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The return and volatility nexus among stock market and macroeconomic fundamentals for China
期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 卷号: 526, 页码: 16
作者:
Abbas, Ghulam
;
Bashir, Usman
;
Wang, Shouyang
;
Zebende, Gilney Figueira
;
Ishfaq, Muhammad
收藏
  |  
浏览/下载:18/0
  |  
提交时间:2020/01/10
Returns
Volatility
Macroeconomic variables
Generalized VAR
China
Floral adaptations of two lilies: implications for the evolution and pollination ecology of huge trumpet-shaped flowers
期刊论文
AMERICAN JOURNAL OF BOTANY, 2019, 卷号: 106, 期号: 5, 页码: 622-632
作者:
Liu, Chang-Qiu
;
Gao, Yun-Dong
;
Niu, Yang
;
Xiong, Ying-Ze
;
Sun, Hang
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  |  
浏览/下载:53/0
  |  
提交时间:2019/07/29
Ancestral state reconstruction
evolutionary transition
floral scent
floral syndrome
hawkmoth pollination
Liliaceae
Lilium
nocturnal pollination
pollinator
trumpet-shaped flower
Return and Volatility Connectedness between Stock Markets and Macroeconomic Factors in the G-7 Countries
期刊论文
JOURNAL OF SYSTEMS SCIENCE AND SYSTEMS ENGINEERING, 2019, 卷号: 28, 期号: 1, 页码: 1-36
作者:
Abbas, Ghulam
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad Hussain
;
Wang, Shouyang
;
Wei, Yunjie
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  |  
浏览/下载:26/0
  |  
提交时间:2019/03/11
G-7 return
volatility
connectedness
macroeconomic factors
generalized VAR
returnandvolatilityconnectednessbetweenstockmarketsandmacroeconomicfactorsintheg7countries
期刊论文
journalofsystemsscienceandsystemsengineering, 2019, 卷号: 28, 期号: 1, 页码: 1
作者:
Abbas Ghulam
;
Hammoudeh Shawkat
;
Shahzad Syed Jawad Hussain
;
Wang Shouyang
;
Wei Yunjie
收藏
  |  
浏览/下载:23/0
  |  
提交时间:2020/01/10
Floral adaptations of two lilies: implications for the evolution and pollination ecology of huge trumpet-shaped flowers
期刊论文
AMERICAN JOURNAL OF BOTANY, 2019, 卷号: 106, 期号: 5, 页码: 622-632
作者:
Liu, Chang-Qiu
;
Gao, Yun-Dong
;
Niu, Yang
;
Xiong, Ying-Ze
;
Sun, Hang
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2021/11/04
Ancestral state reconstruction
evolutionary transition
floral scent
floral syndrome
hawkmoth pollination
Liliaceae
Lilium
nocturnal pollination
pollinator
trumpet-shaped flower
returnandvolatilityspilloverseffectsstudyofasianemergingstockmarkets
期刊论文
journalofsystemsscienceandinformation, 2018, 卷号: 6, 期号: 2, 页码: 97
作者:
Roni Bhowmik
;
Abbas Ghulam
收藏
  |  
浏览/下载:26/0
  |  
提交时间:2020/01/10
Time-varying coefficient vector autoregressions model based on dynamic correlation with an application to crude oil and stock markets
期刊论文
ENVIRONMENTAL RESEARCH, 2017, 卷号: 152, 页码: 351-359
作者:
Lu, Fengbin
;
Qiao, Han
;
Wang, Shouyang
;
Lai, Kin Keung
;
Li, Yuze
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  |  
浏览/下载:28/0
  |  
提交时间:2018/07/30
Time-varying coefficient VAR
Dynamic lagged correlation
Granger causality
Crude oil
Stock market
Composite quantile regression estimation for P-GARCH processes
期刊论文
SCIENCE CHINA-MATHEMATICS, 2016, 卷号: 59, 期号: 5, 页码: 977-998
作者:
Zhao Biao
;
Chen Zhao
;
Tao GuiPing
;
Chen Min
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  |  
浏览/下载:47/0
  |  
提交时间:2018/07/30
composite quantile regression
periodic GARCH process
strictly periodic stationarity
strong consistency
asymptotic normality
The Analysis of Logarithm Return on Stock Index Extreme Value Sequence Based on the Theory of the Extreme Value
期刊论文
2016 INTERNATIONAL CONFERENCE ON MANAGEMENT, ECONOMICS AND SOCIAL DEVELOPMENT (ICMESD 2016), 2016, 页码: 656-660
作者:
Zheng, Ya-Guang
;
Jiang, Ying
;
Xu, Hong-Hai
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/02/25
The Non-normality Assumption
The Generalized Pareto Distribution (GPD)
The Peaks-over-threshold (POT)
VaR
compositequantileregressionestimationforpgarchprocesses
期刊论文
sciencechinamathematics, 2016, 卷号: 59, 期号: 5, 页码: 977
作者:
Zhao Biao
;
Chen Zhao
;
Tao Guiping
;
Chen Min
收藏
  |  
浏览/下载:18/0
  |  
提交时间:2020/01/10
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