成果/Result
- The lead-lag relationship between the spot and futures markets in China被引量：39收藏
- 作者：Wang, Donghua Tu, Jingqing Chang, Xiaohui Li, Saiping
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol;Oregon State Univ;Acad Sinica
- 来源：QUANTITATIVE FINANCE 2017
- 关键词：Causality Lead-lag relationship Thermal optimal path CSI 300
- Double correlation model for operational risk: Evidence from Chinese commercial banks被引量：10收藏
- 作者：Xu, Chi Zheng, Chunling Wang, Donghua Ji, Jingru Wang, Nuan
- 机构：East China Univ Sci & Technol;Jingdezhen Univ;East China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2019
- 关键词：Operational risk LDA Double correlation t-copula
- Forecasting Crude Oil Prices with a WT-FNN Model被引量：7收藏
- 作者：Wang, Donghua Fang, Tianhui
- 机构：East China Univ Sci & Technol
- 来源：ENERGIES 2022
- 关键词：crude oil prices forecasting the stochastic time effective function WT-FNN
- Modifying a simple agent-based model to disentangle the microstructure of Chinese and US stock markets被引量：0收藏
- 作者：Ji, JingRu Wang, Donghua Tu, JingQing
- 机构：East China Univ Sci & Technol;East China Univ Sci & Technol
- 来源：QUANTITATIVE FINANCE 2018
- 关键词：Agent-based model Method of simulated moments GSL-div CSI 300 S&P 500
