结果：找到“the volatility correlation”相关内容13个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
Volatility and Correlation - The Perfect Hedger and the Fox
2 个回复 - 2594 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 - 2594 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）
Volatility and Correlation Dynamics of the Mainland Chinese
1 个回复 - 695 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 - 695 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
Volatility-and-Correlation-In-the-Pricing-of-Equity-FX-and-Interest-Rate-Options
1 个回复 - 1146 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 - 1146 次查看 2019-3-11 12:37 - lahela - 金融工程（数量金融）与金融衍生品
Volatility and correlation : the perfect hedger and the fox 2ed
16 个回复 - 6551 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 - 6551 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）
Conditional volatility and correlations of weekly returns and the VaR analysis o
1 个回复 - 516 次查看 【作者(必填)】 BahramPesaranaM. HashemPesaran 【文题(必填)】 Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash【年份(必填)】 2010 【全文链接 ...2018-1-14 01:36 - internet.hzx - 求助成功区
1 个回复 - 516 次查看 【作者(必填)】 BahramPesaranaM. HashemPesaran 【文题(必填)】 Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash【年份(必填)】 2010 【全文链接 ...2018-1-14 01:36 - internet.hzx - 求助成功区
Modeling the Dependence of Conditional Correlations on Market Volatility
1 个回复 - 601 次查看 【作者(必填)】 uc Bauwens[/backcolor] & Edoardo Otranto[/backcolor] 【文题(必填)】 Modeling the Dependence of Conditional Correlations on Market Volatility【年份(必填)】 2016 【全文链接或数据库名 ...2016-12-28 12:32 - internet.hzx - 求助成功区
1 个回复 - 601 次查看 【作者(必填)】 uc Bauwens[/backcolor] & Edoardo Otranto[/backcolor] 【文题(必填)】 Modeling the Dependence of Conditional Correlations on Market Volatility【年份(必填)】 2016 【全文链接或数据库名 ...2016-12-28 12:32 - internet.hzx - 求助成功区
Modeling the Dependence of Conditional Correlations on Market Volatility
2 个回复 - 699 次查看 【作者(必填)】 Luc Bauwensa & Edoardo Otrantob 【文题(必填)】 Modeling the Dependence of Conditional Correlations on Market Volatility【年份(必填)】 2006 【全文链接或数据库名称(选填)】http://www. ...2016-7-20 12:05 - internet.hzx - 求助成功区
2 个回复 - 699 次查看 【作者(必填)】 Luc Bauwensa & Edoardo Otrantob 【文题(必填)】 Modeling the Dependence of Conditional Correlations on Market Volatility【年份(必填)】 2006 【全文链接或数据库名称(选填)】http://www. ...2016-7-20 12:05 - internet.hzx - 求助成功区
Modeling the Dependence of Conditional Correlations on Market Volatility
1 个回复 - 642 次查看 【作者(必填)】 Luc Bauwensa & Edoardo Otrantob 【文题(必填)】 Modeling the Dependence of Conditional Correlations on Market Volatility【年份(必填)】 2016 【全文链接或数据库名称(选填)】http://www. ...2016-7-20 12:15 - internet.hzx - 求助成功区
1 个回复 - 642 次查看 【作者(必填)】 Luc Bauwensa & Edoardo Otrantob 【文题(必填)】 Modeling the Dependence of Conditional Correlations on Market Volatility【年份(必填)】 2016 【全文链接或数据库名称(选填)】http://www. ...2016-7-20 12:15 - internet.hzx - 求助成功区
Modeling the Dependence of Conditional Correlations on Market Volatility
1 个回复 - 689 次查看 【作者(必填)】 Luc Bauwensa & Edoardo Otrantob 【文题(必填)】 Modeling the Dependence of Conditional Correlations on Market Volatility【年份(必填)】 2016 【全文链接或数据库名称(选填)】http://www. ...2016-7-20 12:07 - internet.hzx - 求助成功区
1 个回复 - 689 次查看 【作者(必填)】 Luc Bauwensa & Edoardo Otrantob 【文题(必填)】 Modeling the Dependence of Conditional Correlations on Market Volatility【年份(必填)】 2016 【全文链接或数据库名称(选填)】http://www. ...2016-7-20 12:07 - internet.hzx - 求助成功区
Return, volatility spillovers and dynamic correlation in the BRIC equity markets
4 个回复 - 836 次查看 【作者(必填)】Bhar and Nikolova 【文题(必填)】Return, volatility spillovers and dynamic correlation in the BRIC equity markets: An analysis using a bivariate EGARCH framework 【年份(必填)】2009, ...2013-3-20 09:04 - jayzjh - 求助成功区
4 个回复 - 836 次查看 【作者(必填)】Bhar and Nikolova 【文题(必填)】Return, volatility spillovers and dynamic correlation in the BRIC equity markets: An analysis using a bivariate EGARCH framework 【年份(必填)】2009, ...2013-3-20 09:04 - jayzjh - 求助成功区
Volatility and Correlation: In the Pricing of Equity
7 个回复 - 2501 次查看 【资料名称】：Volatility and Correlation: In the Pricing of Equity, FX and Interest-Rate Options (Wiley Series in Financial Engineering) 【资料作者】：Riccardo Rebonato 【出版社】：Wiley 2007 ...2009-11-5 18:02 - zhaohailei - 金融学（理论版）
7 个回复 - 2501 次查看 【资料名称】：Volatility and Correlation: In the Pricing of Equity, FX and Interest-Rate Options (Wiley Series in Financial Engineering) 【资料作者】：Riccardo Rebonato 【出版社】：Wiley 2007 ...2009-11-5 18:02 - zhaohailei - 金融学（理论版）
[分享]Testing for volatility interactions in the Constant Conditional Correlation
3 个回复 - 2281 次查看 Econometrics Journal 09年最新文章8Testing for volatility interactions in the Constant Conditional Correlation GARCH model 2009-4-21 01:24 - ccsxghcwb - 计量经济学与统计软件
3 个回复 - 2281 次查看 Econometrics Journal 09年最新文章8Testing for volatility interactions in the Constant Conditional Correlation GARCH model 2009-4-21 01:24 - ccsxghcwb - 计量经济学与统计软件
