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科研机构
上海财经大学 [118]
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期刊论文 [89]
学术活动 [21]
会议论文 [8]
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2019 [5]
2018 [13]
2017 [15]
2016 [15]
2015 [16]
2014 [14]
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A combined filtering approach to high-frequency volatility estimation with mixed-type microstructure noises
期刊论文
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2019, 卷号: 35, 期号: 3, 页码: 603-623
作者:
Tang, Yinfen
;
Zhang, Zhiyuan
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2019/08/22
combined filters
high-frequency data
integrated volatility
market microstructure noise
price discreteness
Price optimization of hybrid power supply chain dominated by power grid
期刊论文
INDUSTRIAL MANAGEMENT & DATA SYSTEMS, 2019, 卷号: 119, 期号: 2, 页码: 412-450
作者:
Xie, Jiaping
;
Zhang, Weisi
;
Wei, Lihong
;
Xia, Yu
;
Zhang, Shengyi
收藏
  |  
浏览/下载:30/0
  |  
提交时间:2019/08/22
Risk aversion
Cost sharing
Multiple suppliers
Power grid dominant
Supply and demand uncertainty
Market or government: who plays a decisive role in R&D resource allocation?
期刊论文
CHINA FINANCE REVIEW INTERNATIONAL, 2019, 卷号: 9, 期号: 1, 页码: 110-136
作者:
Xu, Shoufu
;
He, Xuehui
;
Xu, Longbing
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  |  
浏览/下载:5/0
  |  
提交时间:2019/08/22
Resource allocation
Market valuation
R&D investment
Corporate innovation
Government intervention
Local Public Expenditure, Public Service Accessibility, and Housing Price in Shanghai, China
期刊论文
URBAN AFFAIRS REVIEW, 2019, 卷号: 55, 期号: 1, 页码: 148-184
作者:
Li, Huiping
;
Wang, Qingfang
;
Deng, Zhongwei
;
Shi, Wei
;
Wang, Hongwei
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  |  
浏览/下载:6/0
  |  
提交时间:2019/08/22
local public expenditure
public service accessibility
housing price
Assessing determinants of health care prepayment in China: Economic growth or government willingness? New evidence from the continuous wavelet analysis
期刊论文
INTERNATIONAL JOURNAL OF HEALTH PLANNING AND MANAGEMENT, 2019, 卷号: 34, 期号: 1, 页码: E694-E712
作者:
Zhang, Ying
;
Wang, Rui
;
Yao, Xinyi
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/08/22
continuous wavelet analysis
economic growth
government willingness
health care prepayment
time-frequency domain
Is the High Interest Rate Combined with Intense Deleveraging Campaign Desirable? A Collateral Mechanism under Stringent Credit Constraints
期刊论文
SUSTAINABILITY, 2018, 卷号: 10, 期号: 12
作者:
Yang, Qiuyi
;
Lang, Youze
;
Xu, Changsheng
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2019/08/22
sustainable financial market
asset bubbles
overlapping generation (OLG) model
market interest rate
credit constraints
pledgeability
financial regulation and supervision
House Price and co-Residence with Older Parents: Evidence from China
期刊论文
JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS, 2018, 卷号: 57, 期号: 3, 页码: 502-533
作者:
Yi, Daichun
;
Deng, Xiaoying
;
Fan, Gang-Zhi
;
Ong, Seow Eng
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2019/08/22
CHFS
House price
Housing consumption
Intergenerational co-residence
Elderly parents
Whether the fluctuation of China's financial markets have impact on global commodity prices?
期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2018, 卷号: 503, 页码: 1030-1040
作者:
Liao, Jia
;
Qian, Qi
;
Xu, Xiangyun
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  |  
浏览/下载:6/0
  |  
提交时间:2019/08/22
Global commodity price
Financial market
China factors
Forecasting Crude Oil Prices Using Ensemble Empirical Mode Decomposition and Sparse Bayesian Learning
期刊论文
ENERGIES, 2018, 卷号: 11, 期号: 7
作者:
Li, Taiyong
;
Hu, Zhenda
;
Jia, Yanchi
;
Wu, Jiang
;
Zhou, Yingrui
收藏
  |  
浏览/下载:15/0
  |  
提交时间:2019/08/22
crude oil prices
time series forecasting
ensemble empirical mode decomposition (EEMD)
sparse Bayesian learning (SBL)
energy forecasting
Pre-averaging estimate of high dimensional integrated covariance matrix with noisy and asynchronous high-frequency data
期刊论文
RANDOM MATRICES-THEORY AND APPLICATIONS, 2018, 卷号: 7, 期号: 3
作者:
Liu, Zhi
;
Xia, Xiaochao
;
Zhou, Guoliang
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2019/08/22
High-frequency data
volatility estimation
microstructure noise
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