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Journal of University of Science and Technology of China
0253-2778
2013 Issue 12
Several topological indices of random binary trees
FENG Qunqiang;,LUO Chongliang;,ZHANG Shuguang;
..............page:967-974
Nonlinear features and mean reversion mechanism research based on the basis of stock index futures
CHEN Ming;,JIANG Yong;,MIAO Baiqi;,WU Wuqing;,YE Wuyi;
..............page:989-996
Evaluating CVaR conditioned on VPIN based on the threshold quantile regression model
LI Yujie;,MIAO Baiqi;,YE Wuyi;
..............page:997-1003
Multiresolution analysis of stock market correlation based on copula-SV model
WANG Xiangning;,ZHENG Xiaozhi;
..............page:1004-1011
Foreign exchange exposure of Chinese industrial sectors based on GARCH model
WANG Xiangning;,XU Chenpeng;
..............page:1012-1019
Research on the diffusion model of contingent products:An empirical study on automobile and parts market in USA
GUO Jie;,SUN Liting;,WANG Jingshu;,ZHANG Shanshan;,ZHU Changan;
..............page:1020-1025
Chinese parametric catastrophe bonds pricing analysis
BA Shusong;,WEI Yongfeng;,WENG Chengfeng;
..............page:1026-1032
Equilibrium of the catastrophe insurance market based on public-private partnership
CHEN Jing;,WEI Yongfeng;
..............page:1033-1040