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在“
Elsevier电子期刊
”中,
命中:
322
条,耗时:0.036019 秒
在所有数据库中总计命中:
543
条
1.
Pricing credit default swaps under a multi-
scale
stochastic
volatility
model
作者:
Wenting Chen
a
;
Xinjiang He
b
;
xh016@uowmail.edu.au
关键词:
Credit default swaps
;
Multi-
scale
;
Stochastic
volatility
;
Perturbation method
;
Down-and-out binary option
刊名:Physica A: Statistical Mechanics and its Applications
出版年:2017
2.
The evolution of spillover effects between oil and stock markets across multi-
scale
s using a wavelet-based GARCH-BEKK model
作者:
Xueyong Liu
;
Haizhong An
;
ahz369@163.com" class="auth_mail" title="E-mail the corresponding author
;
Shupei Huang
;
Shaobo Wen
关键词:
Multi-
scale
;
Volatility
spillover
;
Oil price
;
Stock index
;
Wavelet
;
GARCH&ndash
;
BEKK model
刊名:Physica A: Statistical Mechanics and its Applications
出版年:2017
3.
Oil price
volatility
: A real option valuation approach in an African oil field
作者:
Marcelo Nunes Fonseca
a
;
marcelonunes21@yahoo.com.br
;
Edson de Oliveira Pamplona
a
;
pamplona@unifei.edu.br
;
Victor Eduardo de Mello Valerio
a
;
victor.dmv@gmail.com
;
Giancarlo Aquila
a
;
giancarlo.aquila@yahoo.com
;
Luiz Cé
;
lio Souza Rocha
a
;
luizrochamg@hotmail.com
;
Paulo Rotela Junior
b
;
paulo.rotela@gmail.com
关键词:
Exploration
;
Production
;
Production forecast
;
Oil price
volatility
;
Geometric Brownian motion
;
Real option valuation
刊名:Journal of Petroleum Science and Engineering
出版年:2017
4.
Environmental resistance of a Ti
2
AlC-type MAX phase in a high pressure burner rig
作者:
James L. Smialek
James.L.Smialek@nasa.gov" class="auth_mail" title="E-mail the corresponding author
关键词:
Ti2AlC MAX phase
;
Oxidation
;
Scale
volatility
;
Water vapor
;
Burner rig
刊名:Journal of the European Ceramic Society
出版年:2017
5.
Electricity prices, large-
scale
renewable integration, and policy implications
作者:
Evangelos Kyritsis
a
;
Jonas Andersson
a
;
Apostolos Serletis
b
;
Serletis@ucalgary.ca
;
关键词:
C22
;
Q41
;
Q42
刊名:Energy Policy
出版年:2017
6.
Asymptotic theory for large
volatility
matrix estimation based on high-frequency financial data
作者:
Donggyu Kim
a
;
kimd@stat.wisc.edu" class="auth_mail" title="E-mail the corresponding author
;
Yazhen Wang
a
;
yzwang@stat.wisc.edu" class="auth_mail" title="E-mail the corresponding author
;
Jian Zou
b
;
jzou@wpi.edu" class="auth_mail" title="E-mail the corresponding author
关键词:
Multi-
scale
realized
volatility
;
Kernel realized
volatility
;
Pre-averaging realized
volatility
;
Regularization
;
Sparsity
;
Threshold
;
Diffusion
;
Integrated
volatility
刊名:Stochastic Processes and their Applications
出版年:2016
7.
Optimal switching decisions under stochastic
volatility
with fast mean reversion
作者:
Andrianos E. Tsekrekos
a
;
tsekrekos@aueb.gr" class="auth_mail" title="E-mail the corresponding author
;
Athanasios N. Yannacopoulos
;
b
;
ayannaco@aueb.gr" class="auth_mail" title="E-mail the corresponding author
关键词:
Optimal switching problems
;
Multi-
scale
stochastic
volatility
;
Quasi-variational inequalities
;
Hysteresis
刊名:European Journal of Operational Research
出版年:2016
8.
Modeling and forecasting exchange rate
volatility
in time-frequency domain
作者:
Jozef Barunik
;
a
;
b
;
barunik@utia.cas.cz" class="auth_mail" title="E-mail the corresponding author
;
barunik@fsv.cuni.cz" class="auth_mail" title="E-mail the corresponding author
;
Tomas Krehlik
a
;
b
;
Lukas Vacha
a
;
b
关键词:
Realized GARCH
;
Wavelet decomposition
;
Jumps
;
Multi-period-ahead
volatility
forecasting
刊名:European Journal of Operational Research
出版年:2016
9.
Impacts of large-
scale
wind and solar power integration on California׳s net electrical load
作者:
Hamid Shaker
;
hshakera@ucalgary.ca" class="auth_mail" title="E-mail the corresponding author
;
Hamidreza Zareipour
;
David Wood
关键词:
Net load
;
Variable generation
;
Large-
scale
wind and solar integration
;
California renewable energy portfolio
刊名:Renewable and Sustainable Energy Reviews
出版年:2016
10.
Physiochemical properties of carbonaceous aerosol from agricultural residue burning: Density,
volatility
, and hygroscopicity
作者:
Chunlin Li
a
;
Yunjie Hu
a
;
Jianmin Chen
a
;
jmchen@fudan.edu.cn" class="auth_mail" title="E-mail the corresponding author
;
Zhen Ma
a
;
Xingnan Ye
a
;
Xin Yang
a
;
Lin Wang
a
;
Xinming Wang
b
;
Abdelwahid Mellouki
c
关键词:
Smoke particle
;
Density
;
Volatility
;
Hygroscopicity
;
APM
;
V/H-TDMA
刊名:Atmospheric Environment
出版年:2016
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