Sch. of Econ. Manage., Beijing Univ. of Chem. Technol., Beijing, China;
exchange rates; forecasting theory; wavelet transforms; Chinese RMB; Europe Euro; VaR forecasting; exchange markets; exchange rate portfolio; multiscale dynamic correlation characteristics; multivariate wavelet analysis; semiparametric model; time varying correlations; value at risk estimation algorithm; Biological system modeling; Correlation; Data models; Educational institutions; Exchange rates; Investment; Portfolios; Cross-correlation; Exchange Market; Multivaraite Wavelet Analysis; Wavelet Denoising Algorithm;
机译:石油价格和汇率组合的依赖性和风险评估:基于小波的方法
机译:用基于小波的极值理论估算和预测投资组合的风险价值:来自原油价格和美国汇率的证据
机译:汇率和利率风险下的最优投资组合和消费决策:跳跃扩散法
机译:基于小波估计汇率产品组合价值的方法
机译:汇率风险溢价估算和汇率转让进口价格的分析
机译:一种基于出生率和突发事件的非参数估计发生率和终生风险的新方法
机译:根据汇率和利率风险确定最佳投资组合和消费决策。跳跃扩散方法