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CASIA OpenIR

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Analyzing the dynamic sectoral influence in Chinese and American stock markets 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 卷号: 536, 页码: 15
作者:  Tian, Hu;  Zheng, Xiaolong;  Zeng, Daniel Danjun
Adobe PDF(2694Kb)  |  收藏  |  浏览/下载：265/27  |  提交时间：2020/03/30
Sectoral influence  Multi-time scales  Causal network  Granger causality  Empirical mode decomposition  
Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap 期刊论文
MATHEMATICS AND COMPUTERS IN SIMULATION, 2008, 卷号: 78, 期号: 4, 页码: 507-513
作者:  Yang, Zheng;  Tian, Zheng;  Yuan, Zixia
收藏  |  浏览/下载：162/0  |  提交时间：2015/11/08
Threshold Cointegration  Residual-based Moving Block Bootstrap  Sup Lm Test  Monte Carlo Simulation  
GSA-based maximum likelihood estimation for threshold vector error correction model 期刊论文
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2007, 卷号: 52, 期号: 1, 页码: 109-120
作者:  Yang, Zheng;  Tian, Zheng;  Yuan, Zixia
收藏  |  浏览/下载：112/0  |  提交时间：2015/11/08
Threshold  Vector Error Correction Model  Maximum Likelihood Estimation  Genetic-simulated Annealing