研究前沿

研究成果

2014年研究成果

时间:2014-12-31

2014年,商务统计与经济计量系在学术期刊上发表论文20篇,14篇为国际论文发表,6篇为国内论文发表,其中光华A类论文5篇,光华B类论文11篇。

Publications

[1] Chen, S.X.Z. Xu(2014), On Implied Volatility for Options - Some Reasons to Smile and More to Correct, Journal of Econometrics, 1(179),1-15.

[2] Lung-fei LeeYu, Jihai(2014), Efficient GMM Estimation of Spatial Dynamic Panel Data Models, Journal of Econometrics, 180 (2),174-197.

[3] Lee, Tae-HwyTu, YundongUllah, Aman(2014), Nonparametric and semiparametric regressions subject to monotonicity constraints: Estimation and forecasting, Journal of Econometrics, 182, 196-210.

[4] Li, Chenxu(2014), Closed-Form Expansion, Conditional Expectation, and Option Valuation, Mathematics of Operations Research, 2(39), 487-516.

[5] Cai NingLi ChenxuShi Chao(2014), Closed-form expansions of discretely monitored asian options in diffusion models, Mathematics of Operations Research, 3(39), 789-822.

[6] Junni L. Zhang(2014), Comparative investigation of three Bayesian p values, Computational Statistics & Data Analysis, 79, 277-291.

[7] Lan WeiLuo RonghuaTsai  chih-lingWang; HansonYang Yunhong(2014), Testing the Diagonality of a Large Covariance Matrix in a Regression Setting, Journal of Business & Economic Statistics, 33, 76-86.

[8] Huang, DanyangRunze LiWang, Hansheng(2014), Feature Screening for Ultrahigh Dimensional Categorical Data with Applications, Journal of Business & Economic Statistics, 2(32), 237-244.

[9] Mian HuangRunze LWang, HanshengWeixin Yao(2014), Estimating Mixture of Gaussian Processes by Kernel Smoothing, Journal of Business & Economic Statistics, 3(32), 259-270.

[10] Guoyu GuanJianhua GuoWang, Hansheng(2014), Varying Naive Bayes Models With Applications to Classification of Chinese Text Documents, Journal of Business & Economic Statistics, 3(32), 445-456.

[11] Han, YiZheng EnyingXu, Minya(2014), The influence from the past: Organizational imprinting and firms' compliance with social insurance policies in China, Journal of Business Ethics, 1(122), 65-77.

[12] Qin, XinPeter HomXu, MinyaJu Dong(2014), Applying the job demandsresources model to migrant workers: Exploring how and when geographical distance increases quit propensity, Journal of Occupational and Organizational Psychology, 87(2), 303-328.

[13] Qin, XinMARCO S. DIRENZOXu, MinyaDuan, Yilong(2014), When do emotionally exhausted employees speak up? Exploring the potential curvilinear relationship between emotional exhaustion and voice. Journal of Organizational Behavior, 7(35), 1018-1041.

[14] Lan, WeiWang, HanshengCai, Zhiling(2014), Testing covariates in high-dimensional regression, Annals of the Institete of Statistical, 2(66),279-301.


中文论文

[1] 朱国忠、虞吉海、乔坤元(2014), 中国各省经济增长是否收敛,经济学(季刊), 13(03), 1171-1194.

[2] 高扬、王明进(2014), 有效价差的极大似然估计,数量经济技术经济研究, 5(31), 133-150.

[3] 高扬、王明进(2014), 两种买卖价差估计渐近性质的比较,金融学季刊, 1(8), 34-56.

[4] 安超、雷明、徐敏亚(2014), 后金融危机时代个体认知、反应机制与理财方式选择关系分析,商业时代, 33, 90-91.

[5] 王汉生(2014), 大数据概念被神化”新京报.

[6] 王汉生(2014), 从数据到价值,彭博商业周刊:中文版.



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