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[期刊论文] 作者:TIAN Ding-shi,CAI Zong-wu,FANG, 来源:高校应用数学学报:英文版(B辑) 年份:2019
Since the financial crisis in 2008, the risk measures which are the core of risk management, have received increasing attention among economists and practitione...
[期刊论文] 作者:LIAO Xiao-sai,CAI Zong-wu,CHEN, 来源:高校应用数学学报:英文版 年份:2018
[期刊论文] 作者:LIU Ze-qin,CAI Zong-wu,FANG Yi, 来源:高校应用数学学报:英文版(B辑) 年份:2020
In this paper,we highlight some recent developments of a new route to evaluate macroeconomic policy effects,which are investigated under the framework with pote...
[期刊论文] 作者:XU Qiu-hua,CAI Zong-wu,FANG Yi, 来源:高校应用数学学报:英文版(B辑) 年份:2016
In this review, we highlight some recent methodological and theoretical developments in estimation and testing of large panel data models with cross-sectional d...
[期刊论文] 作者:CAI Nan,CAI Zong-wu,FANG Ying,, 来源:Applied Mathematics:A Journal of Chinese Universities(Series 年份:2013
In this paper, we propose a new test for testing the stability in macroeconomic time series, based on the LASSO variable selection approach and nonparametric es...
[期刊论文] 作者:LI Xia-fei,CAI Zong-wu,REN Yu,, 来源:Applied Mathematics:A Journal of Chinese Universities(Series 年份:2015
测试有条件的大写的财产定价模型(CAPM ) 的有效性是在金融文学的一个难题。Lewellen 和 Nagel [14] 发现在贝它并且在公平奖赏的变化将不得不难以置信地大解释重...
[期刊论文] 作者:TIAN Ding-shi,CAI Zong-wu,FANG Ying, 来源:黑龙江科技信息 年份:2019
本文通过对荣华二采区10...
[期刊论文] 作者:LIAO Xiao-sai,CAI Zong-wu,CHEN Hai-qiang, 来源:黑龙江科技信息 年份:2018
本文通过对荣华二采区10...
[期刊论文] 作者:LIU Ze-qin,CAI Zong-wu,FANG Ying,LIN Ming, 来源:高校应用数学学报B辑(英文版) 年份:2020
In this paper, we highlight some recent developments of a new route to evaluate macroeconomic policy effects, which are investigated under the framework with po...
[期刊论文] 作者:ZHAN Ming-feng,CAI Zong-wu,FANG Ying,LIN Ming, 来源:高校应用数学学报B辑(英文版) 年份:2022
The era of big data brings opportunities and challenges to developing new statistical methods and models to evaluate social programs or economic policies or interventions.This paper provides a comprehensive review on some recent advances in......
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