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厦门大学王亚南经济研究院青年教师王中雷合作论文在Journal of the Royal Statistical Society Series B - Statistical Methodology在线发表（图）
厦门大学王亚南经济研究院 王中雷 统计学权威期刊
2022/5/17
近日，WISE、经济学院统计学与数据科学系王中雷助理教授，和墨尔本大学彭柳华助理教授、爱荷华州立大学Jae Kwang Kim教授合作的题为“Bootstrap Inference for The Finite Population Mean under Complex Sampling Designs”的论文在统计学权威期刊Journal of the Royal Statistical Soc...
Statistical mechanics of the international trade network
Statistical mechanics international trade network General Finance
2011/7/22
Abstract: Analyzing real data on international trade covering the time interval 1950-2000, we show that in each year over the analyzed period the network is a typical representative of the ensemble of...
A Copula Approach on the Dynamics of Statistical Dependencies in the US Stock Market
statistical dependency structure marginal distributions New York Stock Exchange's TAQ database
2011/3/23
We analyze the statistical dependency structure of the S&P 500 constituents in the 4-year period from 2007 to 2010 using intraday data from the New York Stock Exchange's TAQ database. With a copula-ba...
Role of scaling in the statistical modeling of finance
Role scaling statistical modeling finance
2010/12/17
Modeling the evolution of a financial index as a stochastic process is a problem awaiting a full, satisfactory solution since it was first formulated by Bachelier in 1900. Here it is shown that the s...
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation
stocks market asymmetries
2011/4/2
In this paper, we provide a model-free test for asymmetric correlations which suggest stocks tend to have greater correlations with the market when the market goes down than when it goes up.