Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Zhuowei Sun"'
Autor:
Zhuowei, Sun1 (AUTHOR) sunzw21@mails.jlu.edu.cn
Publikováno v:
Communications in Statistics: Simulation & Computation. Jun2024, p1-21. 21p. 2 Illustrations, 4 Charts.
Autor:
Chang Liu, Zhuowei Sun, Congyu Huang, Shunli Wang, Huiming Xing, Shuxiang Guo, Wenzhi Liu, Haibo Li
Publikováno v:
2022 IEEE International Conference on Mechatronics and Automation (ICMA).
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d7f6a753827dff7eebbf17c8a0747485
https://doi.org/10.1109/icma54519.2022.9855922
https://doi.org/10.1109/icma54519.2022.9855922
Publikováno v:
Finance Research Letters. :103897
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a987effcf3c4b9ed89ed0487cf432b20
https://doi.org/10.1016/j.frl.2023.103897
https://doi.org/10.1016/j.frl.2023.103897
Publikováno v:
Lifetime data analysis. 28(2)
Additive hazards model is often used to complement the proportional hazards model in the analysis of failure time data. Statistical inference of additive hazards model with time-dependent longitudinal covariates requires the availability of the whole
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d96a0dd3deb632386bc54c1080dbbb54
https://pubmed.ncbi.nlm.nih.gov/35147908
https://pubmed.ncbi.nlm.nih.gov/35147908
Publikováno v:
SSRN Electronic Journal.
The impact of trades on price dynamics in the European sovereign debt markets is of significant importance to policy makers and market participants. This paper uses high-frequency quote and transaction data from the MTS European sovereign bond inter-
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5a9b22ff2fe6511428d5edef676f97da
https://doi.org/10.2139/ssrn.3472439
https://doi.org/10.2139/ssrn.3472439
Publikováno v:
Sun, Z, Hamill, P A, Li, Y, Yang, Y C & Vigne, S A 2018, ' Did Long-Memory of Liquidity Signal the European Sovereign Debt Crisis? ', Annals of Operations Research, pp. 1-23 . https://doi.org/10.1007/s10479-018-2850-y
This paper analyses high frequency MTS data to comprehensively evaluate the liquidity of the European sovereign bond markets before and during the European sovereign debt crisis for eleven countries. The Hill index, Generalized Hurst exponent and Dyn
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a33719987c3a36fcb61ab50e27c9ea64
https://hdl.handle.net/11385/222788
https://hdl.handle.net/11385/222788
Publikováno v:
Sun, Z, Dunne, P G & Li, Y 2015, ' Price Discovery in the Dual-Platform US Treasury Market ', Global Finance Journal, vol. 28, pp. 95-110 . https://doi.org/10.1016/j.gfj.2015.02.001
Inter-dealer trading in US Treasury securities is almost equally divided between two electronic trading platforms that have only slight differences in terms of their relative liquidity and transparency. BrokerTec is more active in the trading of 2-,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9fe6d72d1c41d9ac0ddcb3550f4b29ab
https://mpra.ub.uni-muenchen.de/61440/1/MPRA_paper_61440.pdf
https://mpra.ub.uni-muenchen.de/61440/1/MPRA_paper_61440.pdf