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Wiley电子期刊(4)	ProQuest学位论文(22)	Elsevier电子期刊(218)
SpringerLink电子期刊(69)	NATURE电子期刊(1)	ACS电子期刊(2)

在“Elsevier电子期刊”中，命中：218条，耗时：小于0.01 秒

在所有数据库中总计命中：316条

1.Dynamic correlations and domestic-global diversification

作者：Leon Li ^{leonli@waikato.ac.nz}

关键词：G11 ; G15

刊名：Research in International Business and Finance

出版年：2017

2.Understanding the determinants of volatility clustering in terms of stationary Markovian processes

作者：S. Miccichè ; ^{salvatore.micciche@unipa.it" class="auth_mail" title="E-mail the corresponding author}

关键词：Volatility ; Econophysics ; Long-range correlation ; Stochastic processes ; First passage time

刊名：Physica A: Statistical Mechanics and its Applications

出版年：2016

3.Price clustering and the stability of stock prices

作者：Benjamin M. Blau^a ; ^{ben.blau@usu.edu" class="auth_mail" title="E-mail the corresponding author} ; Todd G. Griffith^b ; ^{tgriffith@bus.olemiss.edu" class="auth_mail" title="E-mail the corresponding author}

关键词：Price clustering ; Round prices ; Volatility ; Cognitive biases

刊名：Journal of Business Research

出版年：2016

4.GARCH-based robust clustering of time series

作者：Pierpaolo D'Urso^a ; ^{pierpaolo.durso@uniroma1.it" class="auth_mail" title="E-mail the corresponding author} ; Livia De Giovanni^b ; ^{ldegiovanni@luiss.it" class="auth_mail" title="E-mail the corresponding author} ; Riccardo Massari^a ; ^{riccardo.massari@uniroma1.it" class="auth_mail" title="E-mail the corresponding author}

关键词：Heteroskedastic time series ; Unconditional and time-varying volatility ; GARCH model ; Fuzzy partitioning around medoids ; Outliers ; Robust metric ; Noise cluster ; Trimming ; Volatilities daily stocks returns ; International stock-market volatility daily returns

刊名：Fuzzy Sets and Systems

出版年：2016

5.Volatility clustering: A nonlinear theoretical approach

作者：Xue-Zhong He^a ; ^{tony.he1@uts.edu.au" class="auth_mail" title="E-mail the corresponding author} ; Kai Li^a ; ^{kai.li@uts.edu.au" class="auth_mail" title="E-mail the corresponding author} ; Chuncheng Wang^b ; ^{wangchuncheng@hit.edu.cn" class="auth_mail" title="E-mail the corresponding author}

关键词：D84 ; E32 ; G12

刊名：Journal of Economic Behavior and Organization

出版年：2016

6.Impact of volatility clustering on equity indexed annuities

作者：Donatien Hainaut ^{donatien.hainaut@uclouvain.be}

关键词：Variable annuities ; Life insurance ; Hawkes process ; Self-exciting process ; Jump process

刊名：Insurance: Mathematics and Economics

出版年：2016

7.Structural changes and volatility correlation in nonferrous metal market

作者：Dan WU ; Zhen-hua HU ; ^{csuhuzhenhua@163.com" class="auth_mail" title="E-mail the corresponding author}

关键词：copper ; zinc ; aluminum ; nonferrous metals price ; structural changes ; DCC-GARCH model ; volatility dynamic correlation

刊名：Transactions of Nonferrous Metals Society of China

出版年：2016

8.Empirical analysis of stock indices under a regime-switching model with dependent jump size risks

作者：Yuan-Lin Hsu^a ; ^{emmahsu@mail.shu.edu.tw" class="auth_mail" title="E-mail the corresponding author} ; Shih-Kuei Lin^b ; ^{square@nccu.edu.tw" class="auth_mail" title="E-mail the corresponding author} ; Ming-Chin Hung^c ; ^{nhungg@scu.edu.tw" class="auth_mail" title="E-mail the corresponding author} ; Tzu-Hui Huang^b

关键词：Markov regime-switching model ; Volatility clustering ; Jump risks ; Stock index

刊名：Economic Modelling

出版年：2016

9.Modelling volatility recurrence intervals in the Chinese commodity futures market

作者：Weijie Zhou^a ; ^{zhouweijie769367@163.com" class="auth_mail" title="E-mail the corresponding author} ; Zhengxin Wang^b ; Haiming Guo^a

关键词：Recurrence interval ; Weibull function ; Memory ; Clustering ; Monte Carlo simulation

刊名：Physica A: Statistical Mechanics and its Applications

出版年：2016

10.Statistical properties of country risk ratings under oil price volatility: Evidence from selected oil-exporting countries

作者：Chang Liu^a ; ^b ; Xiaolei Sun^a ; ^{xlsun@casipm.ac.cn" class="auth_mail" title="E-mail the corresponding author} ; Jianming Chen^a ; Jianping Li^a

关键词：Country risk rating ; Oil price ; Oil-exporting country ; Volatility property ; Country clustering

刊名：Energy Policy

出版年：2016

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