A Hybrid Approach for Studying the Lead-Lag Relationships Between China’s Onshore and Offshore Exchange Rates Considering the Impact of Extreme Events 被引量：3

A Hybrid Approach for Studying the Lead-Lag Relationships Between China’s Onshore and Offshore Exchange Rates Considering the Impact of Extreme Events

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作者 WEI Yunjie WEI Qi WANG Shouyang LAI Kin Keung

机构地区 Academy of Mathematics and Systems Science Center for Forecasting Science Department of Management Sciences School of Finance China Great Wall Asset Management Corporation International Business School Department of Industrial and Manufacturing Systems Engineering

出处《Journal of Systems Science & Complexity》 SCIE EI CSCD 2018年第3期734-749,共16页 系统科学与复杂性学报（英文版）

基金 partially supported by the National Natural Science Foundation of China under Grant Nos.71390330,71390331,71390335 the National Nature Science Foundation of China for financial support to this study supported by the Postdoctorate Programme of Centre University of Economics and Finance the Postodctorate Programme of China Great Wall Asset Management Corporation

关键词极端事件汇率近海中国学习混合动态关系模式分解 CNH, CNY, EMD, lead-lag relationship, onshore and offshore markets

分类号 F224 [经济管理—国民经济] F832.6 [经济管理—金融学]

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2018年第3期

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