R. Engle, T. Ito and W. Lin. Meteor showers or heat waves? Heteroskedastics intra-daily volatility in the foreign exchange market. Econometrica, 1990, 58(3): 525-542.

(2 + 1)维Hirota-Satsuma-Ito方程的呼吸波与不同非线性波之间的态转换
State Transformations between the Breather Wave and Different Nonlinear Waves for the (2 + 1)-Dimensional Hirota-Satsuma-Ito Equation

张丹丹   

应用数学进展Vol.10 No.4, 全文下载: PDF HTML XML DOI:10.12677/AAM.2021.104149, April 30 2021

上证50ETF期权推出对股票市场波动性的影响研究
A Study on the Impact of Shanghai Stock Exchange 50 ETF Option Launch on Stock Market Volatility

张湫驰   

电子商务评论Vol.13 No.2, 全文下载: PDF HTML XML DOI:10.12677/ecl.2024.132463, May 31 2024

人民币汇率变动与上市公司外汇风险暴露——基于双变量GJR-GARCH模型的实证分析
The RMB Exchange Rate Fluctuation and Foreign Exchange Risk Exposure of Listed Companies—The Empirical Analysis Based on Bivariate GJR-GARCH Model

李鑫亚   

电子商务评论Vol.13 No.2, 全文下载: PDF HTML XML DOI:10.12677/ecl.2024.132170, May 16 2024

基于LASSO-VAR模型的外汇市场风险溢出网络研究
Research on Risk Spillover Network of Foreign Exchange Market Based on the LASSO-VAR Model

Olivia Sonia Suprapto, 宋筱雪琪, 张 旭    科研立项经费支持

金融Vol.13 No.3, 全文下载: PDF HTML XML DOI:10.12677/FIN.2023.133046, May 16 2023

汇率市场化背景下商业银行外汇交易风险管理研究
Research on the Risk Management of Foreign Exchange Transactions of Commercial Banks Due to Marketisation of Exchange Rates

何 弦   

金融Vol.14 No.1, 全文下载: PDF HTML XML DOI:10.12677/FIN.2024.141030, January 26 2024

高频交易对外汇市场流动性的影响
The Effect of High-Frequency Trading on Foreign Exchange Market Liquidity

葛恒顺    国家自然科学基金支持

金融Vol.13 No.2, 全文下载: PDF HTML XML DOI:10.12677/FIN.2023.132028, March 9 2023