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浏览/检索结果: 共5条，第1-5条 帮助 已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 Analyzing the co-movement and its spatial-temporal patterns in Chinese stock market 期刊论文 PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2020, 卷号: 555, 页码: 14 作者:  Chen, Hanxiao;  Zheng, Xiaolong;  Zeng, Daniel Dajun 收藏  |  浏览/下载：16/0  |  提交时间：2020/07/20 Stock co-movement  Spatial-temporal patterns  Triangulated Maximally  Filtered Graph  Exponential weighted Pearson correlation   Analyzing the co-movement and its spatial-temporal patterns in Chinese stock market 期刊论文 PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2020, 卷号: 555, 页码: 14 作者:  Chen, Hanxiao;  Zheng, Xiaolong;  Zeng, Daniel Dajun 收藏  |  浏览/下载：18/0  |  提交时间：2020/07/20 Stock co-movement  Spatial-temporal patterns  Triangulated Maximally  Filtered Graph  Exponential weighted Pearson correlation   Complexity Changes in the US and China's Stock Markets: Differences, Causes, and Wider Social Implications 期刊论文 ENTROPY, 2020, 卷号: 22, 期号: 1, 页码: 13 作者:  Gao, Jianbo;  Hou, Yunfei;  Fan, Fangli;  Liu, Feiyan 收藏  |  浏览/下载：15/0  |  提交时间：2020/06/02 EMH  Lempel-Ziv complexity  permutation entropy  Hurst parameter  the US and China's stock market   The dynamic relationship of China's stock markets: A VAR-MGARCH model 其他 2011-01-01 Liu, Changjiang; 刘长江 收藏  |  浏览/下载：2/0  |  提交时间：2015/07/22 Economics  Finance  Integration  Regression analysis   Improved prediction of financial market cycles with artificial neural network and markov regime switching 期刊论文 Lecture Notes in Electrical Engineering, 2011, 卷号: 90 LNEE, 期号: [db:dc_citation_issue], 页码: 405-417 作者:  Liu, David;  Zhang, Lei 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/10 Artificial neural network modeling  Markov regime-switching  Markov switching models  Movement Forecasting  Non-linear model  Non-parametric estimations  Regime switching  Shanghai stock exchange composite indices