Zobrazeno 1 - 10
of 119
pro vyhledávání: '"Guangjun Shen"'
Publikováno v:
China Economic Quarterly International, Vol 4, Iss 1, Pp 55-68 (2024)
Targeted Poverty Alleviation (TPA) is an important leverage for China to overcome poverty. While its economic effects are well studied, less is known about the social impact of TPA. Based on trial documents data from the China Judgments Online, we us
Externí odkaz:
https://doaj.org/article/455a7124e67e49ecac57edcfbb524d12
Publikováno v:
China Economic Quarterly International, Vol 1, Iss 1, Pp 59-71 (2021)
China is now facing the challenges of high leverage. Our study has examined the role of firms’ rising debt in explaining the decrease in labor share in recent years. We developed a model to show that firms may strategically use debt to increase the
Externí odkaz:
https://doaj.org/article/8cb573493bcb49569e21b20a3cf5a85a
Publikováno v:
Advances in Difference Equations, Vol 2018, Iss 1, Pp 1-18 (2018)
Abstract In this paper, we obtain two approximations in law of the complex fractional Brownian motion by processes constructed from a Poisson process and a Lévy process, respectively.
Externí odkaz:
https://doaj.org/article/41187c9250d842f8beef71a3c9482922
Publikováno v:
Journal of Inequalities and Applications, Vol 2018, Iss 1, Pp 1-14 (2018)
Abstract We study the minimum Skorohod distance estimation θε∗ $\theta _{\varepsilon}^{\ast }$ and minimum L1 $L_{1}$-norm estimation θε˜ $\widetilde {\theta _{\varepsilon}}$ of the drift parameter θ of a stochastic differential equation dXt=
Externí odkaz:
https://doaj.org/article/dd6b9d3c626e44f4b8117f957ac632d3
Autor:
Guangjun Shen
Publikováno v:
Asian Development Review, Vol 35, Iss 1, Pp 133-154 (2018)
Computer and information technology is considered one of the most powerful engines of modern growth, but more empirical evidence is needed to quantify its impacts. This paper studies the role of computer and information technology in industrial restr
Externí odkaz:
https://doaj.org/article/3f6e83545cce496e93fcfba628e2cc71
Publikováno v:
Advances in Difference Equations, Vol 2017, Iss 1, Pp 1-16 (2017)
Abstract In this paper, we consider the nonergodic Ornstein-Uhlenbeck process X 0 = 0 , d X t = θ X t d t + d B t a , b , t ≥ 0 , $$ X_{0}=0, \quad\quad dX_{t}=\theta X_{t} \,dt+dB_{t}^{a,b},\quad t\geq0, $$ driven by the weighted fractional Brown
Externí odkaz:
https://doaj.org/article/f00615d0ee224d509eb9d44bc2eef291
Autor:
Guangjun Shen, Xiuwei Yin
Publikováno v:
Abstract and Applied Analysis, Vol 2014 (2014)
We consider a fractional bridge defined as dXt=-α(Xt/(T-t))dt+dBtH, 0≤t1/2 and parameter α>0 is unknown. We are interested in the problem of estimating the unknown parameter α>0. Assume that the process is observed at discrete time ti=iΔn, i=0,
Externí odkaz:
https://doaj.org/article/b71ab0f5a93547de949c469564336265
Publikováno v:
Abstract and Applied Analysis, Vol 2014 (2014)
Fractional Brownian motion with Hurst exponent H∈(1/2,1) is a good candidate for modeling financial time series with long-range dependence and self-similarity. The main purpose of this paper is to address the valuation of equity indexed annuity (EI
Externí odkaz:
https://doaj.org/article/4f47245793c24d9f920779889cc0e9de
Publikováno v:
Abstract and Applied Analysis, Vol 2013 (2013)
We investigate the Hölder regularity of the local time of the fractional Ornstein-Uhlenbeck process . As a related problem, we study the collision local time of two independent fractional Ornstein-Uhlenbeck , with respective indices .
Externí odkaz:
https://doaj.org/article/bbecef5e340044a99c7f462aad7a4c5e
Autor:
Junfeng Liu1 junfengliu@nau.edu.cn, Guangjun Shen2 gjshen@163.com
Publikováno v:
ALEA. Latin American Journal of Probability & Mathematical Statistics. 2023, Vol. 20 Issue 2, p1483-1509. 27p.