Results 1 to 10 of about 52 (43)
Complexity, 2021 This paper is concerned with the multivariate stochastic volatility modeling of the stock market. We investigate a DGC-t-MSV model to find the historical volatility spillovers between nine markets, including S&P, Nasdaq, SSE, SZSE, HSI, FTSE, CAC, DAX ...
Jing Zhang, Ya-ming Zhuang
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An Empirical Analysis of Oil and Stock Markets’ Volatility Based on the DGC-MSV-t Model
Journal of Mathematics, 2021 We investigate the spillover effect between crude oil future prices, crude oil spot prices, and stock index by using the multivariate stochastic volatility model.
Jing Zhang, Ya-Ming Zhuang, Jia-Bao Liu
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Abstracts of the 79th Annual Meeting of the Japanese Cancer Association; 2020 Oct 1‐3; Hiroshima, Japan as Cancer Science, Supplement 1, Vol 112 (2021) [PDF]
Cancer Sci, 2021 Cancer Science, Volume 112, Issue S1, Page 1-1072, February 2021.
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Volatility Spillover Effects Between Carbon Futures and Stock Markets: A DGC-t-MSV-BN Model
MathematicsThis paper applies the Multivariate Stochastic Volatility (MSV) model, alongside its extended DGC-t-MSV model, and integrates Bayesian methods with MCMC techniques to develop the DGC-t-MSV-BN model.
Jining Wang, Tian Man, Lei Wang
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MathematicsThis study employed the dynamic conditional correlation algorithm and incorporated the temporal dynamics of spillover effect to enhance the Multivariate Stochastic Volatility (MSV) model.
Jining Wang, Renjie Zeng, Lei Wang
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Price Volatility Spillovers in Energy Supply Chains: Empirical Evidence from China
EnergiesBased on the theoretical framework of Multivariate Stochastic Volatility (MSV), this paper combines the Dynamic Generalized Correlation (DGC) model with the t-distribution, establishes the DGC-t-MSV model, and employs the Markov Chain Monte Carlo (MCMC ...
Lei Wang, Yu Sun, Jining Wang
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A Route to Ultra‐Fast Amplitude‐Only Spatial Light Modulation using Phase‐Change Materials
Advanced Optical Materials, Volume 11, Issue 18, September 18, 2023., 2023 The ability to control the amplitude and phase of optical wavefronts has many important applications, including beam steering, image processing, aberration compensation, optical computing, and more. Conventional approaches to wavefront control include liquid crystal spatial light modulators and digital micromirror devices.
Joe Shields +5 more
wiley +1 more source
Austral Ecology, Volume 48, Issue 5, Page 877-884, August 2023., 2023 Abstract Conservation management cannot proceed in the absence of the basic ecological data necessary to develop conservation strategies for a species. Species considered Data Deficient and possibly extinct are poorly known, and are often overlooked in conservation planning.
Kelsey A. Graham +3 more
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Complexity, Volume 2021, Issue 1, 2021., 2021 This paper examines the spillover effect between bitcoin, gold, crude oil, and major stock markets by using the MSV model with dynamic correlation and Granger causality. The empirical results of the DC‐GC‐MSV model are logically correct and convergent. The DIC test result has proved that the DC‐GC‐MSV model is better and more accurate.
Jing Zhang, Qi-zhi He, M. Irfan Uddin
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T and N Staging of Gastric Cancer Using Dual‐Source Computed Tomography
Gastroenterology Research and Practice, Volume 2018, Issue 1, 2018., 2018 Aim. This study is aimed at comparing gastric cancer T and N staging between virtual monochromatic energy images and fusion images generated by dual‐source computed tomography (DSCT) dual‐energy mode data acquisition prospectively while measuring the iodine concentration of gastric cancer and lymph nodes at different T and N stages from iodine map ...
Zhao-Yong Xie +5 more
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