Zobrazeno 1 - 10
of 42
pro vyhledávání: '"Yirong Huang"'
Publikováno v:
AIMS Mathematics, Vol 9, Iss 6, Pp 16468-16485 (2024)
Long memory in test statistics can either originate from fractional integration or be spuriously induced by a short memory process with a structural break. This research estimated and detected long memory from the two causes by simulations and empiri
Externí odkaz:
https://doaj.org/article/5d577b40dfd7439b8566152095928a44
Publikováno v:
IEEE Access, Vol 9, Pp 93315-93330 (2021)
The Hurst index is widely used to describe the long memory process of time series in economics, finance, and other fields. The setting for Hurst index estimation has not been thoroughly investigated by current literature. Many scholars choose the est
Externí odkaz:
https://doaj.org/article/5d4528aa774e4b649ab527c5356cc7b1
Publikováno v:
Journal of Applied Economics, Vol 24, Iss 1, Pp 416-440 (2021)
We investigate the impact of the global economic policy uncertainty (GEPU) on stock volatility for nine emerging economies (Brazil, Russia, India, China, South Africa, Mexico, Indonesia, South Korea, and Turkey). We employ an expanded GARCH-MIDAS app
Externí odkaz:
https://doaj.org/article/d8cf26932e2c4d048f0f9c0352772471
Publikováno v:
The Journal of Physical Chemistry Letters. 13:10612-10620
Diffusion is an essential means of mass transport in porous materials such as hydrogels, which are appealing in various biomedical applications. Herein, we investigate the diffusive motion of nanoparticles (NPs) in porous hydrogels to provide a micro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::216768b9cd9c800ba17ec0a408e1d771
https://doi.org/10.1021/acs.jpclett.2c02733
https://doi.org/10.1021/acs.jpclett.2c02733
Publikováno v:
Interkulturelles Forum der deutsch-chinesischen Kommunikation. 2:115-128
Zusammenfassung Der Sinologe und Theologe Richard Wilhelm leistete durch seine Übersetzungen klassischer chinesischer philosophischer Werke und durch seine bahnbrechende Erforschung der chinesischen Kultur einen großen Beitrag zur Überlieferung de
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7b3bcbec3d5eed6c4c4e01656a87cda0
https://doi.org/10.1515/ifdck-2022-0004
https://doi.org/10.1515/ifdck-2022-0004
Publikováno v:
IEEE Access, Vol 9, Pp 93315-93330 (2021)
The Hurst index is widely used to describe the long memory process of time series in economics, finance, and other fields. The setting for Hurst index estimation has not been thoroughly investigated by current literature. Many scholars choose the est
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9a1d56e3542157fe9d9a6f66e9676a9d
https://ieeexplore.ieee.org/document/9458271/
https://ieeexplore.ieee.org/document/9458271/
Publikováno v:
Journal of Applied Economics, Vol 24, Iss 1, Pp 416-440 (2021)
We investigate the impact of the global economic policy uncertainty (GEPU) on stock volatility for nine emerging economies (Brazil, Russia, India, China, South Africa, Mexico, Indonesia, South Korea, and Turkey). We employ an expanded GARCH-MIDAS app
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::24df0787ba60f4fc545925997ac76ca6
https://doi.org/10.1080/15140326.2021.1953913
https://doi.org/10.1080/15140326.2021.1953913
The property of long memory and its parameter estimate are important in financial econometrics. This paper proposes a novel Bayesian approach to estimate the fractional differencing order and compares its performance with rescaled range analysis (R/S
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::87c1af852851fdb40fa1e79dcb910e75
Publikováno v:
BioResources. 14:9853-9866
Autonomous self-repairing properties can prolong the service life of materials. In this paper, galactomannan hydrogel with high mechanical strength was prepared by graft copolymerization of galactomannan with acrylamide and octadecyl methacrylate in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::551f62195632778df4ab031acd9a8190
https://doi.org/10.15376/biores.14.4.9853-9866
https://doi.org/10.15376/biores.14.4.9853-9866
Autor:
Yirong Huang, Yi Luo
Publikováno v:
China Finance Review International. 9:324-337
PurposeThe purpose of this paper is to explore whether stock index volatility series exhibit real long memory.Design/methodology/approachThe authors employ sequential procedure to test structural break in volatility series, and use DFA and 2ELW to es
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::adae46586eae13a33fed72f16cf2384b
https://doi.org/10.1108/cfri-11-2017-0222
https://doi.org/10.1108/cfri-11-2017-0222