2. 您的位置
3. 首页
4. 会议论文
5. The Volatility Factors Analysis of the International Crude Oil Futures

The Volatility Factors Analysis of the International Crude Oil Futures

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：klwxm

【摘 要】

：

　　In this paper,starts from the actual market datas,uses Logarithmic-log-linear regression model,Grange model,ARCH model to study the influence of various fac

【作 者】

：

Chen Xiaoguo 

【机 构】

：

Guangdong Univ.of Petrochemical Tech.

【出 处】

：

第八届工业与应用数学国际大会

【发表日期】

：

2015年期

下载到本地 , 更方便阅读

下载此文 赞助VIP

声明 : 本文档内容版权归属内容提供方 , 如果您对本文有版权争议 , 可与客服联系进行内容授权或下架

论文部分内容阅读

　　In this paper,starts from the actual market datas,uses Logarithmic-log-linear regression model,Grange model,ARCH model to study the influence of various factors on the crude oil futures price volatility.

其他文献

Generalized Sensitivity Functions and Parameter Subset Selection for A Model of the Cardiovascular S

　　Demands on accuracy of models,particularly in life sciences,lead to models involving large numbers of parameters.

会议

Modeling Techniques for Complex Biological Systems

　　Mathematical models when used in conjunction with data can be powerful tools in uncovering mechanisms in complex biological systems.

会议

Mathematical Modeling of Malignant Brain Tumor with Immunostimulatory Glycoprotein,T11 Target Struct

　　T11 Target structure,a membrane glycoprotein isolated from sheep erythrocytes,reverses the immune suppressed state of brain tumor induced animals by boostin

会议

Modeling Surgical Outcomes and Drug Delivery in the Nasal Passages

　　Outcomes from nasal surgery are sometimes difficult to predict a priori in treatment of nasal diseases; and little is known if topical medications are reach

会议

Bridging Coarse Grained Molecular Dynamics of Proteins and Continuum Deformation of Protein Complexe

　　Here we propose to compute the strain-stress constitutive relations from steered coarse-grained molecular dynamics simulations of proteins.

会议

Biomolecular System Modelled by PNP Equations and Its Modified Versions,Size-modified PNP and FMT-PN

　　Ionic finite size can impose considerable effects to both the equilibrium and non-equilibrium properties of a solvated molecular system,such as the solvatio

会议

Theoretical Understanding of Charged Particles in Complex Environments

　　The theoretical understanding of ion interaction and transport has been attracting longstanding interest in different branches of mathematics,such as potent

会议

Stability Analysis of A Solute-Solvent Interface:Effect of Geometry,Hydrodynamics,and Electrostatics

　　The solute-solvent interface that separates biological molecules from their surrounding aqueous solvent characterizes the conformation and dynamics of such

会议

TMSmesh:A Robust Method for Meshing Large Biomolecular Gaussian Surface and Its Applications in Impl

　　Recently,with the developments of advanced mathematical modeling in the field of implicit solvent modeling and simulation,providing surface meshes with good

会议

Calibration of Local-stochastic Volatility Models to Barrier Options Using A Dupire-type PDE

　　We derive a forward equation for arbitrage-free barrier option prices in terms of Markovian projections of a stochastic volatility process.

会议