乐胖代购免代理版

{"id":"https://openalex.org/W830727740","doi":"https://doi.org/10.1016/j.matcom.2015.06.006","title":"Bayesian analysis of heavy-tailed market microstructure model and its application in stock markets","display_name":"Bayesian analysis of heavy-tailed market microstructure model and its application in stock markets","publication_year":2015,"publication_date":"2015-07-02","ids":{"openalex":"https://openalex.org/W830727740","doi":"https://doi.org/10.1016/j.matcom.2015.06.006","mag":"830727740"},"language":"en","primary_location":{"is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.matcom.2015.06.006","pdf_url":null,"source":{"id":"https://openalex.org/S32114090","display_name":"Mathematics and Computers in Simulation","issn_l":"0378-4754","issn":["0378-4754","1872-7166"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false},"type":"article","type_crossref":"journal-article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5100355594","display_name":"Yanhui Xi","orcid":"https://orcid.org/0000-0001-8598-4771"},"institutions":[{"id":"https://openalex.org/I4210154423","display_name":"Education Department of Hunan Province","ror":"https://ror.org/05ckg3w11","country_code":"CN","type":"government","lineage":["https://openalex.org/I4210154423"]},{"id":"https://openalex.org/I56934997","display_name":"Changsha University of Science and Technology","ror":"https://ror.org/03yph8055","country_code":"CN","type":"education","lineage":["https://openalex.org/I56934997"]},{"id":"https://openalex.org/I139660479","display_name":"Central South University","ror":"https://ror.org/00f1zfq44","country_code":"CN","type":"education","lineage":["https://openalex.org/I139660479"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yanhui Xi","raw_affiliation_strings":["Collaborative Innovation Center of Resource-conserving & Environment-friendly Society and Ecological Civilization, Changsha, Hunan 410083, China","Hunan Engineering Laboratory for Advanced Control and Intelligent Automation, Changsha, Hunan 410083, China","Hunan Province Higher Education Key Laboratory of Power System Safety Operation and Control, Changsha University of Science and Technology, Changsha, Hunan 410004, China","School of Information Science & Engineering, Central South University, Changsha, Hunan 410083, China"],"affiliations":[{"raw_affiliation_string":"Hunan Engineering Laboratory for Advanced Control and Intelligent Automation, Changsha, Hunan 410083, China","institution_ids":[]},{"raw_affiliation_string":"Hunan Province Higher Education Key Laboratory of Power System Safety Operation and Control, Changsha University of Science and Technology, Changsha, Hunan 410004, China","institution_ids":["https://openalex.org/I4210154423","https://openalex.org/I56934997"]},{"raw_affiliation_string":"School of Information Science & Engineering, Central South University, Changsha, Hunan 410083, China","institution_ids":["https://openalex.org/I139660479"]},{"raw_affiliation_string":"Collaborative Innovation Center of Resource-conserving & Environment-friendly Society and Ecological Civilization, Changsha, Hunan 410083, China","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101463302","display_name":"Hui Peng","orcid":"https://orcid.org/0000-0002-9794-9225"},"institutions":[{"id":"https://openalex.org/I139660479","display_name":"Central South University","ror":"https://ror.org/00f1zfq44","country_code":"CN","type":"education","lineage":["https://openalex.org/I139660479"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Hui Peng","raw_affiliation_strings":["Collaborative Innovation Center of Resource-conserving & Environment-friendly Society and Ecological Civilization, Changsha, Hunan 410083, China","Hunan Engineering Laboratory for Advanced Control and Intelligent Automation, Changsha, Hunan 410083, China","School of Information Science & Engineering, Central South University, Changsha, Hunan 410083, China"],"affiliations":[{"raw_affiliation_string":"Hunan Engineering Laboratory for Advanced Control and Intelligent Automation, Changsha, Hunan 410083, China","institution_ids":[]},{"raw_affiliation_string":"School of Information Science & Engineering, Central South University, Changsha, Hunan 410083, China","institution_ids":["https://openalex.org/I139660479"]},{"raw_affiliation_string":"Collaborative Innovation Center of Resource-conserving & Environment-friendly Society and Ecological Civilization, Changsha, Hunan 410083, China","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5081470090","display_name":"Yemei Qin","orcid":null},"institutions":[{"id":"https://openalex.org/I139660479","display_name":"Central South University","ror":"https://ror.org/00f1zfq44","country_code":"CN","type":"education","lineage":["https://openalex.org/I139660479"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yemei Qin","raw_affiliation_strings":["Collaborative Innovation Center of Resource-conserving & Environment-friendly Society and Ecological Civilization, Changsha, Hunan 410083, China","Hunan Engineering Laboratory for Advanced Control and Intelligent Automation, Changsha, Hunan 410083, China","School of Information Science & Engineering, Central South University, Changsha, Hunan 410083, China"],"affiliations":[{"raw_affiliation_string":"Hunan Engineering Laboratory for Advanced Control and Intelligent Automation, Changsha, Hunan 410083, China","institution_ids":[]},{"raw_affiliation_string":"School of Information Science & Engineering, Central South University, Changsha, Hunan 410083, China","institution_ids":["https://openalex.org/I139660479"]},{"raw_affiliation_string":"Collaborative Innovation Center of Resource-conserving & Environment-friendly Society and Ecological Civilization, Changsha, Hunan 410083, China","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100853779","display_name":"Xie Wen-biao","orcid":null},"institutions":[{"id":"https://openalex.org/I4210154423","display_name":"Education Department of Hunan Province","ror":"https://ror.org/05ckg3w11","country_code":"CN","type":"government","lineage":["https://openalex.org/I4210154423"]},{"id":"https://openalex.org/I56934997","display_name":"Changsha University of Science and Technology","ror":"https://ror.org/03yph8055","country_code":"CN","type":"education","lineage":["https://openalex.org/I56934997"]},{"id":"https://openalex.org/I139660479","display_name":"Central South University","ror":"https://ror.org/00f1zfq44","country_code":"CN","type":"education","lineage":["https://openalex.org/I139660479"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Wenbiao Xie","raw_affiliation_strings":["Collaborative Innovation Center of Resource-conserving & Environment-friendly Society and Ecological Civilization, Changsha, Hunan 410083, China","Hunan Engineering Laboratory for Advanced Control and Intelligent Automation, Changsha, Hunan 410083, China","Hunan Province Higher Education Key Laboratory of Power System Safety Operation and Control, Changsha University of Science and Technology, Changsha, Hunan 410004, China","School of Information Science & Engineering, Central South University, Changsha, Hunan 410083, China"],"affiliations":[{"raw_affiliation_string":"Hunan Engineering Laboratory for Advanced Control and Intelligent Automation, Changsha, Hunan 410083, China","institution_ids":[]},{"raw_affiliation_string":"Hunan Province Higher Education Key Laboratory of Power System Safety Operation and Control, Changsha University of Science and Technology, Changsha, Hunan 410004, China","institution_ids":["https://openalex.org/I4210154423","https://openalex.org/I56934997"]},{"raw_affiliation_string":"School of Information Science & Engineering, Central South University, Changsha, Hunan 410083, China","institution_ids":["https://openalex.org/I139660479"]},{"raw_affiliation_string":"Collaborative Innovation Center of Resource-conserving & Environment-friendly Society and Ecological Civilization, Changsha, Hunan 410083, China","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100373745","display_name":"Xiaohong Chen","orcid":"https://orcid.org/0000-0002-9797-8384"},"institutions":[{"id":"https://openalex.org/I139660479","display_name":"Central South University","ror":"https://ror.org/00f1zfq44","country_code":"CN","type":"education","lineage":["https://openalex.org/I139660479"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Xiaohong Chen","raw_affiliation_strings":["Collaborative Innovation Center of Resource-conserving & Environment-friendly Society and Ecological Civilization, Changsha, Hunan 410083, China","School of Business, Central South University, Changsha, Hunan 410083, China"],"affiliations":[{"raw_affiliation_string":"School of Business, Central South University, Changsha, Hunan 410083, China","institution_ids":["https://openalex.org/I139660479"]},{"raw_affiliation_string":"Collaborative Innovation Center of Resource-conserving & Environment-friendly Society and Ecological Civilization, Changsha, Hunan 410083, China","institution_ids":[]}]}],"institution_assertions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5101463302"],"corresponding_institution_ids":["https://openalex.org/I139660479"],"apc_list":{"value":1740,"currency":"USD","value_usd":1740,"provenance":"doaj"},"apc_paid":null,"fwci":1.915,"has_fulltext":true,"fulltext_origin":"ngrams","cited_by_count":7,"citation_normalized_percentile":{"value":0.804063,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":83,"max":84},"biblio":{"volume":"117","issue":null,"first_page":"141","last_page":"153"},"is_retracted":false,"is_paratext":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9997,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9997,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.999,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9812,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/kurtosis","display_name":"Kurtosis","score":0.49750355}],"concepts":[{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.69168144},{"id":"https://openalex.org/C111350023","wikidata":"https://www.wikidata.org/wiki/Q1191869","display_name":"Markov chain Monte Carlo","level":3,"score":0.60866016},{"id":"https://openalex.org/C51926234","wikidata":"https://www.wikidata.org/wiki/Q3312426","display_name":"Market microstructure","level":3,"score":0.5990566},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.5683632},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5410754},{"id":"https://openalex.org/C122342681","wikidata":"https://www.wikidata.org/wiki/Q330828","display_name":"Skewness","level":2,"score":0.5196496},{"id":"https://openalex.org/C166963901","wikidata":"https://www.wikidata.org/wiki/Q287251","display_name":"Kurtosis","level":2,"score":0.49750355},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.48380345},{"id":"https://openalex.org/C85393063","wikidata":"https://www.wikidata.org/wiki/Q596307","display_name":"Stochastic volatility","level":3,"score":0.48328426},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.44330293},{"id":"https://openalex.org/C23922673","wikidata":"https://www.wikidata.org/wiki/Q180752","display_name":"Autoregressive conditional heteroskedasticity","level":3,"score":0.4276948},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.38961163},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.36417496},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.30652785},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.09212685},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.matcom.2015.06.006","pdf_url":null,"source":{"id":"https://openalex.org/S32114090","display_name":"Mathematics and Computers in Simulation","issn_l":"0378-4754","issn":["0378-4754","1872-7166"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/9","display_name":"Industry, innovation and infrastructure","score":0.46}],"grants":[],"datasets":[],"versions":[],"referenced_works_count":44,"referenced_works":["https://openalex.org/W1497707394","https://openalex.org/W1864627377","https://openalex.org/W1966908276","https://openalex.org/W1974346758","https://openalex.org/W1977825281","https://openalex.org/W1980885700","https://openalex.org/W1981254972","https://openalex.org/W1995463878","https://openalex.org/W1999029409","https://openalex.org/W1999814123","https://openalex.org/W2024496963","https://openalex.org/W2028649666","https://openalex.org/W2046357557","https://openalex.org/W2046519558","https://openalex.org/W2047822560","https://openalex.org/W2057765075","https://openalex.org/W2059329559","https://openalex.org/W2064553712","https://openalex.org/W2067633806","https://openalex.org/W2075382529","https://openalex.org/W2079672223","https://openalex.org/W2090138378","https://openalex.org/W2107330238","https://openalex.org/W2112286389","https://openalex.org/W2121489545","https://openalex.org/W2127297724","https://openalex.org/W2128266748","https://openalex.org/W2129179837","https://openalex.org/W2135177937","https://openalex.org/W2135809069","https://openalex.org/W2136186200","https://openalex.org/W2137971377","https://openalex.org/W2143129852","https://openalex.org/W2167130157","https://openalex.org/W2326796581","https://openalex.org/W2752710160","https://openalex.org/W3122253906","https://openalex.org/W3123670279","https://openalex.org/W3123714266","https://openalex.org/W3124753456","https://openalex.org/W3126042383","https://openalex.org/W3140461181","https://openalex.org/W4251281949","https://openalex.org/W45374770"],"related_works":["https://openalex.org/W4390742338","https://openalex.org/W4297337052","https://openalex.org/W4286378979","https://openalex.org/W4225568567","https://openalex.org/W3216026256","https://openalex.org/W3129919015","https://openalex.org/W2282665605","https://openalex.org/W2037499216","https://openalex.org/W2028605949","https://openalex.org/W1496883226"],"abstract_inverted_index":null,"cited_by_api_url":"https://api.openalex.org/works?filter=cites:W830727740","counts_by_year":[{"year":2021,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":2}],"updated_date":"2025-01-21T19:18:13.942914","created_date":"2016-06-24"}