结果：找到“the volatility”相关内容360个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
科克伦两件套！1财政政策 2投资学讲义2 个回复 - 1194 次查看 John H. Cochrane conducts research on dynamics in stock and bond markets, the volatility of exchange rates, the term structure of interest rates, the returns to venture capital, liquidity premiums in ...2020-9-30 17:55 - b501506844 - 现金交易版
完全复制GARCH for Irregularly Spaced Financial Data The ACD-GARCH Model的代码1 个回复 - 1445 次查看 完全复制GARCH for Irregularly Spaced Financial Data The ACD-GARCH Model的matlab代码，利用ACD-GARCH模型和中国经济相关数据，可以快速完成高质量的数量经济、风险管理、波动率测量等实证论文，只需要稍微改一 ...2017-11-28 19:06 - xiaorenwuhyl - 现金交易版
Trading Options Greeks: How Time, Volatility, and Other Pricing Factors ...
26 个回复 - 6473 次查看 Title： Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits Authors：Dan Passarelli, William J. Brodsky Year:2012 Pages:368 Language:English Size:3 Mb Exte ...2014-8-7 14:01 - 一道心茶 - 经管书评
26 个回复 - 6473 次查看 Title： Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits Authors：Dan Passarelli, William J. Brodsky Year:2012 Pages:368 Language:English Size:3 Mb Exte ...2014-8-7 14:01 - 一道心茶 - 经管书评
The Volatility Smile (Wiley Finance)
6 个回复 - 4973 次查看 The Volatility Smile (Wiley Finance)by Emanuel Derman (Author), Michael B. Miller (Author), David Park (Contributor) The Volatility SmileThe Black-Scholes-Merton option model was th ...2017-11-9 15:33 - nelsoncwlee - 金融学（理论版）
6 个回复 - 4973 次查看 The Volatility Smile (Wiley Finance)by Emanuel Derman (Author), Michael B. Miller (Author), David Park (Contributor) The Volatility SmileThe Black-Scholes-Merton option model was th ...2017-11-9 15:33 - nelsoncwlee - 金融学（理论版）
SVJ model, SVCJ model, SVIJ model ：Errata on the Impact of Jumps in Volatility4 个回复 - 1097 次查看 SVJ model, SVCJ model, SVIJ model ：Errata on the Impact of Jumps in Volatility and Returns SVCJ model, SVIJ model ：Errata on the Impact of Jumps in Volatility and Returns SVJ model, SVCJ model, SV ...2020-9-13 15:03 - Fu-pear - 现金交易版
【经典教材系列】The Price of Fixed Income Market Volatility
94 个回复 - 10359 次查看 2016年最新教材，降价出售期已过，喜欢就请点击头像下方“加关注”。关注成功后，查看这里即可：三步走把千本好书“一网打尽”！。 [相关阅读] 【经典教材系列】（资料汇总帖，附链接，持续添加中）2016-1-15 18:56 - wwqqer - 金融学（理论版）
94 个回复 - 10359 次查看 2016年最新教材，降价出售期已过，喜欢就请点击头像下方“加关注”。关注成功后，查看这里即可：三步走把千本好书“一网打尽”！。 [相关阅读] 【经典教材系列】（资料汇总帖，附链接，持续添加中）2016-1-15 18:56 - wwqqer - 金融学（理论版）
Directly pricing VIX futures: the role of dynamic volatility and jump intensity
2 个回复 - 395 次查看 【作者(必填)】Tianyi Wang ,Sicong Cheng ,Fangsheng Yin 【文题(必填)】Directly pricing VIX futures: the role of dynamic volatility and jump intensity 【年份(必填)】2022 【全文链接或数据库名 ...2022-7-12 22:15 - hnhs100 - 求助成功区
2 个回复 - 395 次查看 【作者(必填)】Tianyi Wang ,Sicong Cheng ,Fangsheng Yin 【文题(必填)】Directly pricing VIX futures: the role of dynamic volatility and jump intensity 【年份(必填)】2022 【全文链接或数据库名 ...2022-7-12 22:15 - hnhs100 - 求助成功区
Volatility and Correlation - The Perfect Hedger and the Fox
2 个回复 - 2631 次查看 SOA QFI Track 参考书超全大合集 https://bbs.pinggu.org/thread-6906828-1-1.html 书籍名称：Volatility and Correlation - The Perfect Hedger and the Fox作者：Riccardo Rebonato出版年份：2004，2nd Edition ...2019-1-30 22:13 - gonnaago - 金融学（理论版）
2 个回复 - 2631 次查看 SOA QFI Track 参考书超全大合集 https://bbs.pinggu.org/thread-6906828-1-1.html 书籍名称：Volatility and Correlation - The Perfect Hedger and the Fox作者：Riccardo Rebonato出版年份：2004，2nd Edition ...2019-1-30 22:13 - gonnaago - 金融学（理论版）
e Analysis of Stochastic Volatility in the Presence of Daily Realized Measures
2 个回复 - 960 次查看 【作者(必填)】 [*]Siem Jan Koopman 【文题(必填)】e Analysis of Stochastic Volatility in the Presence of Daily Realized Measures 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://jfec ...2013-8-3 22:23 - hnhs100 - 求助成功区
2 个回复 - 960 次查看 【作者(必填)】 [*]Siem Jan Koopman 【文题(必填)】e Analysis of Stochastic Volatility in the Presence of Daily Realized Measures 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://jfec ...2013-8-3 22:23 - hnhs100 - 求助成功区
The representation of American options prices under stochastic volatility and ju
1 个回复 - 604 次查看 【作者(必填)】Gerald H. L. Cheang , Carl Chiarella & Andrew Ziogas 【文题(必填)】The representation of American options prices under stochastic volatility and jump-diffusion dynamics 【年份(必填 ...2020-8-11 14:47 - ssylzz - 求助成功区
1 个回复 - 604 次查看 【作者(必填)】Gerald H. L. Cheang , Carl Chiarella & Andrew Ziogas 【文题(必填)】The representation of American options prices under stochastic volatility and jump-diffusion dynamics 【年份(必填 ...2020-8-11 14:47 - ssylzz - 求助成功区
Option Pricing in Stochastic Volatility Models of the Ornstein-Uhlenbeck type
2 个回复 - 955 次查看 【作者(必填)】Nicolato, E. and E. Venardos 【文题(必填)】Option Pricing in Stochastic Volatility Models of the Ornstein-Uhlenbeck type 【年份(必填)】2003 Mathematical Finance, 13:445-466. ...2015-5-27 21:38 - Bumboo - 求助成功区
2 个回复 - 955 次查看 【作者(必填)】Nicolato, E. and E. Venardos 【文题(必填)】Option Pricing in Stochastic Volatility Models of the Ornstein-Uhlenbeck type 【年份(必填)】2003 Mathematical Finance, 13:445-466. ...2015-5-27 21:38 - Bumboo - 求助成功区
The Option Trader's Guide to Probability, Volatility, and Timing
3 个回复 - 2680 次查看 A comprehensive guide that lets you play the options game with confidence Due to the uncontrollable elements associated with options, many traders find themselves without practical strategies for spe ...2010-6-30 10:10 - emtropy - 金融工程（数量金融）与金融衍生品
3 个回复 - 2680 次查看 A comprehensive guide that lets you play the options game with confidence Due to the uncontrollable elements associated with options, many traders find themselves without practical strategies for spe ...2010-6-30 10:10 - emtropy - 金融工程（数量金融）与金融衍生品
The Impact of Stochastic Volatility on Pricing, Hedging and Hedge Efficiency of
1 个回复 - 732 次查看 SOA QFI Track 参考书超全大合集https://bbs.pinggu.org/thread-6906828-1-1.html文章名称：The Impact of Stochastic Volatility on Pricing, Hedging and Hedge Efficiency of Withdrawal Benefit Guarantees in V ...2021-11-16 10:56 - gonnaago - 金融学（理论版）
1 个回复 - 732 次查看 SOA QFI Track 参考书超全大合集https://bbs.pinggu.org/thread-6906828-1-1.html文章名称：The Impact of Stochastic Volatility on Pricing, Hedging and Hedge Efficiency of Withdrawal Benefit Guarantees in V ...2021-11-16 10:56 - gonnaago - 金融学（理论版）
Forecasting the return distribution using high-frequency volatility measures
1 个回复 - 459 次查看 【作者(必填)】 23 【文题(必填)】 Forecasting the return distribution using high-frequency volatility measures【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/scienc ...2021-6-18 19:24 - internet.hzx - 求助成功区
1 个回复 - 459 次查看 【作者(必填)】 23 【文题(必填)】 Forecasting the return distribution using high-frequency volatility measures【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/scienc ...2021-6-18 19:24 - internet.hzx - 求助成功区
Dynamic return-volatility dependence and risk measure of CoVaR in the oil market
1 个回复 - 656 次查看 【作者(必填)】 23 【文题(必填)】 Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model【年份(必填)】 23 【全文链接或数据库名称(选填)】 ...2021-6-17 03:34 - internet.hzx - 求助成功区
1 个回复 - 656 次查看 【作者(必填)】 23 【文题(必填)】 Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model【年份(必填)】 23 【全文链接或数据库名称(选填)】 ...2021-6-17 03:34 - internet.hzx - 求助成功区
Good Volatility, Bad Volatility, and the Cross Section of Stock Returns
1 个回复 - 674 次查看 【作者(必填)】 23 【文题(必填)】 Good Volatility, Bad Volatility, and the Cross Section of Stock Returns【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.cambridge.org/core/journals/j ...2021-6-14 13:17 - internet.hzx - 求助成功区
1 个回复 - 674 次查看 【作者(必填)】 23 【文题(必填)】 Good Volatility, Bad Volatility, and the Cross Section of Stock Returns【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.cambridge.org/core/journals/j ...2021-6-14 13:17 - internet.hzx - 求助成功区
The nexus between loan portfolio size and volatility: Does bank capital regulati
3 个回复 - 530 次查看 【作者(必填)】 FranziskaBremus[/backcolor] MelinaLudolph[/backcolor] 【文题(必填)】 The nexus between loan portfolio size and volatility: Does bank capital regulation matter?【年份(必填)】 2021.06 ...2021-6-1 08:52 - 程文婧 - 求助成功区
3 个回复 - 530 次查看 【作者(必填)】 FranziskaBremus[/backcolor] MelinaLudolph[/backcolor] 【文题(必填)】 The nexus between loan portfolio size and volatility: Does bank capital regulation matter?【年份(必填)】 2021.06 ...2021-6-1 08:52 - 程文婧 - 求助成功区
求：Volatility-Based Technical Analysis: Strategies for Trading the Invisible
8 个回复 - 3414 次查看 ~ Kirk Northington (作者) [*]出版社: JOHN WILEY & SONS INC (2009年8月1日) [*]丛书名: Wiley Trading [*]精装: 462页 [*]语种： 英语 [*]ISBN: 0470387548 [*]条形码: 97804703875422014-3-25 13:27 - 唐宋元清 - 悬赏大厅
8 个回复 - 3414 次查看 ~ Kirk Northington (作者) [*]出版社: JOHN WILEY & SONS INC (2009年8月1日) [*]丛书名: Wiley Trading [*]精装: 462页 [*]语种： 英语 [*]ISBN: 0470387548 [*]条形码: 97804703875422014-3-25 13:27 - 唐宋元清 - 悬赏大厅
Answers to Eng-of-Chapter Problems The Volatility Smile by Derman
4 个回复 - 1199 次查看 Answers to Eng-of-Chapter Problems The Volatility Smile (Wiley Finance) by Emanuel Derman (Author), Michael B. Miller (Author), David Park (Contributor)2019-4-19 22:28 - 猿人123 - 金融学（理论版）
4 个回复 - 1199 次查看 Answers to Eng-of-Chapter Problems The Volatility Smile (Wiley Finance) by Emanuel Derman (Author), Michael B. Miller (Author), David Park (Contributor)2019-4-19 22:28 - 猿人123 - 金融学（理论版）
招银国际-Anta Sports -2020.HK- Look beyond the volatility and focus on FY21E-210
0 个回复 - 2 次查看 2021-3-3 15:58 - @明明如月 - VIP/贵宾专版
0 个回复 - 2 次查看 2021-3-3 15:58 - @明明如月 - VIP/贵宾专版
New evidence on the relation between return volatility and trading volume
1 个回复 - 325 次查看 【作者(必填)】 2323 【文题(必填)】 New evidence on the relation between return volatility and trading volume【年份(必填)】 23 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/doi/abs ...2021-2-21 14:27 - internet.hzx - 求助成功区
1 个回复 - 325 次查看 【作者(必填)】 2323 【文题(必填)】 New evidence on the relation between return volatility and trading volume【年份(必填)】 23 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/doi/abs ...2021-2-21 14:27 - internet.hzx - 求助成功区
The Volatility Surface: A Practitioner's Guide
7 个回复 - 6267 次查看 波动率曲面目前最理论结合实际的一本书，做市商和场外产品设计必看，不管是风控还是对冲都用的上的。貌似有同志发PDF版的，不过我看书喜欢看kindle版的，就发个kindle版的上来吧，没有kindle阅读器的同志下个kindle ...2014-7-1 16:32 - whcowboy - 金融工程（数量金融）与金融衍生品
7 个回复 - 6267 次查看 波动率曲面目前最理论结合实际的一本书，做市商和场外产品设计必看，不管是风控还是对冲都用的上的。貌似有同志发PDF版的，不过我看书喜欢看kindle版的，就发个kindle版的上来吧，没有kindle阅读器的同志下个kindle ...2014-7-1 16:32 - whcowboy - 金融工程（数量金融）与金融衍生品
The empirical linkages among market returns, return volatility, and trading volu
1 个回复 - 376 次查看 【作者(必填)】 3 【文题(必填)】The empirical linkages among market returns, return volatility, and trading volume: Evidence from the S&P 500 VIX Futures 【年份(必填)】 2012 【全文链接或数据库名称 ...2021-2-21 20:12 - internet.hzx - 求助成功区
1 个回复 - 376 次查看 【作者(必填)】 3 【文题(必填)】The empirical linkages among market returns, return volatility, and trading volume: Evidence from the S&P 500 VIX Futures 【年份(必填)】 2012 【全文链接或数据库名称 ...2021-2-21 20:12 - internet.hzx - 求助成功区
Trading volume and the predictability of return and volatility in the cryptocurr
1 个回复 - 524 次查看 【作者(必填)】 23 【文题(必填)】 Trading volume and the predictability of return and volatility in the cryptocurrency market【年份(必填)】 23 【全文链接或数据库名称(选填)】 https://www.sciencedi ...2021-2-21 13:32 - internet.hzx - 求助成功区
1 个回复 - 524 次查看 【作者(必填)】 23 【文题(必填)】 Trading volume and the predictability of return and volatility in the cryptocurrency market【年份(必填)】 23 【全文链接或数据库名称(选填)】 https://www.sciencedi ...2021-2-21 13:32 - internet.hzx - 求助成功区
How do volatility regimes affect the pricing of quality and liquidity
2 个回复 - 803 次查看 【作者(必填)】Tarik Bazgour Cedric Heuchenne,Georges Hübner and Danielle Sougné 【文题(必填)】How do volatility regimes affect the pricing of quality and liquidity in the stock market 【年份(必填) ...2021-1-16 18:49 - hkswen - 求助成功区
2 个回复 - 803 次查看 【作者(必填)】Tarik Bazgour Cedric Heuchenne,Georges Hübner and Danielle Sougné 【文题(必填)】How do volatility regimes affect the pricing of quality and liquidity in the stock market 【年份(必填) ...2021-1-16 18:49 - hkswen - 求助成功区
正版英文电子书the volatility surface: a practitioner's guide
10 个回复 - 2332 次查看 2019-4-21 09:50 - Naodaihuang - 量化投资
10 个回复 - 2332 次查看 2019-4-21 09:50 - Naodaihuang - 量化投资
The Cross-Section of Volatility and Expected Returns
3 个回复 - 1451 次查看 The Cross-Section of Volatility and Expected Returns ANDREW ANG, ROBERT J. HODRICK, YUHANG XING, and XIAOYAN ZHANG THE JOURNAL OF FINANCE • VOL. LXI, NO. 1 • FEBRUARY 2006 ABSTRACT W ...2020-4-16 20:45 - 2464_1576338390 - 论文版
3 个回复 - 1451 次查看 The Cross-Section of Volatility and Expected Returns ANDREW ANG, ROBERT J. HODRICK, YUHANG XING, and XIAOYAN ZHANG THE JOURNAL OF FINANCE • VOL. LXI, NO. 1 • FEBRUARY 2006 ABSTRACT W ...2020-4-16 20:45 - 2464_1576338390 - 论文版
A New Approach to Volatility Modeling: The Factorial Hidden Markov Volatility Mo
3 个回复 - 828 次查看 【作者(必填)】 MACTC 【文题(必填)】 A New Approach to Volatility Modeling: The Factorial Hidden Markov Volatility Model 【年份(必填)】 2019 【全文链接或数据库名称(选填)】https://amstat.tandfonli ...2019-12-9 14:56 - internet.hzx - 求助成功区
3 个回复 - 828 次查看 【作者(必填)】 MACTC 【文题(必填)】 A New Approach to Volatility Modeling: The Factorial Hidden Markov Volatility Model 【年份(必填)】 2019 【全文链接或数据库名称(选填)】https://amstat.tandfonli ...2019-12-9 14:56 - internet.hzx - 求助成功区
Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Pr
0 个回复 - 669 次查看 A top options trader details a practical approach for pricing and trading options in any market conditionThe options market is always changing, and in order to keep up with it you need the greeks―del ...2020-10-16 14:29 - likehere - 金融学（理论版）
0 个回复 - 669 次查看 A top options trader details a practical approach for pricing and trading options in any market conditionThe options market is always changing, and in order to keep up with it you need the greeks―del ...2020-10-16 14:29 - likehere - 金融学（理论版）
On the volatility–volume relationship in energy futures markets using intraday
2 个回复 - 476 次查看 【作者(必填)】 23 【文题(必填)】 On the volatility–volume relationship in energy futures markets using intraday data【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/ ...2019-10-23 21:23 - internet.hzx - 求助成功区
2 个回复 - 476 次查看 【作者(必填)】 23 【文题(必填)】 On the volatility–volume relationship in energy futures markets using intraday data【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/ ...2019-10-23 21:23 - internet.hzx - 求助成功区
Trading volume and exchange rate volatility: Evidence for the sequential arrival
2 个回复 - 472 次查看 【作者(必填)】 23 【文题(必填)】 Trading volume and exchange rate volatility: Evidence for the sequential arrival of information hypothesis【年份(必填)】 23 【全文链接或数据库名称(选填)】https:// ...2019-10-23 21:18 - internet.hzx - 求助成功区
2 个回复 - 472 次查看 【作者(必填)】 23 【文题(必填)】 Trading volume and exchange rate volatility: Evidence for the sequential arrival of information hypothesis【年份(必填)】 23 【全文链接或数据库名称(选填)】https:// ...2019-10-23 21:18 - internet.hzx - 求助成功区
the influence of interest rate volatility on MBS
0 个回复 - 1102 次查看 CFA书里说，利率下降，agency MBS 会提前赎回，利率上升，agency MBS 延后赎回，预期利率波动下降购买MBS 。为什么？有大神可以解释一下原理吗？2020-7-29 22:11 - cy__58 - 金融工程（数量金融）与金融衍生品
0 个回复 - 1102 次查看 CFA书里说，利率下降，agency MBS 会提前赎回，利率上升，agency MBS 延后赎回，预期利率波动下降购买MBS 。为什么？有大神可以解释一下原理吗？2020-7-29 22:11 - cy__58 - 金融工程（数量金融）与金融衍生品
Does Other Comprehensive Income Volatility Influence Credit Risk and the Cost
0 个回复 - 562 次查看 Does Other Comprehensive Income Volatility Influence Credit Risk and the Cost of Debt?* MAY XIAOYAN BAO, University of New Hampshire MATTHEW T. BILLETT, Indiana University DAVID B. SMITH, Universit ...2020-6-5 11:05 - 2464_1576338390 - 论文版
0 个回复 - 562 次查看 Does Other Comprehensive Income Volatility Influence Credit Risk and the Cost of Debt?* MAY XIAOYAN BAO, University of New Hampshire MATTHEW T. BILLETT, Indiana University DAVID B. SMITH, Universit ...2020-6-5 11:05 - 2464_1576338390 - 论文版
【独家发布】Volatility: Practical Options Theory
3 个回复 - 1839 次查看 Volatility: Practical Options Theory Author(s): Adam S. Iqbal Series: Wiley Finance Publisher: Wiley, Year: 2018 ISBN: 111950161X, 9781119501619 Description: Gain a deep, intuitive and t ...2019-12-29 14:45 - hhasoka - Forum
3 个回复 - 1839 次查看 Volatility: Practical Options Theory Author(s): Adam S. Iqbal Series: Wiley Finance Publisher: Wiley, Year: 2018 ISBN: 111950161X, 9781119501619 Description: Gain a deep, intuitive and t ...2019-12-29 14:45 - hhasoka - Forum
求助 文献Dividend policy and the volatility of common stocks
0 个回复 - 484 次查看 求 Dividend policy and the volatility of common stocks 作者：Baskin， 1989 The Journal of Portfolio Management2020-5-28 01:41 - hihiourour - 爱问频道
0 个回复 - 484 次查看 求 Dividend policy and the volatility of common stocks 作者：Baskin， 1989 The Journal of Portfolio Management2020-5-28 01:41 - hihiourour - 爱问频道
The Volatility and Density Prediction Performance of Alternative GARCH Models
3 个回复 - 620 次查看 【作者(必填)】 12 【文题(必填)】 The Volatility and Density Prediction Performance of Alternative GARCH Models[/backcolor]【年份(必填)】 201 【全文链接或数据库名称(选填)】 http://xueshu.baidu.co ...2020-2-21 17:22 - internet.hzx - 求助成功区
3 个回复 - 620 次查看 【作者(必填)】 12 【文题(必填)】 The Volatility and Density Prediction Performance of Alternative GARCH Models[/backcolor]【年份(必填)】 201 【全文链接或数据库名称(选填)】 http://xueshu.baidu.co ...2020-2-21 17:22 - internet.hzx - 求助成功区
On the predictive power of ARJI volatility forecasts for Bitcoin
2 个回复 - 626 次查看 【作者(必填)】ying-Nan Wang[/backcolor][/backcolor],Hung-Chun Liu[/backcolor],Shu-Mei Chiang[/backcolor] &Yuan-Teng Hsu[/backcolor][/backcolor] 【文题(必填)】On the predictive power of ARJI volatil ...2020-1-20 14:39 - hnhs100 - 求助成功区
2 个回复 - 626 次查看 【作者(必填)】ying-Nan Wang[/backcolor][/backcolor],Hung-Chun Liu[/backcolor],Shu-Mei Chiang[/backcolor] &Yuan-Teng Hsu[/backcolor][/backcolor] 【文题(必填)】On the predictive power of ARJI volatil ...2020-1-20 14:39 - hnhs100 - 求助成功区
The asymmetric relationship between returns and implied volatility: Evidence fro
1 个回复 - 440 次查看 【作者(必填)】 23 【文题(必填)】 The asymmetric relationship between returns and implied volatility: Evidence from global stock markets【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www. ...2020-1-10 00:49 - internet.hzx - 求助成功区
1 个回复 - 440 次查看 【作者(必填)】 23 【文题(必填)】 The asymmetric relationship between returns and implied volatility: Evidence from global stock markets【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www. ...2020-1-10 00:49 - internet.hzx - 求助成功区
Idiosyncratic Volatility in the Australian Equity Market
1 个回复 - 509 次查看 【作者(必填)】 Angel Zhong 【文题(必填)】Idiosyncratic Volatility in the Australian Equity Market 【年份(必填)】 2017年 【全文链接或数据库名称(选填)】 https:/ ...2019-12-3 16:21 - 梦回上古 - 求助成功区
1 个回复 - 509 次查看 【作者(必填)】 Angel Zhong 【文题(必填)】Idiosyncratic Volatility in the Australian Equity Market 【年份(必填)】 2017年 【全文链接或数据库名称(选填)】 https:/ ...2019-12-3 16:21 - 梦回上古 - 求助成功区
【学习笔记】volatility practical option theory 求此书 wiley 出版社出版 ...
0 个回复 - 360 次查看 volatility practical option theory 求此书 wiley 出版社出版2019-12-1 10:56 - 8393_1567261860 - Forum
0 个回复 - 360 次查看 volatility practical option theory 求此书 wiley 出版社出版2019-12-1 10:56 - 8393_1567261860 - Forum
【学习笔记】求 volatility practical option theory by Wiley finance
作 ...
0 个回复 - 433 次查看 求 volatility practical option theory by Wiley finance 作者名字忘记了2019-11-29 20:49 - 8393_1567261860 - Forum
0 个回复 - 433 次查看 求 volatility practical option theory by Wiley finance 作者名字忘记了2019-11-29 20:49 - 8393_1567261860 - Forum
Pricing volatility swaps in the Heston’s stochastic volatility model with regim
1 个回复 - 424 次查看 【作者(必填)】Mengzhe Zhang[/backcolor] and Leunglung Chan[/backcolor] 【文题(必填)】Pricing volatility swaps in the Heston’s stochastic volatility model with regime switching: A saddlepoint a ...2019-11-10 20:49 - Alicefree - 求助成功区
1 个回复 - 424 次查看 【作者(必填)】Mengzhe Zhang[/backcolor] and Leunglung Chan[/backcolor] 【文题(必填)】Pricing volatility swaps in the Heston’s stochastic volatility model with regime switching: A saddlepoint a ...2019-11-10 20:49 - Alicefree - 求助成功区
求助JOBF:Can implied volatility predict returns on the currency carry trade
1 个回复 - 420 次查看 【作者(必填)】 Tom Egbers[/backcolor] [/backcolor]Laurens Swinkels[/backcolor] 【文题(必填)】 Can implied volatility predict returns on the currency carry trade 【年份(必填)】 2015 【全文链接或 ...2019-10-31 10:06 - cooper56 - 求助成功区
1 个回复 - 420 次查看 【作者(必填)】 Tom Egbers[/backcolor] [/backcolor]Laurens Swinkels[/backcolor] 【文题(必填)】 Can implied volatility predict returns on the currency carry trade 【年份(必填)】 2015 【全文链接或 ...2019-10-31 10:06 - cooper56 - 求助成功区
【学习笔记】Have we solved the idiosyncratic volatility puzzle?\0有看过 ...
0 个回复 - 305 次查看 Have we solved the idiosyncratic volatility puzzle?\0有看过这篇文章的嘛，看的有些懵，能私下聊聊吗？2019-10-17 21:00 - zerek.宇 - Forum
0 个回复 - 305 次查看 Have we solved the idiosyncratic volatility puzzle?\0有看过这篇文章的嘛，看的有些懵，能私下聊聊吗？2019-10-17 21:00 - zerek.宇 - Forum
【学习笔记】Have we solved the idiosyncratic volatility puzzle?\0这篇论 ...
0 个回复 - 457 次查看 Have we solved the idiosyncratic volatility puzzle?\0这篇论文有看过的吗？我看的很懵。2019-10-17 20:58 - zerek.宇 - Forum
0 个回复 - 457 次查看 Have we solved the idiosyncratic volatility puzzle?\0这篇论文有看过的吗？我看的很懵。2019-10-17 20:58 - zerek.宇 - Forum
HARK the SHARK: Realized Volatility Modeling with Measurement Errors and Nonline
1 个回复 - 742 次查看 【作者(必填)】Giuseppe Buccheri, Fulvio Corsi 【文题(必填)】HARK the SHARK: Realized Volatility Modeling with Measurement Errors and Nonlinear Dependencies 【年份(必填)】2019 【全文链接或数据库 ...2019-10-9 06:47 - hnhs100 - 求助成功区
1 个回复 - 742 次查看 【作者(必填)】Giuseppe Buccheri, Fulvio Corsi 【文题(必填)】HARK the SHARK: Realized Volatility Modeling with Measurement Errors and Nonlinear Dependencies 【年份(必填)】2019 【全文链接或数据库 ...2019-10-9 06:47 - hnhs100 - 求助成功区
The Volatility Machine_ Emerging Economics and the Threat of Fina
0 个回复 - 757 次查看 The Volatility Machine_ Emerging Economics and the Threat of Finance OXFORD UNIVERSITY PRESS Michael Pettis,英文原版，高清，P266.2019-9-2 18:01 - cathust - 投资人（实务版）
0 个回复 - 757 次查看 The Volatility Machine_ Emerging Economics and the Threat of Finance OXFORD UNIVERSITY PRESS Michael Pettis,英文原版，高清，P266.2019-9-2 18:01 - cathust - 投资人（实务版）
The Information Content of Intraday Implied Volatility for Volatility Forecastin
2 个回复 - 371 次查看 【作者(必填)】Yaw‐Huei Wang[/backcolor] Yun‐Yi Wang[/backcolor] 【文题(必填)】The Information Content of Intraday Implied Volatility for Volatility Forecasting 【年份(必填)】2015 【全文链 ...2019-8-29 20:16 - hnhs100 - 求助成功区
2 个回复 - 371 次查看 【作者(必填)】Yaw‐Huei Wang[/backcolor] Yun‐Yi Wang[/backcolor] 【文题(必填)】The Information Content of Intraday Implied Volatility for Volatility Forecasting 【年份(必填)】2015 【全文链 ...2019-8-29 20:16 - hnhs100 - 求助成功区
The Information Content of Intraday Implied Volatility for Volatility Forecastin
2 个回复 - 455 次查看 【作者(必填)】Yaw‐Huei Wang[/backcolor] Yun‐Yi Wang[/backcolor] 【文题(必填)】The Information Content of Intraday Implied Volatility for Volatility Forecasting 【年份(必填)】2015 【全文链 ...2019-8-25 19:00 - hnhs100 - 求助成功区
2 个回复 - 455 次查看 【作者(必填)】Yaw‐Huei Wang[/backcolor] Yun‐Yi Wang[/backcolor] 【文题(必填)】The Information Content of Intraday Implied Volatility for Volatility Forecasting 【年份(必填)】2015 【全文链 ...2019-8-25 19:00 - hnhs100 - 求助成功区
谁有Option Valuation under Stochastic Volatility II: With Mathematica Code
2 个回复 - 1332 次查看 求Option Valuation under Stochastic Volatility II: With Mathematica Code2019-8-10 10:12 - martingale08 - 金融工程（数量金融）与金融衍生品
2 个回复 - 1332 次查看 求Option Valuation under Stochastic Volatility II: With Mathematica Code2019-8-10 10:12 - martingale08 - 金融工程（数量金融）与金融衍生品
正版英文电子书handbook of volatility models and their applications
7 个回复 - 1073 次查看 2019-4-21 10:22 - Naodaihuang - 投资人（实务版）
7 个回复 - 1073 次查看 2019-4-21 10:22 - Naodaihuang - 投资人（实务版）
The effect of price limits on intraday volatility and information asymmetry
1 个回复 - 355 次查看 【作者(必填)】Yong H.KimaJ. JimmyYangb 【文题(必填)】The effect of price limits on intraday volatility and information asymmetry 【年份(必填)】Pacific-Basin Finance Journal，Volume 16, Issue 5, ...2019-7-31 01:46 - wangzt - 求助成功区
1 个回复 - 355 次查看 【作者(必填)】Yong H.KimaJ. JimmyYangb 【文题(必填)】The effect of price limits on intraday volatility and information asymmetry 【年份(必填)】Pacific-Basin Finance Journal，Volume 16, Issue 5, ...2019-7-31 01:46 - wangzt - 求助成功区
Volatility and Correlation Dynamics of the Mainland Chinese
1 个回复 - 752 次查看 【作者(必填)】Kin-Yip Ho, Yanlin Shi and Zhaoyong Zhang 【文题(必填)】Volatility and Correlation Dynamics of the Mainland Chinese and Hong Kong Stock Markets: Evidence from the A-, B-, H- and Red ...2019-7-27 20:08 - yishuiyuan2604 - 求助成功区
1 个回复 - 752 次查看 【作者(必填)】Kin-Yip Ho, Yanlin Shi and Zhaoyong Zhang 【文题(必填)】Volatility and Correlation Dynamics of the Mainland Chinese and Hong Kong Stock Markets: Evidence from the A-, B-, H- and Red ...2019-7-27 20:08 - yishuiyuan2604 - 求助成功区
Idiosyncratic Return Volatility and the Information Quality
1 个回复 - 617 次查看 【作者(必填)】Changling Chen (a1), Alan Guoming Huang (a2) and Ranjini Jha 【文题(必填)】Idiosyncratic Return Volatility and the Information Quality Underlying Managerial Discretion 【年份(必填) ...2019-6-11 17:41 - fxq2327 - 求助成功区
1 个回复 - 617 次查看 【作者(必填)】Changling Chen (a1), Alan Guoming Huang (a2) and Ranjini Jha 【文题(必填)】Idiosyncratic Return Volatility and the Information Quality Underlying Managerial Discretion 【年份(必填) ...2019-6-11 17:41 - fxq2327 - 求助成功区
PHD thesis：Robustness of Volatility Estimation
3 个回复 - 544 次查看 【作者(必填)】Liyingying 【文题(必填)】Robustness of Volatility Estimation 【年份(必填)】2008 【全文链接或数据库名称(选填)】PHD thesis The University of Chicago Department of Statistics2019-6-3 14:26 - jiandong4388 - 求助成功区
3 个回复 - 544 次查看 【作者(必填)】Liyingying 【文题(必填)】Robustness of Volatility Estimation 【年份(必填)】2008 【全文链接或数据库名称(选填)】PHD thesis The University of Chicago Department of Statistics2019-6-3 14:26 - jiandong4388 - 求助成功区
PHD thesis：Volatility estimation and inference in the presence of jumps
0 个回复 - 391 次查看 【作者(必填)】Veraart, Almut Elisabeth Dorothea[/backcolor] 【文题(必填)】Volatility estimation and inference in the presence of jumps[/backcolor] 【年份(必填)】[/backcolor]2007 【全文链接或数 ...2019-6-3 14:24 - jiandong4388 - 文献求助专区
0 个回复 - 391 次查看 【作者(必填)】Veraart, Almut Elisabeth Dorothea[/backcolor] 【文题(必填)】Volatility estimation and inference in the presence of jumps[/backcolor] 【年份(必填)】[/backcolor]2007 【全文链接或数 ...2019-6-3 14:24 - jiandong4388 - 文献求助专区
The Volatility Smile by Emanuel Derman and Michael B. Miller
12 个回复 - 6896 次查看 The Volatility Smile (Wiley Finance) 1st Edition by Emanuel Derman (Author), Michael B. Miller (Author), David Park (Contributor) The Black-Scholes-Merton option model was the greatest inn ...2016-9-7 12:58 - cmwei333 - 金融学（理论版）
12 个回复 - 6896 次查看 The Volatility Smile (Wiley Finance) 1st Edition by Emanuel Derman (Author), Michael B. Miller (Author), David Park (Contributor) The Black-Scholes-Merton option model was the greatest inn ...2016-9-7 12:58 - cmwei333 - 金融学（理论版）
是否存在the volatility surface勘误材料
1 个回复 - 857 次查看 The Volatility Surface A Practitioners Guide. Jim Gatheral Wiley Finance 2006这本书里有一些部分的数学推导结果貌似是错的，听说这本书有勘误材料，但是不曾找到过，请问有人在哪里看到过吗？2017-1-15 01:22 - Mikyo02 - 休闲灌水
1 个回复 - 857 次查看 The Volatility Surface A Practitioners Guide. Jim Gatheral Wiley Finance 2006这本书里有一些部分的数学推导结果貌似是错的，听说这本书有勘误材料，但是不曾找到过，请问有人在哪里看到过吗？2017-1-15 01:22 - Mikyo02 - 休闲灌水
The equity option volatility smile:an implicit finite-difference approach
2 个回复 - 1032 次查看 【作者(必填)】 Leif B.G. Andersen and Rupert Brotherton-Ratcliffee 【文题(必填)】The equity option volatility smile:an implicit finite-difference approach 【年份(必填)】 1998 【全文链接或数据库 ...2015-9-17 22:52 - Bumboo - 求助成功区
2 个回复 - 1032 次查看 【作者(必填)】 Leif B.G. Andersen and Rupert Brotherton-Ratcliffee 【文题(必填)】The equity option volatility smile:an implicit finite-difference approach 【年份(必填)】 1998 【全文链接或数据库 ...2015-9-17 22:52 - Bumboo - 求助成功区
The Persistence of Volatility and Stock Market Fluctuations
1 个回复 - 347 次查看 【作者(必填)】 James M. Poterba and Lawrence H. Summers 【文题(必填)】 The Persistence of Volatility and Stock Market Fluctuations【年份(必填)】 The American Economic Review Vol. 76, No. 5 (Dec., ...2019-4-8 11:56 - leosong - 求助成功区
1 个回复 - 347 次查看 【作者(必填)】 James M. Poterba and Lawrence H. Summers 【文题(必填)】 The Persistence of Volatility and Stock Market Fluctuations【年份(必填)】 The American Economic Review Vol. 76, No. 5 (Dec., ...2019-4-8 11:56 - leosong - 求助成功区
The Use of Volatility Measures in Assessing Market Efficiency
1 个回复 - 398 次查看 【作者(必填)】 Robert J. Shiller 【文题(必填)】 The Use of Volatility Measures in Assessing Market Efficiency【年份(必填)】 The Journal of Finance Vol. 36, No. 2, Papers and Proceedings of the Th ...2019-4-3 00:48 - leosong - 求助成功区
1 个回复 - 398 次查看 【作者(必填)】 Robert J. Shiller 【文题(必填)】 The Use of Volatility Measures in Assessing Market Efficiency【年份(必填)】 The Journal of Finance Vol. 36, No. 2, Papers and Proceedings of the Th ...2019-4-3 00:48 - leosong - 求助成功区
exchange rate volatility intervention:implications of the optimum currency areas
2 个回复 - 372 次查看 【作者(必填)】 T.bayoumi & B. Eichengreen 【文题(必填)】 exchange rate volatility intervention:implications of the optimum currency areas 【年份(必填)】 1998 【全文链接或数据库名称(选填)】journa ...2019-4-2 12:37 - 影歌4036 - 求助成功区
2 个回复 - 372 次查看 【作者(必填)】 T.bayoumi & B. Eichengreen 【文题(必填)】 exchange rate volatility intervention:implications of the optimum currency areas 【年份(必填)】 1998 【全文链接或数据库名称(选填)】journa ...2019-4-2 12:37 - 影歌4036 - 求助成功区
Cash Crop Production, Food Price Volatility, and Rural Market Integration in the
2 个回复 - 504 次查看 【作者(必填)】Marcel Fafchamps 【文题(必填)】Cash Crop Production, Food Price Volatility, and Rural Market Integration in the Third World 【年份(必填)】1992 【全文链接或数据库名称(选填)】http ...2019-3-30 18:56 - bofeng - 求助成功区
2 个回复 - 504 次查看 【作者(必填)】Marcel Fafchamps 【文题(必填)】Cash Crop Production, Food Price Volatility, and Rural Market Integration in the Third World 【年份(必填)】1992 【全文链接或数据库名称(选填)】http ...2019-3-30 18:56 - bofeng - 求助成功区
Volatility-and-Correlation-In-the-Pricing-of-Equity-FX-and-Interest-Rate-Options
1 个回复 - 1165 次查看 2019-3-11 12:37 - lahela - 金融工程（数量金融）与金融衍生品
1 个回复 - 1165 次查看 2019-3-11 12:37 - lahela - 金融工程（数量金融）与金融衍生品
Inside Volatility Arbitrage : The Secrets of Skewness
3 个回复 - 2898 次查看 Inside Volatility Arbitrage : The Secrets of Skewness by Alireza Javaheri Editorial ReviewsReview "...ideal for academics and practitioners who want to focus on volatility modeling. . . ...2009-8-23 22:28 - martinnyj - 金融学（理论版）
3 个回复 - 2898 次查看 Inside Volatility Arbitrage : The Secrets of Skewness by Alireza Javaheri Editorial ReviewsReview "...ideal for academics and practitioners who want to focus on volatility modeling. . . ...2009-8-23 22:28 - martinnyj - 金融学（理论版）
Idiosyncratic Volatility,Expected Windfall,and the Cross-Section of Stock Return
3 个回复 - 1043 次查看 【作者(必填)】 Chi Wan , [/backcolor]Zhijie Xiao 【文题(必填)】Idiosyncratic Volatility, Expected Windfall, and the Cross-Section of Stock Returns in Essays in Honor of Peter C. B. Phillips (Advan ...2019-2-8 03:00 - leosong - 求助成功区
3 个回复 - 1043 次查看 【作者(必填)】 Chi Wan , [/backcolor]Zhijie Xiao 【文题(必填)】Idiosyncratic Volatility, Expected Windfall, and the Cross-Section of Stock Returns in Essays in Honor of Peter C. B. Phillips (Advan ...2019-2-8 03:00 - leosong - 求助成功区
The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes
2 个回复 - 749 次查看 【作者(必填)】Michael W. Brandt, Alon Brav, John R. Graham, Alok Kumar 【文题(必填)】The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes 【年份(必填)】The Review of Financial ...2019-1-15 16:09 - greenbean - 求助成功区
2 个回复 - 749 次查看 【作者(必填)】Michael W. Brandt, Alon Brav, John R. Graham, Alok Kumar 【文题(必填)】The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes 【年份(必填)】The Review of Financial ...2019-1-15 16:09 - greenbean - 求助成功区
Idiosyncratic Volatility and Expected Returns at the Global Level
2 个回复 - 401 次查看 【作者(必填)】Mehmet Umutlu 【文题(必填)】Idiosyncratic Volatility and Expected Returns at the Global Level 【年份(必填)】Financial Analysts Journal, Volume 71, 2015 - [/backcolor]Issue 6: 58-71 ...2019-1-15 16:25 - greenbean - 求助成功区
2 个回复 - 401 次查看 【作者(必填)】Mehmet Umutlu 【文题(必填)】Idiosyncratic Volatility and Expected Returns at the Global Level 【年份(必填)】Financial Analysts Journal, Volume 71, 2015 - [/backcolor]Issue 6: 58-71 ...2019-1-15 16:25 - greenbean - 求助成功区
volatility - practical options theory (2018)
5 个回复 - 1768 次查看 volatility - practical options theory (2018) (.epub)2018-12-14 17:38 - loneshark - 投资人（实务版）
5 个回复 - 1768 次查看 volatility - practical options theory (2018) (.epub)2018-12-14 17:38 - loneshark - 投资人（实务版）
A geographical model for the daily and weekly seasonal volatility ...
5 个回复 - 536 次查看 【作者(必填)】 Michael M.Dacorogna[/backcolor] [/backcolor]Ulrich A.Müller[/backcolor] [/backcolor]Robert J.Nagler[/backcolor] [/backcolor]Richard B.Olsen[/backcolor] [/backcolor]Olivier V.[/backcol ...2019-1-2 06:18 - leosong - 求助成功区
5 个回复 - 536 次查看 【作者(必填)】 Michael M.Dacorogna[/backcolor] [/backcolor]Ulrich A.Müller[/backcolor] [/backcolor]Robert J.Nagler[/backcolor] [/backcolor]Richard B.Olsen[/backcolor] [/backcolor]Olivier V.[/backcol ...2019-1-2 06:18 - leosong - 求助成功区
Volatility and correlation : the perfect hedger and the fox 2ed
16 个回复 - 6783 次查看 Volatility and Correlation: The Perfect Hedger and the Fox (Wiley Finance) By Riccardo Rebonato Publisher: Wiley Number Of Pages: 864 Publication Date: 2004-09-20 ISBN-10 / ASIN: 0 ...2009-11-30 06:54 - polyjian - 金融学（理论版）
16 个回复 - 6783 次查看 Volatility and Correlation: The Perfect Hedger and the Fox (Wiley Finance) By Riccardo Rebonato Publisher: Wiley Number Of Pages: 864 Publication Date: 2004-09-20 ISBN-10 / ASIN: 0 ...2009-11-30 06:54 - polyjian - 金融学（理论版）
The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Applica
5 个回复 - 591 次查看 【作者(必填)】 Joshua C. C. Chan[/backcolor] 【文题(必填)】 The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling【年份(必填)】 2017 【全文链接 ...2017-6-15 09:48 - internet.hzx - 求助成功区
5 个回复 - 591 次查看 【作者(必填)】 Joshua C. C. Chan[/backcolor] 【文题(必填)】 The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling【年份(必填)】 2017 【全文链接 ...2017-6-15 09:48 - internet.hzx - 求助成功区
Financial volatility modeling: The feedback asymmetric conditional autoregressiv
1 个回复 - 383 次查看 【作者(必填)】Haibin Xie 【文题(必填)】Financial volatility modeling: The feedback asymmetric conditional autoregressive range model 【年份(必填)】2018 【全文链接或数据库名称(选填)】https://onl ...2018-10-17 17:36 - hnhs100 - 求助成功区
1 个回复 - 383 次查看 【作者(必填)】Haibin Xie 【文题(必填)】Financial volatility modeling: The feedback asymmetric conditional autoregressive range model 【年份(必填)】2018 【全文链接或数据库名称(选填)】https://onl ...2018-10-17 17:36 - hnhs100 - 求助成功区
Common volatility in the industrial structure of global capital markets
1 个回复 - 606 次查看 【作者(必填)】Bala Arshanapalli， John Doukas， H. P. Lang 【文题(必填)】Common volatility in the industrial structure of global capital markets 【年份(必填)】1997 【全文链接或数据库名称(选填)】 ...2018-10-4 22:40 - victorbian - 求助成功区
1 个回复 - 606 次查看 【作者(必填)】Bala Arshanapalli， John Doukas， H. P. Lang 【文题(必填)】Common volatility in the industrial structure of global capital markets 【年份(必填)】1997 【全文链接或数据库名称(选填)】 ...2018-10-4 22:40 - victorbian - 求助成功区
求Option Valuation under Stochastic Volatility II: With Mathematica Code
4 个回复 - 2177 次查看 2016版的...xiexie2016-10-7 04:41 - wufuheng - 金融学（理论版）
4 个回复 - 2177 次查看 2016版的...xiexie2016-10-7 04:41 - wufuheng - 金融学（理论版）
[分享] Handbook of Volatility Models and Their Applications 完整版
20 个回复 - 6125 次查看 Handbook of Volatility Models and Their Applications 作者，Luc Bauwens, Christian Hafner, Sebastien Laurent amazon 介绍：http://www.amazon.com/Volatility-Applications-Handbooks-Engineering-Econo ...2012-5-2 07:10 - acgshowoz - 金融工程（数量金融）与金融衍生品
20 个回复 - 6125 次查看 Handbook of Volatility Models and Their Applications 作者，Luc Bauwens, Christian Hafner, Sebastien Laurent amazon 介绍：http://www.amazon.com/Volatility-Applications-Handbooks-Engineering-Econo ...2012-5-2 07:10 - acgshowoz - 金融工程（数量金融）与金融衍生品
The frequency of regime switching in financial market volatility
2 个回复 - 474 次查看 【作者(必填)】 AhmedBenSaïda[/backcolor] 【文题(必填)】 The frequency of regime switching in financial market volatility【年份(必填)】 2015 【全文链接或数据库名称(选填)】http://xueshu.baidu. ...2018-8-21 23:48 - internet.hzx - 求助成功区
2 个回复 - 474 次查看 【作者(必填)】 AhmedBenSaïda[/backcolor] 【文题(必填)】 The frequency of regime switching in financial market volatility【年份(必填)】 2015 【全文链接或数据库名称(选填)】http://xueshu.baidu. ...2018-8-21 23:48 - internet.hzx - 求助成功区
Dynamics of volatility transmission between the U.S. and the Chinese
1 个回复 - 506 次查看 【作者(必填)】Huayun Jiang, Neda Todorova, Eduardo Roca, Jen-Je Su 【文题(必填)】Dynamics of volatility transmission between the U.S. and the Chinese agricultural futures markets 【年份(必填)】2 ...2018-8-1 20:37 - hkswen - 求助成功区
1 个回复 - 506 次查看 【作者(必填)】Huayun Jiang, Neda Todorova, Eduardo Roca, Jen-Je Su 【文题(必填)】Dynamics of volatility transmission between the U.S. and the Chinese agricultural futures markets 【年份(必填)】2 ...2018-8-1 20:37 - hkswen - 求助成功区
The macroeconomic determinants of commodity futures volatility
1 个回复 - 586 次查看 【作者(必填)】Di.Mo,;Rakesh.Gupta,;Bin.Li, and Tarlok.Singh 【文题(必填)】The macroeconomic determinants of commodity futures volatility: Evidence from Chinese and Indian markets 【年份(必填)】2 ...2018-8-1 13:51 - hkswen - 求助成功区
1 个回复 - 586 次查看 【作者(必填)】Di.Mo,;Rakesh.Gupta,;Bin.Li, and Tarlok.Singh 【文题(必填)】The macroeconomic determinants of commodity futures volatility: Evidence from Chinese and Indian markets 【年份(必填)】2 ...2018-8-1 13:51 - hkswen - 求助成功区
Volatility spillover from the US to international stock markets: A heterogeneous
3 个回复 - 1100 次查看 【作者(必填)】 [*]Yudong Wang[/backcolor] [*]Zhiyuan Pan[/backcolor] [*]Chongfeng Wu[/backcolor] 【文题(必填)】Volatility spillover from the US to international stock ...2018-6-26 11:29 - byliu - 求助成功区
3 个回复 - 1100 次查看 【作者(必填)】 [*]Yudong Wang[/backcolor] [*]Zhiyuan Pan[/backcolor] [*]Chongfeng Wu[/backcolor] 【文题(必填)】Volatility spillover from the US to international stock ...2018-6-26 11:29 - byliu - 求助成功区
求“Risk Matters: The Real Effects of Volatility Shocks”
1 个回复 - 491 次查看 【作者(必填)】 [*]Jesús Fernández-Villaverde [*]Pablo Guerrón-Quintana [*]Juan F. Rubio-Ramírez [*]Martin Uribe 【文题(必填)】 Risk Matters: The Real Effects of Volatility Shocks 【年份(必 ...2018-6-14 09:59 - 2066891135 - 求助成功区
1 个回复 - 491 次查看 【作者(必填)】 [*]Jesús Fernández-Villaverde [*]Pablo Guerrón-Quintana [*]Juan F. Rubio-Ramírez [*]Martin Uribe 【文题(必填)】 Risk Matters: The Real Effects of Volatility Shocks 【年份(必 ...2018-6-14 09:59 - 2066891135 - 求助成功区
