主要著作、论文
1、Ma, Y.L., Jiang, Y.X. and Huang, W. (2018). Empirical likelihood
based inference for conditional Pareto-type tail index. Statistics &
Probability Letters. 134, 114-121;
2、Ma, Y.L., Jiang, Y.X. and Huang, W. (2017). Tail index varying
coefficient model. Communications in Statistics - Theory and Methods;
http://www.tandfonline.com/doi/full/10.1080/03610926.2017.1406519;
3、Long, Huaigang, Jiang, Yuexiang, Zhu, Yanjian. Idiosyncratic tail risk and expected stock returns:
Evidence from the Chinese stock markets[J]. Finance Research Letters, 2017;doi地址:https://doi.org/10.1016/j.frl.2017.07.009;
4、Yuexiang Jiang, Haoze Sun, Yi Zhang and Huaigang
Long,Nonparametric Tests for the Tail Equivalence via Empirical Likelihood,
Communications in Statistics-Theory and Mothods.2016年10月(SCI收录);
5、蒋岳祥,宫蕾,龙怀钢,中国股指期货存在交割日效应吗——基于指数和个股视角的研究,浙江大学学报(人文社会科学版), 2016年1月,已经录用;
6、蒋岳祥,刘新平,政府干预、银行业竞争和信贷资源结构配置,社会科学战线,2015年第6期,P45-51;
7、 Ya-Fen Ye,Yue-Xiang
Jiang,Yuan-Hai Shao, Chun-Na Li,Financial conditions index construction
through weighted Lp-norm support vector regression, Journal of Advanced
Computational Intelligence and Intelligent Informatics,Vol.19 No.3, 2015;(EI收录)
8、 孙克,蒋岳祥,《固定收益债券信用等级迁移的影响因素分析:基于财务指标的实证研究》, 浙江大学学报(人文社会科学版), 1008-942X.2014.04.292;
9、 Haoze Sun; Yuexiang
Jiang, Empirical likelihood based confidence intervals for the tail index
when $\gamma<-1/2$, Statistics and Probability Letters(SCI),
84(2014)149-157;
10、 蒋岳祥,蒋瑞波, 区域金融创新: 金融竞争与金融集聚,社会科学战线,总第225期,2014年第3期,P79-84;
11、 蒋岳祥, 蒋瑞波, 区域金融创新的空间外部效应: 效率评价、环境影响与差异分析,浙江大学学报(人文社会科学版),2013,02;
12、 毛伟,蒋岳祥,技术创新、产业结构与经济增长 -----一个两部门索洛增长模型,社会科学战线,总第219期,2013年第9期,P53-60;
13、 朱燕建,蒋岳祥, 信息拥有者的交易单选择策略与监管的执法强度,金融研究,2012-06-21, 第154-166页;
14、 蒋瑞波、蒋岳祥, 区域金融创新与区域经济发展的实证研究,浙江学刊,2012年05期;
15、 “Are
Foreign Institutions More or Less Informed? Evidence from China's Stock
Markets”, with Yanjian Zhu, Emerging Markets Finance
and Trade (SSCI), Vol 48, Supplement No. 3, pp.175-189. DOI:
10.2753/REE1540-496X48S0311;
16、 Guo, Feng; Huang, Ying;
Jiang, Yuexiang, Are Speculative Shocks on the Property Insurance Market
Permanent or Transitory? Evidence from China, Jan.23,2011;
17、 Yuexiang Jiang, Feng Guo and
Tianjian Lan,On the Pricing Efficiency of China's ETF Market, Chinese
Economy,10,2010;
18、 蒋岳祥,兰天剑,姬凡,基于GARCH模型对上证50ETS价值与价格关系的实证分析,《新政治经济学评论》,2009年12月;
19、 Yuexiang Jiang, More General
Results About Mixed Extreme Value Distributions, Journal of Zhejiang
University SCIENCE, 2005 6A(7):p769-774. (浙江大学英文学报);
20、 Yuexiang Jiang, A Class of
Not Max-stable Extreme Value Distributions, Journal of Zhejiang University
SCIENCE, 2005 6A(4):p315-321. (浙江大学英文学报)
21、 Yue xiang Jiang, Extreme
value distributions of mixing two sequences with the same MDA, Journal of
Zhejiang University SCIENCE, 2004 5(3):p335-342.(浙江大学英文学报);
22、 Yue xiang Jiang, Extreme
value distributions of mixing two sequences with different MDA's, Journal of
Zhejiang University SCIENCE, 2004 5(5):p509-517. (浙江大学英文学报)。
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