Language :
English
中文
蒋翠侠
Home
Scientific Research
Research Field
Paper Publications
Patents
Published Books
Research Projects
Teaching Research
Teaching Resources
Teaching Information
Teaching Achievement
Awards and Honours
Enrollment Information
Student Information
My Album
Blog
Recommended Ph.D.Supervisor
Recommended MA Supervisor
MOBILE Version
Paper Publications
Current position:
Home
>
Scientific Research
>
Paper Publications
[51]Xu Qifa,Bo Zhongpu,Jiang Cuixia,Liu Yezheng,Does Google search index really help predicting stock market volatility? Evidence from a modified mixed data sampling model on volatility.[J:Knowledge-Based Systems,2018,166):170-185.
[52]Xu Qifa,Cai Chao,Jiang Cuixia,Huang Xue,Quantile regression for large-scale data via sparse exponential transform method.[J:Statistics,2019,53(1):26-42.
[53]Xu Qifa,Zhuo Xingxuan,Jiang Cuixia,Liu Yezheng,An artificial neural network for mixed frequency data.[J:Expert Systems with Applications,2018,118):127-139.
[54]许启发,王侠英,蒋翠侠,熊熊,基于藤copula-CAViaR方法的股市风险溢出效应研究.[J:系统工程理论与实践,2018,38(11):2738-2749.
[55]许启发,丁晓涵,蒋翠侠,基于Expectile回归的均值-ES组合投资决策.[J:中国管理科学,2018,26(10):20-29.
[56]许启发,刘曦,蒋翠侠,虞克明,分位数向量自回归分布滞后模型及脉冲响应分析.[J:系统工程学报,2018,33(4):472-487.
[57]许启发,李辉艳,蒋翠侠,何耀耀,基于QRNN+GARCH方法的供应链金融多期价格风险测度及防范.[J:数理统计与管理,2018,37(4):728-740.
[58]许启发,左俊青,蒋翠侠,基于DCC-MIDAS与参数化策略的时变组合投资决策.[J:系统科学与数学,2018,38(4):438-455.
[59]Xu Qifa,Zhuo Xingxuan,Jiang Cuixia,Liu Xi,Liu Yezheng,Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growthEconomic Modelling.[J:Economic Modelling,2018,75):221-236.
[60]Xu Qifa,Chen Lu,Jiang Cuixia,Yuan Jing,Measuring systemic risk of the banking industry in China: A DCC-MIDAS-t approach.[J:Pacific-Basin Finance Journal,2018,51):13-31.
total92 6/10
first
previous
next
last
Page
map