Chinese Journal of Management Science 2014 Issue 6 Analyzing the Jump Dynamics of Asset Price in Jump-GARCH Model with Variable Intensity

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Chinese Journal of Management Science
1003-207X
2014 Issue 6

Analyzing the Jump Dynamics of Asset Price in Jump-GARCH Model with Variable Intensity

..............page:1-9

Evolutionary Game Analysis of the Allocation Rules and IPO Price Formation in Bookbuilding

..............page:10-16

The Efficiency and Risk Detection of Stock Markets Based on Wavelet Leaders (WL)Multifractal Analysis

..............page:17-26

Study Optimal Portfolio Choice: Integrating Work, Retirement, and Investment Decisions with Lifetime Payouts

..............page:27-33

Pricing, Efficiency, and Coordination in MT-CLSC Considering Differences in Customer Demand and Differences Channel Power Structures

..............page:34-42

Research on Security Analyst Follow-up Behavior under the Conflicts of Interest——An Exemplified Study Based on Panel Data

..............page:43-49

Research on Production and Distribution Collaborative Mode Based on Supply-Hub

..............page:50-60

Computing the Optimalstationary Strategy of Stochastic Demand Inventory Routing Problem with Direct Deliveries

..............page:61-68

Dynamic Optimization of Distribution Density of New Product

..............page:69-77

Method for Hybrid Stochastic Multiple Attribute Decision Making Considering Decision Maker's Psychological Behavior

..............page:78-84

DEA-based Evaluation on City Innovation in China

..............page:85-93

Empirical Study of Influential Elements of E-loyalty

..............page:94-102

Economic Growth and Energy Intensity: An Empirical Research Based on Panel Smooth Transition Regression Model

..............page:103-113

Modeling and Forecasting the Volatility of China Stock Market Considering the Impact of Jump and Overnight Variance

..............page:114-124

Long-term Fluctuation Effect of Electricity Consumption in Energy-Intensive Industries

..............page:125-133

Group Decision-Making Method with Uncertain Preference Information on Alternatives by Interval Number Relative Entropy

..............page:134-140

Land Auction in China

..............page:141-148