[1] |
YANG Jie, FENG Yun, HUANG Qian.
Research on Brent Crude Oil Price Fluctuation Based on MHPSO-NHMM-FIEGARCH-GED Model
[J]. Chinese Journal of Management Science, 2023, 31(6): 265-275.
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[2] |
XIE Wen-hao, CAO Guang-xi.
Multifractal Cross-Correlation between Cryptocurrency and Chinese Stock Market Based on MFXDMA Method
[J]. Chinese Journal of Management Science, 2022, 30(10): 72-84.
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[3] |
ZHU Peng-fei, TANG Yong, HONG Xiao-mei, LU Tuan-tuan.
Does the P2P Lending Interest Rate Have Volatility Spillovers?——An Empirical Study Based on Time-frequency Domains Spillover Index
[J]. Chinese Journal of Management Science, 2021, 29(4): 82-92.
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[4] |
ZHOU Wei-jie, DANG Yao-guo, GU Rong-bao.
The Modified Fractal Methods Based on the Grey Operator and Their Application
[J]. Chinese Journal of Management Science, 2017, 25(10): 89-99.
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[5] |
WANG Peng, YUAN Xiao-li.
A VaR Moldel Based on Multifractal Asymmetry Measurement
[J]. Chinese Journal of Management Science, 2015, 23(3): 13-23.
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[6] |
ZHANG Lin, LI Rong-jun, LIU Xiao-long.
The Efficiency and Risk Detection of Stock Markets Based on Wavelet Leaders (WL)Multifractal Analysis
[J]. Chinese Journal of Management Science, 2014, 22(6): 17-26.
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[7] |
WEI Yu.
Forecasting Model for Dynamic Value-at-Risk Based on Multifractal Theories
[J]. Chinese Journal of Management Science, 2012, 20(5): 7-15.
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[8] |
CHEN Zhu-ming, YANG Hua-li.
The Analysis of the Behavior of Corporate Mergers Based on Real Option
[J]. Chinese Journal of Management Science, 2009, 17(1): 29-35.
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[9] |
SIMA Ze-qian, CAI Chen, LI Jian-ping.
Using the POT Power Law Model to Evaluate Banking Operational Risk
[J]. Chinese Journal of Management Science, 2009, 17(1): 36-41.
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[10] |
FAN Xiao-jun, CHEN Hong-min.
Research on the Self-Organization Model of Fractal Supply Chain
[J]. Chinese Journal of Management Science, 2008, 20(6): 61-66.
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[11] |
WANG Peng, WANG Jian-qiong.
Multifractal Volatility Measure of China’s Stock Market and Its Validity
[J]. Chinese Journal of Management Science, 2008, 20(6): 9-15.
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[12] |
SIMA Ze-qian, CAI Chen, LI Jian-ping.
The Fractal Characteristic of Banking Operational Risk in China
[J]. Chinese Journal of Management Science, 2008, 16(1): 42-47.
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[13] |
NI Shen-bing, CHEN Jun-fang, ZHANG Li-na.
The Similarity and Measuring Model of Fractal Supply Chain
[J]. Chinese Journal of Management Science, 2003, (5): 46-52.
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[14] |
LIU Chun-lin, SHEN Hou-cai.
Two-Objective Optimization Model for Discrete Emergent Supply System
[J]. Chinese Journal of Management Science, 2003, (4): 27-31.
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[15] |
HE Jian-min, ZHU Lin, CHANG Song.
Scale Property of Price Fluctuation of Chinese Stock Market
[J]. Chinese Journal of Management Science, 2003, (1): 1-5.
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