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科研机构
上海财经大学 [45]
内容类型
期刊论文 [29]
学术活动 [14]
会议论文 [2]
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2019 [1]
2018 [2]
2017 [3]
2016 [4]
2015 [1]
2014 [5]
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专题:上海财经大学
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A nonparametric specification test for the volatility functions of diffusion processes
期刊论文
ECONOMETRIC REVIEWS, 2019, 卷号: 38, 期号: 5, 页码: 557-576
作者:
Chen, Qiang
;
Hu, Meidi
;
Song, Xiaojun
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浏览/下载:28/0
  |  
提交时间:2019/08/22
Bootstrap
diffusion processes
Monte Carlo simulation
nonparametric estimation
parametric volatility function
specification test
Financial Security and Optimal Scale of Foreign Exchange Reserve in China
期刊论文
SUSTAINABILITY, 2018, 卷号: 10, 期号: 6
作者:
Zhou, Guangyou
;
Yan, Xiaoxuan
;
Luo, Sumei
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  |  
浏览/下载:9/0
  |  
提交时间:2019/08/22
the sudden stop of capital inflow
financial security
the optimal scale of foreign exchange reserve
utility maximization
finance risk
A unified approach to volatility estimation in the presence of both rounding and random market microstructure noise
期刊论文
JOURNAL OF ECONOMETRICS, 2018, 卷号: 203, 期号: 2, 页码: 187-222
作者:
Li, Yingying
;
Zhang, Zhiyuan
;
Li, Yichu
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  |  
浏览/下载:6/0
  |  
提交时间:2019/08/22
High-frequency data
Rounding errors
Market microstructure noise
Integrated volatility
Realized volatility
Cross-correlations between RMB exchange rate and international commodity markets
期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2017, 卷号: 486, 页码: 168-182
作者:
Lu, Xinsheng
;
Li, Jianfeng
;
Zhou, Ying
;
Qian, Yubo
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  |  
浏览/下载:8/0
  |  
提交时间:2019/08/22
RMB foreign exchange rate
Energy markets
PBOC monetary policy
Impulse response function
Online Borders: Imports from China, Price Setting, and Exchange Rate Pass-through
学术活动
.Online Borders: Imports from China, Price Setting, and Exchange Rate Pass-through
-
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浏览/下载:2/0
  |  
提交时间:2019/10/31
Modelling exchange rate volatility with random level shifts
期刊论文
APPLIED ECONOMICS, 2017, 卷号: 49, 期号: 26, 页码: 2579-2589
作者:
Li, Ye
;
Perron, Pierre
;
Xu, Jiawen
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  |  
浏览/下载:4/0
  |  
提交时间:2019/08/22
Random level shifts
long-memory
forecasting
volatility
Oil price shocks and their transmission mechanism in an oil-exporting economy: A VAR analysis informed by a DSGE model
期刊论文
JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 2016, 卷号: 68, 页码: 21-49
作者:
Hou, Keqiang
;
Mountain, Dean C.
;
Wu, Ting
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  |  
浏览/下载:5/0
  |  
提交时间:2019/08/22
Oil price shock
Structural VAR
Sign restrictions
Two-country DSGE model
Canada
Demand Growth in Services: A Discrete Choice Analysis of Customer Preferences and Online Selling
期刊论文
DECISION SCIENCES, 2016, 卷号: 47, 期号: 3, 页码: 473-491
作者:
Xie, Xiaoqing (Kristine)
;
Verma, Rohit
;
Anderson, Chris K.
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浏览/下载:6/0
  |  
提交时间:2019/08/22
Valuations of Chinese Exchange Rate—Evidence from China′s External Trade 1994-2015
学术活动
.Valuations of Chinese Exchange Rate—Evidence from China′s External Trade 1994-2015
-
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浏览/下载:3/0
  |  
提交时间:2019/10/31
Energy prices and economic growth in Pakistan: A macro-econometric analysis
期刊论文
RENEWABLE & SUSTAINABLE ENERGY REVIEWS, 2016, 卷号: 55, 页码: 25-33
作者:
Arshad, Ameena
;
Zakaria, Muhammad
;
Xi Junyang
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  |  
浏览/下载:2/0
  |  
提交时间:2019/08/22
Energy prices
Economic growth
Pakistan
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