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内部出版物
Wiley电子期刊(2)
ProQuest学位论文(83)
Elsevier电子期刊(248)
SpringerLink电子期刊(43)
NATURE电子期刊(1)
ACS电子期刊(1)
在“
Elsevier电子期刊
”中,
命中:
248
条,耗时:0.1049473 秒
在所有数据库中总计命中:
378
条
1.
A dynamic component model for
forecasting
high-dimensional realized covariance matrices
作者:
Luc Bauwens
a
;
b
;
Manuela Braione
a
;
Giuseppe Storti
;
c
;
storti@unisa.it
关键词:
Realized covariance
;
dynamic component models
;
multi-step
forecasting
;
iterative algorithm
刊名:Econometrics and Statistics
出版年:2017
2.
Option pricing under time-varying risk-aversion with applications to risk
forecasting
作者:
Rü
;
diger Kiesel
;
a
;
b
;
ruediger.kiesel@uni-due.de
;
Florentin Rahe
c
;
d
;
f.rahe@gmx.de
关键词:
Pricing kernel
;
Option pricing
;
Implied risk premium
;
Value-at-Risk forecast
刊名:Journal of Banking & Finance
出版年:2017
3.
Hazard rate models for core return modeling in auto parts remanufacturing
关键词:
Remanufacturing
;
Core returns
;
Forecasting
;
After
market
;
Hazard rate models
刊名:International Journal of Production Economics
出版年:2017
4.
Market
risk
forecasting
for high dimensional portfolios via factor copulas with GAS dynamics
作者:
Mariana Bartels
a
;
Flavio A. Ziegelmann
b
;
flavioz@ufrgs.br" class="auth_mail" title="E-mail the corresponding author
关键词:
Dynamic factor copula
;
GAS
;
Value at Risk
;
Expected Shortfall
;
Forecasting
刊名:Insurance: Mathematics and Economics
出版年:2016
5.
An intelligent pattern recognition model for supporting investment decisions in stock
market
作者:
Tai-liang Chen
a
;
97007@mail.wzu.edu.tw" class="auth_mail" title="E-mail the corresponding author
;
too.cool.chen@gmail.com" class="auth_mail" title="E-mail the corresponding author
;
Feng-yu Chen
b
关键词:
Stock
market
forecasting
;
Perceptually important point (PIP) identification matching
;
Template matching technique
;
Chart pattern
;
Technical indicator
刊名:Information Sciences
出版年:2016
6.
Demand
forecasting
with high dimensional data: The case of SKU retail sales
forecasting
with intra- and inter-category promotional information
作者:
Shaohui Ma
a
;
msh@tju.edu.cn" class="auth_mail" title="E-mail the corresponding author
;
shaohui.ma@hotmail.com" class="auth_mail" title="E-mail the corresponding author
;
Robert Fildes
b
;
r.fildes@lancaster.ac.uk" class="auth_mail" title="E-mail the corresponding author
;
Tao Huang
c
;
t.huang@kent.ac.uk" class="auth_mail" title="E-mail the corresponding author
关键词:
Analytics
;
OR in
market
ing
;
Forecasting
;
Retailing
;
Promotions
刊名:European Journal of Operational Research
出版年:2016
7.
Probabilistic
forecasting
of hourly electricity prices in the medium-term using spatial interpolation techniques
作者:
Antonio Bello
;
Antonio.Bello@iit.comillas.edu" class="auth_mail" title="E-mail the corresponding author
Author Vitae
;
Javier RenesesAuthor Vitae
;
Antonio Muñ
;
ozAuthor Vitae
;
André
;
s DelgadilloAuthor Vitae
关键词:
Electricity prices
;
Medium-term probabilistic
forecasting
;
Medium-term hourly prediction
;
Monte Carlo simulation
刊名:International Journal of
Forecasting
出版年:2016
8.
Joint Use of Hydrological Modeling and Large-scale Stochastic Optimization Techniques Applied to the Nordic Power System
作者:
Joachim Dahl Jensen
a
;
joachim.dahl.jensen@gmail.com" class="auth_mail" title="E-mail the corresponding author
;
Torjus Folsland Bolkesjø
;
b
;
Bjø
;
rn Sø
;
nju-Moltzau
c
关键词:
Stochastic Dual Dynamic Programming (SDDP)
;
Hydrological modelling
;
Power
market
s
;
Benchmarking.
刊名:Energy Procedia
出版年:2016
9.
Consumption, wealth, stock and housing returns: Evidence from emerging
market
s
作者:
Guglielmo Maria Caporale
a
;
Guglielmo-Maria.Caporale@brunel.ac.uk" class="auth_mail" title="E-mail the corresponding author
;
Ricardo M. Sousa
b
;
c
;
rjsousa@eeg.uminho.pt" class="auth_mail" title="E-mail the corresponding author
;
rjsousa@alumni.lse.ac.uk" class="auth_mail" title="E-mail the corresponding author
关键词:
E21
;
E44
;
D12
刊名:Research in International Business and Finance
出版年:2016
10.
Combining nearest neighbor predictions and model-based predictions of realized variance: Does it pay?
作者:
Juliá
;
n Andrada-Fé
;
lix
a
;
julian.andrada@ulpgc.es" class="auth_mail" title="E-mail the corresponding author
Author Vitae
;
Fernando Ferná
;
ndez-Rodrí
;
guez
a
;
fernando.fernandez@ulpgc.es" class="auth_mail" title="E-mail the corresponding author
Author Vitae
;
Ana-Maria Fuertes
b
;
a.fuertes@city.ac.uk" class="auth_mail" title="E-mail the corresponding author
Author Vitae
关键词:
Realized volatility
;
Volatility
forecasting
;
Non-parametric forecasts
;
Nearest neighbor
;
Long-memory models
;
Forecast combination
;
Straddles
;
Options trading
刊名:International Journal of
Forecasting
出版年:2016
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