Zobrazeno 1 - 10
of 10
pro vyhledávání: '"Zisheng Ouyang"'
Publikováno v:
China Finance Review International, 2016, Vol. 6, Issue 3, pp. 284-303.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/CFRI-08-2015-0118
Autor:
Zisheng Ouyang, Xuewei Zhou
Publikováno v:
Research in International Business and Finance. 65:101944
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3631429bbb37309859fefbff70c65f2a
https://doi.org/10.1016/j.ribaf.2023.101944
https://doi.org/10.1016/j.ribaf.2023.101944
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 600:127518
In this paper, we use the improved event study method to analyze the changes in the systemic risk trends of various financial sectors after the outbreak of COVID-19. The analysis is based on the daily return data of 45 Chinese financial institutions
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b3e4bd1d028ea402ed5a396effd13eae
https://doi.org/10.1016/j.physa.2022.127518
https://doi.org/10.1016/j.physa.2022.127518
Publikováno v:
China Finance Review International. 6:284-303
Purpose – The purpose of this paper is to study the correlation structure of the credit spreads. Design/methodology/approach – The minimal spanning tree is used to find the risk center node and the basic correlation structure of the credit spread
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d580c4f743e30781e1f7b9420c69664c
https://doi.org/10.1108/cfri-08-2015-0118
https://doi.org/10.1108/cfri-08-2015-0118
Autor:
Changqing Luo, Zisheng Ouyang
Publikováno v:
Economic Modelling. 40:152-157
Based on the Bayesian stochastic frontier analysis (BSFA), this paper empirically studies the pricing efficiency of initial public offering in the ChiNext market from October 2009 to January 2014. The average pricing efficiency calculated by the BSFA
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::146330939f7de48d9bcd42e2f0dae436
https://doi.org/10.1016/j.econmod.2014.03.030
https://doi.org/10.1016/j.econmod.2014.03.030
Autor:
Zisheng Ouyang
Publikováno v:
Quality & Quantity. 43:983-991
Value at risk (VaR) is a commonly used tool to measure market risk. In this paper, we discuss the problems of model choice and VaR performance. The VaRs of daily returns of the Shanghai and Shenzhen indexes are calculated using equally weighted movin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c83ee549f6c654e1bc07fad8da7c59d5
https://doi.org/10.1007/s11135-007-9157-4
https://doi.org/10.1007/s11135-007-9157-4
Publikováno v:
Plant Ecology. 179:1-19
In this paper, we compare the relationship between scale and period in ecological pattern analysis and wavelet analysis. We also adapt a commonly used wavelet, the Morlet, to ecological pattern analysis. Using Monte Carlo assessments, we apply method
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::729d1aae0a9c383eb22542f53dc95290
https://doi.org/10.1007/s11258-004-5089-4
https://doi.org/10.1007/s11258-004-5089-4
Autor:
Zisheng Ouyang
Publikováno v:
Quality & Quantity; Nov2009, Vol. 43 Issue 6, p983-991, 9p, 2 Charts
Autor:
Zisheng, Ouyang, Chi, Xie
Publikováno v:
Applied Mathematics: A Journal of Chinese Universities; Mar2006, Vol. 21 Issue 1, p21-29, 9p
Autor:
Xia, Zhao, Zisheng, Ouyang
Publikováno v:
Applied Mathematics: A Journal of Chinese Universities; Sep2005, Vol. 20 Issue 3, p289-296, 8p