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机译:GARCH类模型能否在WTI原油市场中获得长期记忆?
Antai College of Economics & Management, Shanghai Jiao Tong University, Fahuazhen Road 535, Shanghai, PR China;
Antai College of Economics & Management, Shanghai Jiao Tong University, Fahuazhen Road 535, Shanghai, PR China;
School of Economics & Management, Southwest Jiaotong University, The Fist Section of Northern Second Ring Road, Chengdu, Sichuan Province, PR China;
crude oil markets; GARCH-class models; detrended fluctuation analysis; rescaled range analysis; long memory;
机译:预测原油市场波动:使用GARCH类模型的进一步证据
机译:重访中国股市:基于GARCH类模型和多尺度分析
机译:原油市场的效率会受到多重影响吗? WTI原油市场的证据
机译:水平换档双组分自回转性条件异源性模型,用于WTI原油市场
机译:原油中固体沉淀的原油表征和热力学模型。
机译:座谈会论文自适应代理情报和新兴人类组织:通过基于代理的建模来捕捉复杂性:短期交易者及其对金融市场中群体学习的影响
机译:基于改进的CeeMDAN,SCA和RVFL的日常原油价格预测:WTI石油市场案例研究