Volatility相关论文
经典金融学理论通常将波动性视为构成股票流动性价值的因素之一,认为股票价格波动会为市场参与者带来风险,却鲜少将其作为独立的影......
中国出口集装箱运价指数(CCFI)能有效反映集装箱海运市场变化,是航运企业经营决策、政府部门航运产业政策制定的重要参考。本文基......
Deposition of two-dimensional(2D) MoS_2 materials on the tapered fiber allows various photonic applications including sa......
Niobium(V) ethoxide(Nb(OEt)5) was synthesized by electrochemical reaction of ethanol with niobium plate as the sacrifici......
Recent extreme energy price highs and volatility have brought worldwide attention to the regulation of commodity markets......
This paper studies how the price movements of pork,chicken and egg respond to those of related cost factors in short ter......
Different from western markets, the margin rates in Chinese futures markets are raised when contract approaches maturity......
This paper examines the effect of government policies on the financing decisions of firms in China. A real options model......
This paper describes a routing algorithm for risk-scanning agents using ant colony algorithm in P2P(peer-to peer) networ......
Deviations from the efficient market hypothesis allow us to benefit from risk premium in financial markets.We propose a ......
Price discovery is one of the main functions of stock index futures.Using the daily closing prices of the CSI 300 index ......
We present a review of our recent research in econophysics, and focus on the comparative study of Chinese and western fi......
基于手机用户上网数据,提出了一种衡量基站在不同时段接入用户数波动性的对比分析方法——最大距离准则.利用基站接入用户数标准差......
油页岩中含有一定的微量元素,在油页岩干馏过程中会向其他产物中迁移而污染环境。为了研究油页岩中微量元素微波干馏过程中的挥发......
Volatility of stock market plays an important role both in finance and economy. There are many literatures focusing on f......
为探究吕家坨井田地质构造格局,根据钻孔勘探资料,采用分形理论和趋势面分析方法,研究了井田7......
Return and Volatility Connectedness between Stock Markets and Macroeconomic Factors in the G-7 Count
为探究吕家坨井田地质构造格局,根据钻孔勘探资料,采用分形理论和趋势面分析方法,研究了井田7......
为探究吕家坨井田地质构造格局,根据钻孔勘探资料,采用分形理论和趋势面分析方法,研究了井田7......
经济物理学(econophysics)的大量研究表明,金融市场的波动具有复杂的多分形(multifractal)特征,因此准确地测度和预测市场波动,对......
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本文将隐Markov链对波动性和相关性的驱动分析引入DCC多元GARCH,对波动和相关分析建立起了直接的联系,进而考察次贷危机、欧洲债务......
针对我国股市波动的现实和投资行为的异质性,利用已实现波动率设定包含多个机制平滑转换结构的自回归模型,研究我国股市波动的非对......
本文基于沪深300股指期货四个不同样本期的1分钟交易数据,比较研究了静态线性的马尔可夫转换自回归模型MSA(Markov Switch Autoreg......
迁移时间是复合绝缘子人工污秽试验中的重要参数，为了说明迁移时间对于污层憎水性能描述的局限性，本文对染污复合绝缘子的憎水迁移过......
颗粒挥发性可以影响颗粒在大气中的寿命,对大气颗粒物中二次气溶胶的形成机制研究有一定的参考价值。以往研究测量颗粒挥发性采用......
The contents of eight trace elements(Mn, Cr, Pb, As, Se, Zn, Cd, Hg) in raw coal, bottom ash and flyash were measured in......
应用电感耦合等离子体质谱(ICP-MS)和原子荧光光谱(AFS)对中国西北部石嘴山电厂的原煤、底灰和飞灰中Hg、As、Se、Pb、Cr、Cd、Mo......
Different from western markets, the margin rates in Chinese futures markets are raised when contract approaches maturity......
