成果/Result
- Nonlinear behaviour of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests被引量：20收藏
- 作者：Qian, Xi-Yuan Song, Fu-Tie Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2008
- 关键词：threshold autoregressive (TAR) model unit root Chinese stock market regime change crashes
- Relationship between Entropy and Dimension of Financial Correlation-Based Network被引量：18收藏
- 作者：Nie, Chun-xiao Song, Fu-tie
- 机构：East China Univ Sci & Technol
- 来源：ENTROPY 2018
- 关键词：fractal dimension Renyi index minimum spanning tree (MST) planar maximally filtered graph (PMFG) finance
- Entropy of Graphs in Financial Markets被引量：14收藏
- 作者：Nie, Chun-Xiao Song, Fu-Tie
- 机构：Zhejiang Gongshang Univ;East China Univ Sci & Technol
- 来源：COMPUTATIONAL ECONOMICS 2021
- 关键词：Renyi index Financial graph Correlation matrix Eigenvalues
- Carbon price prediction under output uncertainty被引量：5收藏
- 作者：Liu, Na Song, Futie
- 机构：East China Univ Sci & Technol
- 来源：ENVIRONMENTAL SCIENCE AND POLLUTION RESEARCH 2022
- 关键词：Output growth uncertainty EZ climate model Carbon price Marginal abatement cost Population growth rate Per capita output growth rate
- Marginal Abatement Cost of Carbon Emissions under Different Shared Socioeconomic Pathways被引量：5收藏
- 作者：Liu, Na Song, Futie
- 机构：East China Univ Sci & Technol
- 来源：SUSTAINABILITY 2021
- 关键词：EZ climate model shared socioeconomic pathways marginal abatement cost average mitigation rate
