号: 301, 期号: 2, 页码: 772-784 作者:  Sun, Yuying;  Zhang, Xinyu;  Wan, Alan T. K.;  Wang, Shouyang 收藏  |  浏览/下载：12/0  |  提交时间：2023/02/07 Forecasting  Asymptotic optimality  Interval-valued time series  Model averaging  Vector autoregression   Forecasting Tourism Demand With a New Time-Varying Forecast Averaging Approach 期刊论文 JOURNAL OF TRAVEL RESEARCH, 2021, 页码: 19 作者:  Sun, Yuying;  Zhang, Jian;  Li, Xin;  Wang, Shouyang 收藏  |  浏览/下载：12/0  |  提交时间：2022/04/02 forecast combination  nonparametric estimation  structural changes  tourism demand  time-varying jackknife model averaging   A New Two-Stage Approach with Boosting and Model Averaging for Interval-Valued Crude Oil Prices Forecasting in Uncertainty Environments 期刊论文 FRONTIERS IN ENERGY RESEARCH, 2021, 卷号: 9, 页码: 11 作者:  Huang, Bai;  Sun, Yuying;  Wang, Shouyang 收藏  |  浏览/下载：10/0  |  提交时间：2022/04/02 crude oil prices forecasting  forecast combination  interval-valued time series  model averaging  vector L2-boosting   Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models 期刊论文 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：54/0  |  提交时间：2021/10/26 ACI model  interval-valued crude oil prices  range  trading strategy  volatility forecast   Time-varying model averaging? 期刊论文 JOURNAL OF ECONOMETRICS, 2021, 卷号: 222, 期号: 2, 页码: 974-992 作者:  Sun, Yuying;  Hong, Yongmiao;  Lee, Tae-Hwy;  Wang, Shouyang;  Zhang, Xinyu 收藏  |  浏览/下载：48/0  |  提交时间：2021/06/01 Asymptotic optimality  Forecast combination  Local stationarity  Model averaging  Structural change  Time-varying model averaging   Estimation of Partially Linear Panel Data Models with Cross-Sectional Dependence 期刊论文 JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 页码: 12 作者:  Huang, Bai;  Sun, Yuying;  Wang, Shouyang 收藏  |  浏览/下载：47/0  |  提交时间：2021/04/26 Common correlated effects  common factors  cross-sectional dependence  panel data  semi-parametric estimation   Brexit and Its Impact on the US Stock Market 期刊论文 JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 页码: 19 作者:  Qiao Kenan;  Liu Zhengyang;  Huang Bai;  Sun Yuying;  Wang Shouyang 收藏  |  浏览/下载：12/0  |  提交时间：2021/04/26 Brexit  interval time series  intra-day volatility  S&P500 index   A novel two-stage approach for cryptocurrency analysis 期刊论文 INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2020, 卷号: 72, 页码: 13 作者:  Yang, Boyu;  Sun, Yuying;  Wang, Shouyang 收藏  |  浏览/下载：11/0  |  提交时间：2021/04/26 Bitcoin  Cryptocurrency  Noise-assisted multivariate empirical mode  decomposition  Two-stage decomposition and composition   Uncertainty shocks of Trump election in an interval model of stock market 期刊论文 QUANTITATIVE FINANCE, 2020, 页码: 15 作者:  Sun, Yuying;  Qiao, Kenan;  Wang, Shouyang 收藏  |  浏览/下载：7/0  |  提交时间：2021/01/14 Interval dummy variables  Interval time series  Nonlinear minimum-distance estimator  Range volatility  Trump election   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：7/0  |  提交时间：2021/01/14 RMB exchange rate  Onshore and offshore markets  Price dynamics, interval time series