Showing 3,381 - 3,400 results of 4,079 for search '"Shanghai"', query time: 0.05s Refine Results
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    GENERALIZED ASYMMETRIC POWER ARCH MODELING OF NATIONAL STOCK MARKET RETURNS by Mert URAL

    Published 2009-12-01
    “…Bu çalışmada, sekiz ülkenin ulusal borsa endeks getirilerinde (Nasdaq100, DAX, Nikkei225, Strait Times, MerVal, IPC, Shanghai Composite and ISE100) farklı hata dağılımlarına bağlı olarak oynaklık yapılarını belirlemek üzere Ding, Granger and Engle (1993) tarafından ileri sürülen Genelleştirilmiş Asimetrik Üslü ARCH (APGARCH) modelinin uygulanabilirliği araştırılmıştır. …”
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    Forecasting Volatility with Time-Varying Coefficient Regressions by Qifeng Zhu, Miman You, Shan Wu

    Published 2020-01-01
    “…We extend the heterogeneous autoregressive- (HAR-) type models by explicitly considering the time variation of coefficients in a Bayesian framework and comprehensively comparing the performances of these time-varying coefficient models and constant coefficient models in forecasting the volatility of the Shanghai Stock Exchange Composite Index (SSEC). The empirical results suggest that time-varying coefficient models do generate more accurate out-of-sample forecasts than the corresponding constant coefficient models. …”
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  13. 3393

    Differences in the Values of the Senior Management Team, Antirisk Ability, and Innovation Performance by the Data-Driven Approach: Evidence from 841 Listed Companies in China by Guangyin Tong

    Published 2021-01-01
    “…The data are from China’s Shanghai and Shenzhen A-share listed companies from 2013 to 2018. …”
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    Frequency-Division Combination Forecasting of Stock Market Based on Wavelet Multiresolution Analysis by Shihua Luo, Jiangyou Huo, Zian Dai

    Published 2018-01-01
    “…Using the daily closing price data of SSE (Shanghai Stock Exchange) Composite Index and Shenzhen Component Index as samples, compared with conventional wavelet prediction model, ARIMA model, and BP neural network model, the empirical results show that the new algorithm M-ARIMA-BP can improve the accuracy of volatility forecasting and perform better in predicting prices rising and falling.…”
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  18. 3398

    Corporate Social Responsibility Disclosure, Debt Financing Costs, and Innovation Capacity by Yang Miao, Xiaoxue Zhou, Xin Dai

    Published 2021-01-01
    “…Drawing on a sample of Chinese A-share listed companies in Shanghai and Shenzhen from 2009 to 2018, the study examined the relationship between corporate social responsibility disclosure, debt financing costs, and innovation capacity. …”
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  19. 3399

    Nonlinear Fluctuation Behavior of Financial Time Series Model by Statistical Physics System by Wuyang Cheng, Jun Wang

    Published 2014-01-01
    “…From this financial model, we study the statistical behaviors of return time series, and the corresponding behaviors of returns for Shanghai Stock Exchange Composite Index (SSECI) and Hang Seng Index (HSI) are also comparatively studied. …”
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