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  • Search: person:"Chen, Yanfeng"
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Year of publication
Subject
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fault location 2 Statistik 1 Wirtschaft 1 dynamic semiparametric factor models 1 equivalent impedance 1 high-frequency 1 implied volatility surface 1 joint analysis 1 option pricing model 1 resistance analysis 1 steady-state 1 traction line 1 traction system 1
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Online availability
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Free 3 Undetermined 1
Type of publication
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Article 3 Book / Working Paper 1
Type of publication (narrower categories)
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Thesis 1
Language
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English 2 Undetermined 2
Author
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Chen, Yanfeng 4 Xu, Guoqing 2 Zhou, Yimin 2 Härdle, Wolfgang 1 Wang, Xiaolin 1 Xia, Qingjie 1
Published in...
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Energies 2 China & World Economy 1
Source
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RePEc 2 BASE 1 Other ZBW resources 1
Showing 1 - 4 of 4
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Consumption and Income Poverty in Rural China : 1995–2018
Chen, Yanfeng; Xia, Qingjie; Wang, Xiaolin - In: China & World Economy 29 (2021) 4, pp. 63-88
Persistent link: https://www.econbiz.de/10012634614
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Model-Based Fault Location with Frequency Domain for Power Traction System
Xu, Guoqing; Zhou, Yimin; Chen, Yanfeng - In: Energies 6 (2013) 7, pp. 3097-3114
In this paper, precise fault location in electrical traction network systems is discussed in the high-frequency domain. Based on the analysis of the equivalent impedance at the measurement terminal, the relationship between the fault distance and the frequency spectrum extreme points of the...
Persistent link: https://www.econbiz.de/10010676024
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Fault Location in Power Electrical Traction Line System
Zhou, Yimin; Xu, Guoqing; Chen, Yanfeng - In: Energies 5 (2012) 12, pp. 5002-5018
In this paper, methods of fault location are discussed in electrical traction single-end direct power supply network systems. Based on the distributed parameter model of the system, the position of the short-circuit fault can be located with the aid of the current and voltage value at the...
Persistent link: https://www.econbiz.de/10010676043
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Joint Dynamics of Implied Volatility of Liquid DAX Components
Chen, Yanfeng - 2009
Implied volatility can be considered as a function of strike level and time to maturity. As it is calculated from the actual trading options, it contains dynamic, multi-dimensional information of options, modelling the implied volatility is an interesting task for researchers. Dynamic...
Persistent link: https://www.econbiz.de/10009467140
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