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CORC

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Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network 期刊论文
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：20/0  |  提交时间：2022/04/02
Systemic Importance of China's Financial Institutions: A Jump Volatility Spillover Network Review 期刊论文
ENTROPY, 2020, 卷号: 22, 期号: 5, 页码: 15
作者:  Yang, Xin;  Zhao, Xian;  Gong, Xu;  Yang, Xiaoguang;  Huang, Chuangxia
收藏  |  浏览/下载：27/0  |  提交时间：2020/09/23
Moving correlation coefficient-based method for jump points detection in hydroclimate time series 期刊论文
STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT, 2019, 卷号: 33, 期号: 10, 页码: 1751-1764
作者:  Wu, Ziyi;  Xie, Ping;  Sang, Yan-Fang;  Chen, Jie;  Ke, Wei
收藏  |  浏览/下载：8/0  |  提交时间：2020/05/19
Forecasting downside risk in China's stock market based on high-frequency data 期刊论文
Physica A: Statistical Mechanics and its Applications, 2019, 卷号: 517, 页码: 530-541
作者:  Xie, Nan;  Wang, Zongrun*;  Chen, Sicen;  Gong, Xu
收藏  |  浏览/下载：15/0  |  提交时间：2019/12/03
Mean-variance problem for an insurer with default risk under a jump-diffusion risk model. 期刊论文
Communications in Statistics: Theory & Methods, 2019, 卷号: Vol.48 No.17, 页码: 4221-4249
作者:  Wang, Suxin;  Rong, Ximin;  Zhao, Hui
收藏  |  浏览/下载：15/0  |  提交时间：2019/11/21
Moving correlation coefficient-based method for jump points detection in hydroclimate time series 期刊论文
STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT, 2019, 卷号: 33, 期号: 10
作者:  Wu, Ziyi;  Xie, Ping;  Sang, Yan-Fang;  Chen, Jie;  Ke, Wei
收藏  |  浏览/下载：6/0  |  提交时间：2019/12/05
OPTIMAL INVESTMENT AND CONSUMPTION IN THE MARKET WITH JUMP RISK AND CAPITAL GAINS TAX 期刊论文
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2019, 卷号: Vol.15 No.4, 页码: 1937-1953
作者:  Ma, Y;  Shan, SP;  Xu, WD
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/17
Nonstationary statistical approach for designing LNWLs in inland waterways: a case study in the downstream of the Lancang River 期刊论文
STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT, 2018, 卷号: 32, 期号: 11, 页码: 3273-3286
作者:  Zhao, Jiangyan;  Xie, Ping;  Zhang, Mingyang;  Sang, Yan-Fang;  Chen, Jie
收藏  |  浏览/下载：19/0  |  提交时间：2019/05/23
Robust reinsurance contracts with uncertainty about jump risk 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2018, 卷号: Vol.266 No.3, 页码: 1175-1188
作者:  Hu, DN;  Chen, S;  Wang, HL
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/26
Efficient Simulation of Clustering Jumps with CIR Intensity 期刊论文
OPERATIONS RESEARCH, 2017, 卷号: 65, 期号: 6, 页码: 1494-1515
作者:  Dassios, Angelos;  Zhao, Hongbiao
收藏  |  浏览/下载：7/0  |  提交时间：2019/08/22

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