English | 繁體

Search in the results

UM

Browse/Search Results:  1-2 of 2 Help

Selected(0)Clear Items/Page:    Sort:
Stock co-jump networks Journal article
Yi Ding, Yingying Li, Guoli Liu, Xinghua Zheng. Stock co-jump networks[J]. Journal of Econometrics, 2023, 239(2), 105420.
Authors:  Yi Ding;  Yingying Li;  Guoli Liu;  Xinghua Zheng
Favorite | TC[WOS]:6 TC[Scopus]:7  IF:9.9/6.7 | Submit date：2023/08/03
Co-jumps  Community Detection  High-frequency Data  Jumps  Network  Stock Dependence  
Prediction of risk: Decoding the Serial Dependence of Stock Return Volatility with Copula Journal article
Zhu, Liang, Lim, Christine, Zhang, Jianlun. Prediction of risk: Decoding the Serial Dependence of Stock Return Volatility with Copula[J]. Journal of Hospitality and Tourism Research, 2021, 45(1), 6-27.
Authors:  Zhu, Liang;  Lim, Christine;  Zhang, Jianlun
Favorite | TC[WOS]:2 TC[Scopus]:2  IF:4.4/5.0 | Submit date：2021/12/07
Copula-based Model  Hospitality And Tourism-related Stock Return Volatility  Risk Prediction  Serial Dependence