Modelling nonlinearities in equity returns: the mean impact curve analysis [0.03%]
股票收益非线性特征的建模：均值影响曲线分析
Martin, Vance L.; Sarkar, Saikat; Kanto et al.
Martin et al.
Breaks, trends and unit roots in commodity prices: a robust investigation [0.03%]
大宗商品价格中的间断、趋势与单位根：一项稳健的实证研究
Ghoshray, Atanu; Kejriwal, Mohitosh; Wohar et al.
Ghoshray et al.
Aloy, Marcel; Dufrénot, Gilles; Tong et al.
Aloy et al.
Alencar, Airlane P.; Morettin, Pedro A.; Toloi et al.
Alencar et al.
Hall, Stephen G.; Kenjegaliev, Amangeldi; Swamy et al.
Hall et al.
Using transfer entropy to measure information flows between financial markets [0.03%]
利用转移熵衡量金融市场之间的信息流
Dimpfl, Thomas; Peter, Franziska Julia
Dimpfl
An extensive study on Markov switching models with endogenous regressors [0.03%]
关于含内生回归量的马尔可夫转换模型的广泛研究
Wang, Xia; Shang, Yuhuang; Zheng et al.
Wang et al.
Franses, Philip Hans; Paap, Richard
Franses
The Danish krone-euro exchange rate and Danmark Nationalbank intervention operations [0.03%]
丹麦克朗与欧元的汇率及丹麦国家银行的干预操作
Reitz, Stefan; Taylor, Mark P.
Reitz
Threshold linkages between volatility and trading volume: evidence from developed and emerging markets [0.03%]
波动率与交易量之间的门槛关联：来自发达市场和新兴市场的证据
Jawadi, Fredj; Ureche-Rangau, Loredana
Jawadi