Study on the construction of China nonlinear financial conditions index based on MS-VAR model

被引：0
|
作者：
Zhou, Decai [1 ]
Lu, Xiongyong [1 ]
Cui, Weijia [1 ]
Zhang, Yuanzhen [1 ]
机构：
[1] School of Economics and Management, Nanchang University, Nanchang, 30031, CHINA, China
来源：
BioTechnology: An Indian Journal | 2014年 / 10卷 / 09期
关键词：
Forecasting;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
引用
收藏
页码：4089 / 4099
相关论文
共 50 条
  • [41] The Empirical Research on Financial Influence on the Energy Development Based on VAR Model
    Xiao, Bowen
    Guo, Xiaodan
    Niu, Dongxiao
    Li, Xiaohui
    Lu, Xiaofen
    2015 INTERNATIONAL CONFERENCE ON NEW ENERGY SCIENCE AND RESEARCH (ICESR 2015), 2015, : 68 - 74
  • [42] Analysis on Factors of SSE Real Estate Index-An Empirical Study Based on VAR Model
    Liu Dehong
    Li Tao
    Ma Xiaoxian
    NINTH WUHAN INTERNATIONAL CONFERENCE ON E-BUSINESS, VOLS I-III, 2010, : 1126 - 1131
  • [43] Study of Enterprises' Financial Crisis Early Warning Model Based on Pain Index Method
    Xiao, Zhenhong
    Wei, Xiulei
    3RD INTERNATIONAL CONFERENCE ON INFORMATION SYSTEMS FOR CRISIS RESPONSE AND MANAGEMENT & 4TH INTERNATIONAL SYMPOSIUM ON GEO-INFORMATION FOR DISASTER MANAGEMENT, 2008, : 285 - 290
  • [44] Study on the Construction of Security Early Warning Model for Coal Industry Investment and Financial Based on Logistic Model
    Li Kaifeng
    PROCEEDINGS OF 2010 INTERNATIONAL CONFERENCE - ACCOUNTING AND FINANCIAL ENGINEERING, 2010, : 156 - 164
  • [45] Predictive Control of Investment Portfolio on the Financial Market with Hidden Regime Switching and MS VAR Model of Returns
    Pashinskaya, T. Yu
    Dombrovskii, V. V.
    AUTOMATION AND REMOTE CONTROL, 2021, 82 (05) : 841 - 852
  • [46] Predictive Control of Investment Portfolio on the Financial Market with Hidden Regime Switching and MS VAR Model of Returns
    T. Yu. Pashinskaya
    V. V. Dombrovskii
    Automation and Remote Control, 2021, 82 : 841 - 852
  • [47] Study of Financial Innovation and Financial Supervision Based on Nonlinear Dynamic Theory
    Li, Lihua
    Zhang, Qiang
    PROCEEDINGS OF THE 1ST INTERNATIONAL CONFERENCE ON SUSTAINABLE CONSTRUCTION & RISK MANAGEMENT, VOLS I AND II, 2010, : 652 - 656
  • [48] Study on Identification and Evaluation of Financial Risks of the Listed Company Based on VAR
    Yue Yiding
    Tan Jie
    ADVANCES IN MANAGEMENT OF TECHNOLOGY, PT 1, 2008, : 441 - 445
  • [49] An Empirical Study on China's Sustainable development under Energy Constraint based on VAR model
    Li Bing
    SYSTEMS, ORGANIZATIONS AND MANAGEMENT: PROCEEDINGS OF THE 3RD WORKSHOP OF INTERNATIONAL SOCIETY IN SCIENTIFIC INVENTIONS, 2009, : 123 - 130
  • [50] China's Carbon Emissions Forecast Based On the VAR Model
    Wu Puzhao
    Li Guangyong
    CONTEMPORARY INNOVATION AND DEVELOPMENT IN STATISTICAL SCIENCE, 2012, : 549 - +
12345