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A vector autoregressive moving average model for interval-valued time series data
Han, Ai; Hong, Yongmiao; Wang, Shouyang; Yun, Xin - In: Essays in honor of Aman Ullah, (pp. 417-460). 2016
Persistent link: https://www.econbiz.de/10011530304
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Interval decomposition ensemble approach for crude oil price forecasting
Sun, Shaolong; Sun, Yuying; Wang, Shouyang; Wei, Yunjie - In: Energy economics 76 (2018), pp. 274-287
Persistent link: https://www.econbiz.de/10011976631
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Threshold autoregressive models for interval-valued time series data
Sun, Yuying; Han, Ai; Hong, Yongmiao; Wang, Shouyang - In: Journal of econometrics 206 (2018) 2, pp. 414-446
Persistent link: https://www.econbiz.de/10012110403
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Model averaging based on leave-subject-out cross-validation
Gao, Yan; Zhang, Xinyu; Wang, Shouyang; Zou, Guohua - In: Journal of econometrics 192 (2016) 1, pp. 139-151
Persistent link: https://www.econbiz.de/10011616012
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Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling
Sun, Yuying; Zhang, Xun; Hong, Yongmiao; Wang, Shouyang - In: Energy economics 78 (2019), pp. 165-173
Persistent link: https://www.econbiz.de/10012159915
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Data characteristic analysis and model selection for container throughput forecasting within a decomposition-ensemble methodology
Xie, Gang; Zhang, Ning; Wang, Shouyang - In: Transportation research / E : an international journal 108 (2017), pp. 160-178
Persistent link: https://www.econbiz.de/10011782030
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An efficient integrated nonparametric entropy estimator of serial dependence
Hong, Yongmiao; Wang, Xia; Zhang, Wenjie; Wang, Shouyang - In: Econometric reviews 36 (2017) 6/9, pp. 728-780
Persistent link: https://www.econbiz.de/10011795488
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Testing strict stationarity with applications to macroeconomic time series
Hong, Yongmiao; Wang, Xia; Wang, Shouyang - In: International economic review 58 (2017) 4, pp. 1227-1277
Persistent link: https://www.econbiz.de/10011860376
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A hybrid model for time series forecasting
Xiao, Yi; Xiao, Jin; Wang, Shouyang - In: Human systems management : HSM 31 (2012) 2, pp. 133-143
Persistent link: https://www.econbiz.de/10009619756
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Mining stock market tendency using GA-based support vector machines
Yu, Lean; Wang, Shouyang; Lai, Kin Keung - In: Internet and network economics : first international …, (pp. 336-345). 2005
Persistent link: https://www.econbiz.de/10003276544