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Elsevier电子期刊(1538)

在“Elsevier电子期刊”中，命中：1,538条，耗时：0.3048839 秒

在所有数据库中总计命中：1,538条

1.Consistent pricing of VIX and equity derivatives with the 4/2 stochastic volatility plus jumps model

作者：Wei Lin^a ; ^{weilin1991@zju.edu.cn" class="auth_mail" title="E-mail the corresponding author} ; ^{mathslin@126.com" class="auth_mail" title="E-mail the corresponding author} ; Shenghong Li^a ; ^{shli@zju.edu.cn" class="auth_mail" title="E-mail the corresponding author} ; Xingguo Luo^b ; ^{xgluo@zju.edu.cn" class="auth_mail" title="E-mail the corresponding author} ; Shane Chern^a ; ¹ ; ^{shanechern@zju.edu.cn" class="auth_mail" title="E-mail the corresponding author} ; ^{chenxiaohang92@gmail.com" class="auth_mail" title="E-mail the corresponding author}

关键词：Stochastic volatility ; 4/2 Model ; VIX derivatives ; Transform

刊名：Journal of Mathematical Analysis and Applications

出版年：2017

2.Oil price and exchange rate co-movements in Asian countries: Detrended cross-correlation approach

作者：Muntazir Hussain^a ; ^{muntazir@mail.ustc.edu.cn" class="auth_mail" title="E-mail the corresponding author} ; Gilney Figueira Zebende^b ; ^{gfzebende@hotmail.com" class="auth_mail" title="E-mail the corresponding author} ; Usman Bashir^a ; ^{usman@mail.ustc.edu.cn" class="auth_mail" title="E-mail the corresponding author} ; Ding Donghong^a ; ^{ddh@ustc.edu.cn" class="auth_mail" title="E-mail the corresponding author}

关键词：DFA ; DCCA ; ρDCCAρDCCA ; Granger causality ; Exchange rate ; Oil prices

刊名：Physica A: Statistical Mechanics and its Applications

出版年：2017

3.Takeover protection and stock price crash risk: Evidence from state antitakeover laws

作者：Rahul Bhargava ^{rahulb@unr.edu" class="auth_mail" title="E-mail the corresponding author} ; Sheri Faircloth ^{sherif@unr.edu" class="auth_mail" title="E-mail the corresponding author} ; Hongchao Zeng ; ^{hzeng@unr.edu" class="auth_mail" title="E-mail the corresponding author}

关键词：Takeover protection ; Stock price crash risk ; State antitakeover laws ; Corporate governance ; Agency conflicts

刊名：Journal of Business Research

出版年：2017

4.Computing equilibrium prices for a capital asset pricing model with heterogeneous beliefs and margin-requirement constraints

作者：Jun Tong^a ; ^{juntong11@fudan.edu.cn" class="auth_mail" title="E-mail the corresponding author} ; ^{tongjunsh@yahoo.com" class="auth_mail" title="E-mail the corresponding author} ; Jiaqiao Hu^b ; ^{jqhu@ams.sunysb.edu" class="auth_mail" title="E-mail the corresponding author} ; Jianqiang Hu ; ^a ; ^{hujq@fudan.edu.cn" class="auth_mail" title="E-mail the corresponding author}

关键词：(B)Finance ; Equilibrium price ; Margin requirement ; Ta^tonnement

刊名：European Journal of Operational Research

出版年：2017

5.Clustering stock price time series data to generate stock trading recommendations: An empirical study

作者：Binoy B. Nair^a ; ^{b_binoy@cb.amrita.edu" class="auth_mail" title="E-mail the corresponding author} ; P.K. Saravana Kumar^a ; ^{pksaravanakumar@gmail.com" class="auth_mail" title="E-mail the corresponding author} ; N.R. Sakthivel^b ; ^{nr_sakthivel@cb.amrita.edu" class="auth_mail" title="E-mail the corresponding author} ; U. Vipin^a ; ^{vipunne@gmail.com" class="auth_mail" title="E-mail the corresponding author}

关键词：Stock ; Trading ; Recommender ; Clustering ; Time-series

刊名：Expert Systems with Applications

出版年：2017

6.An optimal control of inventory under probablistic replenishment intervals and known price increase

作者：Ata Allah Taleizadeh^a ; ^{taleizadeh@ut.ac.ir" class="auth_mail" title="E-mail the corresponding author} ; Hamid Reza Zarei^a ; ^{h.r.zarei@ut.ac.ir" class="auth_mail" title="E-mail the corresponding author} ; Bhaba R. Sarker^b ; ^{basrker@lsu.edu" class="auth_mail" title="E-mail the corresponding author}

关键词：Inventory control ; Partial backordering ; Probabilistic replenishment intervals ; Special order ; Known price increase

刊名：European Journal of Operational Research

出版年：2017

7.A review of compressed-air hybrid technology in vehicle system

作者：F. Wasbari^a ; ^b ; ^{faizil@utem.edu.my" class="auth_mail" title="E-mail the corresponding author} ; R.A. Bakar^a ; ^{rosli@ump.edu.my" class="auth_mail" title="E-mail the corresponding author} ; L.M. Gan^a ; ^{ming@ump.edu.my" class="auth_mail" title="E-mail the corresponding author} ; M.M. Tahir^b ; ^{musthafah@utem.edu.my" class="auth_mail" title="E-mail the corresponding author} ; A.A. Yusof^b ; ^{anas@utem.edu.my" class="auth_mail" title="E-mail the corresponding author}

关键词：Hydro-pneumatic ; Hybrid air ; Compressed-air technology ; Hybrid pneumatic engine

刊名：Renewable and Sustainable Energy Reviews

出版年：2017

8.An energy based force prediction method for UD-CFRP orthogonal machining

作者：Hao Li^a ; ^{haolitju@tju.edu.cn" class="auth_mail" title="E-mail the corresponding author} ; Xuda Qin^a ; ^{qxd@tju.edu.cn" class="auth_mail" title="E-mail the corresponding author} ; Gaiyun He^a ; ^{hegaiyun@tju.edu.cn" class="auth_mail" title="E-mail the corresponding author} ; Mark A. Price^b ; ^{M.Price@qub.ac.uk" class="auth_mail" title="E-mail the corresponding author} ; Yan Jin^b ; ^{y.jin@qub.ac.uk" class="auth_mail" title="E-mail the corresponding author} ; Dan Sun^b ; ^{d.sun@qub.ac.uk" class="auth_mail" title="E-mail the corresponding author}

关键词：CFRP ; Cutting energy ; Cutting mechanics ; Force prediction

刊名：Composite Structures

出版年：2017

9.Demand response program in Singapore’s wholesale electricity market

作者：Shengfeng Zhou^a ; ^{Shengfeng.zhou@dnvgl.com" class="auth_mail" title="E-mail the corresponding author} ; Zhen Shu^a ; ^{zhen.shu@dnvgl.com" class="auth_mail" title="E-mail the corresponding author} ; Yue Gao^b ; ^{ygao007@e.ntu.edu.sg" class="auth_mail" title="E-mail the corresponding author} ; Hoay Beng Gooi^b ; ^{ehbgooi@ntu.edu.sg" class="auth_mail" title="E-mail the corresponding author} ; Shuaixun Chen^a ; ^{shuaixun.chen@dnvgl.com" class="auth_mail" title="E-mail the corresponding author} ; Kelvin Tan^a ; ^{kelvin.tan@dnvgl.com" class="auth_mail" title="E-mail the corresponding author}

关键词：Singapore electricity market ; Market clearing model (MCM) ; Market clearing price (MCP) ; Demand response (DR) ; Incentive payment ; Linear programming (LP)

刊名：Electric Power Systems Research

出版年：2017

10.Interaction between channel strategy and store brand decisions

作者：Yannan Jin^a ; ^{jin.yannan@sufe.edu.cn" class="auth_mail" title="E-mail the corresponding author} ; Xiaole Wu ; ^b ; ^{wuxiaole@fudan.edu.cn" class="auth_mail" title="E-mail the corresponding author} ; Qiying Hu^b ; ^{qyhu@fudan.edu.cn" class="auth_mail" title="E-mail the corresponding author}

关键词：Store brand ; Channel strategy ; Pricing flexibility

刊名：European Journal of Operational Research

出版年：2017

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