Application of Heston's model to the Chinese stock market

von Liu, Guifang
Veröffentlicht in Emerging markets finance & trade (2017)

Hedging effectiveness with S&P 500 index futures under different volatility regimes

von Xu, Weijun
Veröffentlicht in Financial hedging (2009)

A new energy model to capture the behavior of energy price processes

von Xu, Weijun
Veröffentlicht in Economic modelling (2012)

Fuzzy possibilistic portfolio selection model with VaR constraint and risk-free investment

von Li, Ting
Veröffentlicht in Economic modelling (2013)

An empirical estimation for mean-reverting coal prices with long memory

von Sun, Qi
Veröffentlicht in Economic modelling (2013)

An automatic method to reach consensus in a local context for AHP group decision making

von Dong, Yucheng
Veröffentlicht in European journal of industrial engineering (2013)

Predicting financial distress of Chinese listed companies using machine learning : to what extent does textual disclosure matter?

von Zhao, Qi
Veröffentlicht in International review of financial analysis (2023)

Multi-behavior Guided Temporal Graph Attention Network for Recommendation

von Xu, Weijun
Veröffentlicht in PAKDD (27. : 2023 : Osaka; Online) Advances in Knowledge Discovery and Data Mining ; Part 3 (2023)

A novel jump diffusion model based on SGT distribution and its applications

von Xu, Weijun
Veröffentlicht in Economic modelling (2016)

Online algorithms for the vehicle scheduling problem with time objective

von Hu, Maolin
Veröffentlicht in Internet and network economics (2005)

Pricing black-scholes options with correlated credit risk and jump risk

von Xu, Weidong
Veröffentlicht in Applied economics letters (2015)

A jump-diffusion approach to modelling vulnerable option pricing

Veröffentlicht in Finance research letters (2012)

Forecasting energy consumption using a new GM-ARMA model based on HP filter : the case of Guangdong Province of China

Veröffentlicht in Economic modelling (2015)

A jump-diffusion model for option pricing under fuzzy environments

Veröffentlicht in Insurance / Mathematics & economics (2009)

ESG disclosure and investor welfare under asymmetric information and imperfect competition

von Ji, Yucheng
Veröffentlicht in Pacific-Basin finance journal (2023)

Public disclosure with information sharing in financial market

von Xu, Weijun
Veröffentlicht in Finance research letters (2023)

Dynamic asset allocation with jump risk

Veröffentlicht in Journal of risk (2010)

A modified least-squares simulation approach to value American barrier options

Veröffentlicht in Computational economics (2014)

Coordination of supply chain with a revenue-sharing contract under demand disruptions when retailers compete

Veröffentlicht in International journal of production economics (2012)

Ru xue yu qu yi

von Xu, Huayun
Veröffentlicht 201612