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Stock Return Analysis Based on ARMA (2,2) Model 期刊论文
Lecture Notes on Data Engineering and Communications Technologies, 2022, 卷号: 129, 页码: 213-219
作者:  Yan, Haorui
收藏  |  浏览/下载:15/0  |  提交时间:2022/06/20
Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2021, 卷号: 72, 页码: 1-15
作者:  Jiang, Yong;  Wang, Gang-Jin;  Ma, Chaoqun;  Yang, Xiaoguang
收藏  |  浏览/下载:35/0  |  提交时间:2021/04/26
Stock Market Volatility and Return Analysis: A Systematic Literature Review 期刊论文
ENTROPY, 2020, 卷号: 22, 期号: 5, 页码: 18
作者:  Bhowmik, Roni;  Wang, Shouyang
收藏  |  浏览/下载:18/0  |  提交时间:2020/09/23
Does international oil volatility have directional predictability for stock returns? Evidence from BRICS countries based on cross-quantilogram analysis 期刊论文
Economic Modelling, 2019, 卷号: Vol.80, 页码: 352-382
作者:  Zhongbao Zhou;  Yong Jiang;  Yan Liu;  Ling Lin;  Qing Liu
收藏  |  浏览/下载:9/0  |  提交时间:2019/12/13
Does international oil volatility have directional predictability for stock returns? Evidence from BRICS countries based on cross-quantilogram analysis 期刊论文
ECONOMIC MODELLING, 2019, 卷号: Vol.80, 页码: 352-382
作者:  Zhou, ZB;  Jiang, Y;  Liu, Y;  Lin, L;  Liu, Q
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/17
Volatility spillovers and hedging: Evidence from Asian oil-importing countries 期刊论文
RESOURCES POLICY, 2019, 卷号: 61, 页码: 479-488
作者:  Sarwar, Suleman;  Khalfaoui, Rabeh;  Waheed, Rida;  Dastgerdi, Hamidreza Ghorbani
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/11
Does international oil volatility have directional predictability for stock returns? Evidence from BRICS countries based on cross-quantilogram analysis 期刊论文
Economic Modelling, 2019, 卷号: 80, 页码: 352-382
作者:  Zhou, Zhongbao;  Jiang, Yong;  Liu, Yan;  Lin, Ling*;  Liu, Qing
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/23
Normal mixture method for stock daily returns over different sub-periods 期刊论文
Communications in Statistics: Simulation and Computation, 2019, 卷号: 48, 期号: 2, 页码: 447-457
作者:  Han, Liyan;  Yan, Hanhuan*;  Zheng, Chengli
收藏  |  浏览/下载:6/0  |  提交时间:2019/12/23
Empirical distributions of stock returns: Mixed normal or kernel density? 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 卷号: 514, 页码: 473-486
作者:  Yan, Hanhuan;  Han, Liyan
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/30
Normal mixture method for stock daily returns over different sub-periods 期刊论文
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2019, 卷号: 48, 页码: 447-457
作者:  Han, Liyan;  Yan, Hanhuan;  Zheng, Chengli
收藏  |  浏览/下载:5/0  |  提交时间:2019/12/30


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