Application of Statistics and Management 2010 Issue 6 An Empirical Research on Volatility Asymmetry and Jump Behavior of CSI 300 Index Futures Mock Trading Price

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Application of Statistics and Management
1002-1566
2010 Issue 6

An Empirical Research on Volatility Asymmetry and Jump Behavior of CSI 300 Index Futures Mock Trading Price
LIU Jian-qiao;SUN Wen-quan

..............page:1096-1103

Threshold Model of Two-Sector Production Function and Its Application——A Case Study of the Relationship between Energy Consumption and Economic Growth
ZHANG Wu-liu

..............page:1052-1059

The Connotation and Evaluation Method of Wushu Routine Competition\'s Objectivity
SUN Jian;WEI Deng-yun

..............page:1129-1137

MCMC Estimation for Regime Switching Stochastic Volatility Model and Its Application in Shanghai Stock Exchange
LIU Jin-quan;LI Nan;ZHENG Ting-guo

..............page:1026-1035

A Comparative Study on the Estimator of Process Capability Indices in Terms of Standard Deviation Estimated by Different Methods under Multi-subgroups
SUN Xiao-su

..............page:1009-1017

An Empirical Law of Distribution of Abrupt Geological Hazards in China
XU Hai-yun;TU Xiong-ling;LUO Fu-yan

..............page:951-960

Statistical Fitting of Precipitation
XU Xiao-ling;WANG Rong-hua;WU Hui-ling;GU Bei-qing

..............page:961-969

Research on Gliding Data Barycenter Forecasting Method and Its Application
ZHANG Ji-lin

..............page:1036-1042

Research on Slag Flow Performance Based on DOE
WU Chang-sheng

..............page:987-991

Computing Lead Time Demand Distribution of Stochastic Inventory System Based MCMC Method
SONG Hua-ming;CHENG Long-sheng;YANG Hui;LUO Jian-qiang

..............page:1067-1076

Semiparametric Estimation of the Average Treatment Effect under Heteroscedasticity
WANG Pei;ZHOU Ya-hong

..............page:992-1000

zou jin guo ji ji tong ji yan jiu tuan dui jie shao wu jian fu jiao shou ji qi gong cheng tong ji yan jiu zu
ai ming yao

..............page:1138-1140

Robust Designs with Dynamic Characteristics Based on JGLM-RM Model and Its Application
WANG Jian-jun;MA Yi-zhong;CHENG Zhi-qiang;LIU Li-ping

..............page:1001-1008

Analysis in the Economy Framework of Each Area in Zhejiang Province Using Multivariate Statistical Analysis
CHEN Xi-zhen;LIN Jun-tao

..............page:1043-1051

Large Shareholdings and Firm Value:An Empirical Analysis
LUO Jin-hui;WAN Di-fang

..............page:1084-1095

The Application of Hedonic Imputation Method in the Quality-adjusted Price Index
GAO Yan-yun

..............page:1077-1083

Scale Parameter Exponential Family EB Estimate of Asymptotic Optimality
LIU Rong-xuan

..............page:1018-1025

Analysis of China\'s Provincial Total Factor Productivity Based on Panel Data:1995-2006
WU Xian-hua;TANG Xin-chuan;YU Bo;WU Jia-qi

..............page:975-986

The Application of Non-parametric Rank Test to the Influence of Dormitory on the Academic Atmosphere
BAI Chun-ling;FAN Shun-hou;LIU Jun-li;FAN He-fang

..............page:1124-1128

An Empirical Study on the Overconfidence of Investors under the Overall Perspective
WANG Xiang-ning;LI Yue

..............page:1115-1123

Bayesian Approach for Vector Autoregressive Processes and Its Application
FAN Chong-jun

..............page:1060-1066

tou gao zhe xu zhi

..............page:封3

The CAR Forecasting Model of the Number of Overseas Visitor Arrivals and the Foreign Exchange Earning from International Tourism
LI Chun-lan;ZHANG Li-na;QIAO Jun-jian

..............page:970-974

The Effects of Changes in Industrial Structure due to Fixed Assets Investment
GENG Xiu-lin

..............page:1104-1114