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科研机构
厦门大学 [3]
数学与系统科学研究院 [3]
湖南大学 [3]
重庆大学 [2]
北京航空航天大学 [1]
科技战略咨询研究院 [1]
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期刊论文 [14]
学位论文 [1]
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2020 [1]
2019 [4]
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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:18/0
  |  
提交时间:2022/04/02
Complex network
Chinese energy stock market
High-frequency data
Jump volatility
Entropy weight TOPSIS
The time-varying causal relationship between the Bitcoin market and internet attention
期刊论文
Financial Innovation, 2021, 卷号: 7, 期号: 1
作者:
Zhang,Xun
;
Lu,Fengbin
;
Tao,Rui
;
Wang,Shouyang
收藏
  |  
浏览/下载:31/0
  |  
提交时间:2021/10/26
Bitcoin
Internet attention
Google trends
Time-varying granger causality
Multiple bubbles test
G11
G15
C15
Financial Integration in Asia: A Systemic View on Currency Markets*
期刊论文
ASIAN ECONOMIC PAPERS, 2020, 卷号: 19
作者:
Zhang, Dayong
;
Zhao, Wanli
;
Wu, Fei
;
Ji, Qiang
收藏
  |  
浏览/下载:5/0
  |  
提交时间:2021/01/16
Financial Risk Contagion in Stock Markets: Causality and Measurement Aspects
期刊论文
SUSTAINABILITY, 2019, 卷号: 11, 期号: 5
作者:
Xu, Guoxiang
;
Gao, Wangfeng
收藏
  |  
浏览/下载:20/0
  |  
提交时间:2019/08/22
risk contagion
stock market
nonlinear causality test
Markov state transition
dynamic Copula
financial sustainability
The time-varying spillover effect between WTI crude oil futures returns and hedge funds.
期刊论文
International Review of Economics & Finance, 2019, 卷号: Vol.61, 页码: 156-169
作者:
Zhang, Yue-Jun
;
Wu, Yao-Bin
收藏
  |  
浏览/下载:10/0
  |  
提交时间:2019/12/13
Crude oil futures
DCOT reports
Hedge funds
Time-varying granger causality
The time-varying spillover effect between WTI crude oil futures returns and hedge funds
期刊论文
International Review of Economics & Finance, 2019, 卷号: Vol.61, 页码: 156-169
作者:
Yue-Jun Zhang
;
Yao-Bin Wu
收藏
  |  
浏览/下载:2/0
  |  
提交时间:2019/12/13
Crude
oil
futures
DCOT
reports
Hedge
funds
Time-varying
granger
causality
The time-varying spillover effect between WTI crude oil futures returns and hedge funds.
期刊论文
International Review of Economics & Finance, 2019, 卷号: Vol.61, 页码: 156-169
作者:
Zhang, YJ
;
Wu, YB
收藏
  |  
浏览/下载:5/0
  |  
提交时间:2019/12/17
Crude oil futures
DCOT reports
Time-varying granger causality
Interaction between oil and US dollar exchange rate: nonlinear causality, time-varying influence and structural breaks in volatility
期刊论文
Applied Economics, 2018, 卷号: 50, 期号: 3, 页码: 319-334
作者:
Wen, Fenghua
;
Xiao, Jihong
;
Huang, Chuangxia
;
Xia, Xiaohua*
收藏
  |  
浏览/下载:16/0
  |  
提交时间:2019/12/03
Crude oil prices
US dollar exchange rate
nonlinear Granger causality
time-varying influence
structural breaks in volatility
Time-Varying Nonlinear Causality Detection Using Regularized Orthogonal Least Squares and Multi Wavelets With Applications to EEG
期刊论文
IEEE ACCESS, 2018, 卷号: 6, 页码: 17826-17840
作者:
Li, Yang
;
Lei, Meng-Ying
;
Guo, Yuzhu
;
Hu, Zhongyi
;
Wei, Hua-Liang
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/12/30
Granger causality
nonlinear time-varying systems
parametric estimation
multi-wavelets
regularized orthogonal least squares (ROLS)
EEG
Time-varying coefficient vector autoregressions model based on dynamic correlation with an application to crude oil and stock markets
期刊论文
ENVIRONMENTAL RESEARCH, 2017, 卷号: 152, 页码: 351-359
作者:
Lu, Fengbin
;
Qiao, Han
;
Wang, Shouyang
;
Lai, Kin Keung
;
Li, Yuze
收藏
  |  
浏览/下载:27/0
  |  
提交时间:2018/07/30
Time-varying coefficient VAR
Dynamic lagged correlation
Granger causality
Crude oil
Stock market
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