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厦门大学 [17]
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期刊论文 [30]
学位论文 [6]
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A new method for estimating Sharpe ratio function via local maximum likelihood
期刊论文
JOURNAL OF APPLIED STATISTICS, 2022, 页码: 19
作者:
Xu, Wenchao
;
Lin, Hongmei
;
Tong, Tiejun
;
Zhang, Riquan
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2023/02/07
Direct method
heteroscedastic non-parametric regression
joint limiting distribution
local polynomial smoothing
Sharpe ratio function
Direct local linear estimation for Sharpe ratio function
期刊论文
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2021, 页码: 23
作者:
Lin, Hongmei
;
Tong, Tiejun
;
Wang, Yuedong
;
Xu, Wenchao
;
Zhang, Riquan
收藏
  |  
浏览/下载:12/0
  |  
提交时间:2022/04/02
Heteroscedasticity
local likelihood estimation
local linear regression
nonparametric regression
Sharpe ratio function
Support Vector Machines Based Methodology for Credit Risk Analysis
专著章节/文集论文
出自: Handbook of Financial Econometrics, Mathematics, Statistics, and Technology, Singapore, Singapore:World Scientific, World Scientific, 2020
作者:
Jianping Li
;
Mingxi Liu
;
Cheng-Few Lee
;
Dengsheng Wu
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  |  
浏览/下载:12/0
  |  
提交时间:2021/01/26
Support Vector Machines
Feature Extraction
Kernel Function Selection
Hyper-Parameter Optimization
Credit Risk Classification
Support Vector Machines
Feature Extraction
Kernel Function Selection
Hyper-Parameter Optimization
Credit Risk Classification
Simultaneously capturing multiple dependence features in bank risk integration: A mixture copula framework
专著章节/文集论文
出自: Handbook of Financial Econometrics, Mathematics, Statistics, and Technology, Singapore, Singapore:World Scientific, World Scientific, 2020
作者:
Zhu, Xiaoqian
;
Li, Jianping
;
Wu, Dengsheng
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  |  
浏览/下载:8/0
  |  
提交时间:2021/01/17
Bootstrapping volatility functionals: a local and nonparametric perspective
期刊论文
BIOMETRIKA, 2018, 卷号: 105, 期号: 2, 页码: 463-469
作者:
Kong, Xin-Bing
;
Xu, Shao-Jun
;
Zhou, Wang
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  |  
浏览/下载:4/0
  |  
提交时间:2019/08/22
Bootstrap
Ito process
Realized volatility functional
What Factors are Crucial to Chinese Economic Growth? A Study Based on DEA and Panel Data
期刊论文
International Journal of Econometrics and Financial Management, 2017, 卷号: Vol.5 No.1, 页码: 7-11
作者:
Miao Fu
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  |  
浏览/下载:2/0
  |  
提交时间:2019/03/04
economic growth
productivity
technology
elasticity
developing countries
DEA malmquist
Study on the Coupling Effect Between New Urbanization Development and Financial Support in the Central Provinces'Cities
期刊论文
China Soft Science, 2017, 卷号: No.3, 页码: 140-151
作者:
Tang Weibing
;
Tang Tanling
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  |  
浏览/下载:2/0
  |  
提交时间:2019/12/31
new-style urbanization
financial support
coupling degree
spatial econometrics
Index Futures Trading Restrictions and Spot Market Quality: Evidence from the Recent Chinese Stock Market Crash
期刊论文
Journal of Futures Markets, 2017, 卷号: Vol.37 No.4, 页码: 411-428
作者:
Qian Han and Jufang Liang
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/12/31
Index Futures Trading Restrictions and Spot Market Quality: Evidence from the Recent Chinese Stock Market Crash
期刊论文
Journal of Futures Markets, 2017, 卷号: Vol.37 No.4, 页码: 411-428
作者:
Han, Q.
;
Liang, J.
收藏
  |  
浏览/下载:1/0
  |  
提交时间:2019/12/31
Financial inclusion: measurement, spatial effects and influencing factors
期刊论文
Applied Economics, 2017, 卷号: Vol.49 No.18, 页码: 1751-1762
作者:
Wang, XH
;
Guan, J
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/12/31
Financial inclusion
financial inclusion index
international comparison
spatial econometrics
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