博发APP

余 超 副教授

XINGMING: YUCHAO      

ZHUANYE: TONGJIXUE            

XIBIE: JINGJITONGJIXI

ZHICHENG: JIANGSHI      

BANGONGDIANHUA:  

DIANZIYOUJIAN: .cn

 

JIAOYUBEIJING:

2013NIAN6YUE    BOSHIBIYEYUZHONGGUORENMINDAXUETONGJIXUEYUANTONGJIXUEZHUANYE    JINGJIXUEBOSHI

 

GONGZUOJINGLI:

2013NIAN8YUEZHIJIN   DUIWAIJINGJIMAOYIDAXUE TONGJIXUEYUAN    FUJIAOSHOU

 

JIAOSHOUKECHENG:

博发APPYINGYONGTONGJI、SHIJIANXULIEFENXI

 

YANJIULINGYU:

博发APPJINRONGJILIANGFENXI、JINRONGGAOPINSHUJUFENXI

 

ZHUYAOYANJIUCHENGGUO:

[1]Nonparametric Estimation of High Frequency Spot Volatility for Brownian Semi-martingale with Jumps, Journal of Time Series Analysis, 2014.[SCI]

[2]Kernel Filtering of Spot Volatility in Presence of Lévy Jumps and Market Microstructure Noise, submitted, 2014. 

博发APP[3]Nonparametric Estimation of Jump Characteristics under Market Microstructure Noise, Communications in Statistics-Simulation and Computation, accepted,2015.[SCI]

[4]Bayesian Approach to Markov Switching Stochastic Volatility Model with Jumps, Communications in Statistics-Simulation and Computation, 2011.[SCI,SSCI]

[5]Industrial Employment Structure and Business Cycle—From Perspective of City and Town Economy, 2012 International Conference on Management Innovation and Public Policy,2012.

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