结果:找到“Market Volatility”相关内容157个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
货币金融学(第十二版) 弗雷德里克·S.米什金 题库及答案
0 个回复 - 1401 次查看 Economics of Money, Banking, and Financial Markets, 12e (Mishkin) Chapter 1 Why Study Money, Banking, and Financial Markets? 1.1 Why Study Financial Markets? 1) Financial markets promote economic ...2022-6-15 16:30 - zht505540914 - 现金交易版
【经典教材系列】The Price of Fixed Income Market Volatility
94 个回复 - 10238 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)
Herding and market volatility文献求助
4 个回复 - 1451 次查看 【作者(必填)】 TianlunFei, XiaoquanLiu 【文题(必填)】Herding and market volatility 【年份(必填)】2021 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs/pii/S1057 ...2022-4-21 16:51 - cooper56 - 求助成功区
Derivatives in Financial Markets with Stochastic Volatility
11 个回复 - 8953 次查看 Derivatives in Financial Markets with Stochastic Volatility Authors:Jean-Pierre Fouque, George PapanicolaouK. Ronnie S Publisher: Cambridge University Press Keywords: volatility, stochastic, market ...2011-4-3 09:48 - martinnyj - 金融学(理论版)
Volatility model applications in China's SSE50 options market
1 个回复 - 621 次查看 【作者(必填)】Yeguang Chi[/backcolor],Wenyan Hao[/backcolor],Yifei Zhang[/backcolor] 【文题(必填)】Volatility model applications in China's SSE50 options market 【年份(必填)】2021 【全文链接或数 ...2022-3-14 16:50 - hnhs100 - 求助成功区
Dynamic return-volatility dependence and risk measure of CoVaR in the oil market
1 个回复 - 639 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
The empirical linkages among market returns, return volatility, and trading volu
1 个回复 - 358 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
免費 A Stochastic Volatility LIBOR Market Model with a closed form solution
8 个回复 - 3054 次查看 A Stochastic Volatility LIBOR Market Model with a closed form solution by Hazim Nada Imperial College London Centre for Quantitative Finance 1 Introduction 6 2 Literature Review 9 2.1 Review ...2009-10-12 15:58 - martinnyj - 金融学(理论版)
求助一篇论文:Stock market volatility around national elections
1 个回复 - 456 次查看 【作者(必填)】Bialkowski 【文题(必填)】Stock market volatility around national elections【年份(必填)】2008 【全文链接或数据库名称(选填)】Journal of Banking & Finance 32 (9), 1941–1953.2020-10-27 09:25 - alli - 求助成功区
On the volatility–volume relationship in energy futures markets using intraday
2 个回复 - 463 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
Stock Market Volatility and Macroeconomic Fundamentals
1 个回复 - 875 次查看 【作者(必填)】Robert F. Engle[/backcolor], Eric Ghysels[/backcolor] and Bumjean Sohn[/backcolor] 【文题(必填)】Stock Market Volatility and Macroeconomic Fundamentals 【年份(必填)】2013 【全文 ...2020-3-20 22:00 - hnhs100 - 文献求助专区
[论文文献]Information, Market Power and Price Volatility
0 个回复 - 668 次查看 文献题目:Information, Market Power and Price Volatility 信息,市场力量和价格波动 作者: [*]德克·贝格曼[/backcolor](dirk.bergemann@yale.edu[/backcolor])(耶鲁大学考尔斯基金会[/backcolor]) ...2020-1-2 10:52 - [_回忆是梦_]_。 - 博弈论
Idiosyncratic Volatility in the Australian Equity Market
1 个回复 - 497 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
Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Market
3 个回复 - 513 次查看 【作者(必填)】 23 【文题(必填)】 Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets[/backcolor]【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.jstor.org ...2019-10-23 02:11 - internet.hzx - 求助成功区
Forecasting stock market volatility and information content of implied volatilit
2 个回复 - 421 次查看 【作者(必填)】Pratap Chandra Pati[/backcolor] 【文题(必填)】Forecasting stock market volatility and information content of implied volatility index 【年份(必填)】2018 【全文链接或数据库名称 ...2019-8-25 18:57 - hnhs100 - 求助成功区
Value, Size, Momentum, Dividend Yield, and Volatility in China’s A-Share Market
1 个回复 - 689 次查看 【作者(必填)】Christopher Cheung, George Hoguet and Sunny Ng 【文题(必填)】Value, Size, Momentum, Dividend Yield, and Volatility in China’s A-Share Market【年份(必填)】The Journal of Portfolio Man ...2019-7-27 20:12 - yishuiyuan2604 - 求助成功区
Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Market
2 个回复 - 583 次查看 【作者(必填)】 23 【文题(必填)】 Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.jstor.org/stable/2331 ...2019-7-12 00:33 - internet.hzx - 求助成功区
Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Market
1 个回复 - 359 次查看 【作者(必填)】 23 【文题(必填)】 Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets【年份(必填)】 23 【全文链接或数据库名称(选填)】http://www.jstor.org/stable/23311 ...2019-7-12 00:04 - internet.hzx - 求助成功区
A Practical Guide to Forecasting Financial Market Volatility
6 个回复 - 2922 次查看 PProduct DescriptionFinancial market volatility forecasting is one of today's most important areas of expertise for professionals and academics in investment, option pricing, and financial market regu ...2010-8-15 19:24 - madeinlaws - 金融工程(数量金融)与金融衍生品
A Mixed Frequency Stochastic Volatility Model for Intraday Stock Market Returns
3 个回复 - 743 次查看 【作者(必填)】 Jeremias Bekierman Bastian Gribisch 【文题(必填)】A Mixed Frequency Stochastic Volatility Model for Intraday Stock Market Returns 【年份(必填)】 2019 【全文链接或数据库名称(选填)】 ...2019-6-28 15:05 - hnhs100 - 求助成功区
求Black,F.(1976)Studies of stock market volatility changes.
5 个回复 - 2977 次查看 【作者(必填)】 Black,F.[/backcolor] 【文题(必填)】 Studies of stock market volatility changes.[/backcolor] 【年份(必填)】 1976 【全文链接或数据库名称(选填)】Proceeding of the American Statistica ...2014-10-12 21:11 - wxylzh - 求助成功区
穆迪:Emerging markets continue growth trajectory despite market volatility 2019
1 个回复 - 522 次查看 穆迪:Emerging markets continue growth trajectory despite market volatility 20190509 欢迎订阅论坛文库[/backcolor]"[/backcolor]BAFE文摘[/backcolor]"查看更新和旧帖[/backcolor] [/backcolor]2019-5-10 16:13 - ottohans - 行业分析报告
The Persistence of Volatility and Stock Market Fluctuations
1 个回复 - 342 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 - 389 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
Cash Crop Production, Food Price Volatility, and Rural Market Integration in the
2 个回复 - 494 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
Options Volatility Trading: Strategies for Profiting from Market Swings
56 个回复 - 8912 次查看 How to collect big profits from a volatile options marketOver the past decade, the concept of volatility has drawn attention from traders in all markets across the globe. Unfortunately, this scrutiny ...2015-1-30 00:54 - 大家开心 - 金融学(理论版)
Intraday volatility and scaling in high frequency foreign exchange markets
1 个回复 - 520 次查看 【作者(必填)】 LarsSeemann[/backcolor]Joseph L.McCauley[/backcolor]Gemunu H.[/backcolor] 【文题(必填)】 Intraday volatility and scaling in high frequency foreign exchange markets【年份(必填)】 201 ...2019-1-12 14:51 - leosong - 求助成功区
Common volatility in the industrial structure of global capital markets
1 个回复 - 595 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 Modeling and predicting historical volatility in exchange rate markets
1 个回复 - 472 次查看 【作者(必填)】SalimLahmiri 【文题(必填)】Modeling and predicting historical volatility in exchange rate markets[/backcolor] 【年份(必填)】2017 【全文链接或数据库名称(选填)】https://www.scienc ...2018-9-12 12:23 - yangboli_qt - 求助成功区
The frequency of regime switching in financial market volatility
2 个回复 - 456 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
Volatility spillover from the US to international stock markets: A heterogeneous
3 个回复 - 1091 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
Volatility forecasting of crude oil market: A new hybrid method
6 个回复 - 1197 次查看 【作者(必填)】 [*]Yue‐Jun Zhang [/backcolor] [*]Jin‐Liang Zhang[/backcolor] 【文题(必填)】 Volatility forecasting of crude oil[/backcolor] market: A new hybrid method[/backcolo ...2018-6-26 10:40 - byliu - 求助成功区
Forecasting realized volatility of oil futures market: A new insight
1 个回复 - 694 次查看 【作者(必填)】 [*]Feng Ma[/backcolor] [*]Yu Wei [/backcolor] [*]Li Liu[/backcolor] [*]Dengshi Huang[/backcolor] 【文题(必填)】Forecasting realized volati ...2018-6-26 10:45 - byliu - 求助成功区
Asymmetric volatility transmission in international stock markets
2 个回复 - 630 次查看 【作者(必填)】 GregoryKoutmos∗[/backcolor]G.GeoffreyBooth[/backcolor] 【文题(必填)】 Asymmetric volatility transmission in international stock markets【年份(必填)】 1995 【全文链接或数据库名 ...2018-5-12 10:21 - internet.hzx - 求助成功区
Correlations in Price Changes and Volatility across International Stock Markets
1 个回复 - 509 次查看 【作者(必填)】 Y Hamao, RW Masulis, V Ng 【文题(必填)】 Correlations in Price Changes and Volatility across International Stock Markets【年份(必填)】 1990 【全文链接或数据库名称(选填)】http://x ...2018-3-17 16:53 - internet.hzx - 求助成功区
How asymmetric is U.S. stock market volatility?
2 个回复 - 528 次查看 【作者(必填)】 Louis H.Ederington,Wei Guan 【文题(必填)】 How asymmetric is U.S. stock market volatility? 【年份(必填)】 2010 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd=paperuri ...2017-12-1 23:59 - internet.hzx - 求助成功区
Volatility in Emerging Stock Markets
2 个回复 - 554 次查看 【作者(必填)】 Reena Aggarwal, Carla Inclan and Ricardo Leal 【文题(必填)】 Volatility in Emerging Stock Markets【年份(必填)】The Journal of Financial and Quantitative Analysis Vol. 34, No. 1 (Mar. ...2017-10-22 10:41 - feiying1023 - 求助成功区
The Low-Volatility Anomaly: Market Evidence on Systematic Risk vs. Mispricing
9 个回复 - 812 次查看 【作者(必填)】 作者: Li, Xi; Sullivan, Rodney N.; Garcia-Feijoo, Luis 【文题(必填)】 The Low-Volatility Anomaly: Market Evidence on Systematic Risk vs. Mispricing 【年份(必填)】 2016 【全文链接或 ...2017-10-28 11:20 - gregoryxue - 求助成功区
Dynamic return-volatility dependence and risk measure of CoVaR in the oil market
1 个回复 - 693 次查看 【作者(必填)】 Bing-YueLiuabQiangJibcYingFand 【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)】 2017 ...2017-10-13 18:13 - internet.hzx - 求助成功区
Stock Market Volatility 英文原版
0 个回复 - 854 次查看 Greg N. Gregoriou - Stock Market Volatility2017-10-9 16:01 - kewmudcake - 投资人(实务版)
求OPTIMAL CONSUMPTION AND PORTFOLIO IN A MARKET WHERE THE VOLATILITY IS DRIVEN B
3 个回复 - 479 次查看 【作者(必填)】Yaozhong Hu 【文题(必填)】OPTIMAL CONSUMPTION AND PORTFOLIO IN A MARKET WHERE THE VOLATILITY IS DRIVEN BY FRACTIONAL BROWNIAN MOTION 【年份(必填)】2004 【全文链接或数据库名称(选填 ...2017-8-18 11:28 - 地下爆菊 - 求助成功区
高价悬赏economic policy uncertainty and stock market volatility (US)
2 个回复 - 1171 次查看 最近在写 economic policy uncertainty and stock market volatility (US)的一些关系,想求一些相关领域的文献,不甚感激;2017-7-24 16:44 - beizhongren - 文献求助专区
Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Market
1 个回复 - 306 次查看 【作者(必填)】 3 【文题(必填)】 Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets 【年份(必填)】 23 【全文链接或数据库名称(选填)】 https://www.cambridge.org/core ...2019-7-11 09:46 - internet.hzx - 求助成功区
treasury market volatility (2016)
6 个回复 - 994 次查看 treasury market volatility - the unusual price swings of october 15, 2014 (2016) (.pdf)2017-6-21 08:23 - loneshark - 投资人(实务版)
Explaining the puzzle of high policy uncertainty and low market volatility
0 个回复 - 1306 次查看 Explaining the puzzle of high policy uncertainty and low market volatilityLubos Pastor, Pietro Veronesi 25 May 2017Since 2000, political uncertainty has had a strong influence on market volatility in ...2017-5-26 11:22 - 阿袋 - 世界经济与国际贸易
What Drives Long-term Oil Market Volatility? Fundamentals versus Speculation
3 个回复 - 1005 次查看 【作者(必填)】 Yin, Libo; Zhou, Yimin. 【文题(必填)】 What Drives Long-term Oil Market Volatility? Fundamentals versus Speculation 【年份(必填)】 Kiel10.20 (Jul 22, 2016): 1-27. 【全文链接或数 ...2017-4-18 17:57 - freiburgskirt - 求助成功区
Return and volatility linkages between oil prices and the Lebanese stock market
2 个回复 - 832 次查看 【作者(必填)】 E Bouri 【文题(必填)】 Return and volatility linkages between oil prices and the Lebanese stock market in crisis periods【年份(必填)】 2015 【全文链接或数据库名称(选填)】http://x ...2017-4-6 21:51 - internet.hzx - 求助成功区
Univariate and Bivariate Volatility in Central European Stock Markets
2 个回复 - 675 次查看 【作者(必填)】Boţoc Claudiu 【文题(必填)】Univariate and Bivariate Volatility in Central European Stock Markets 【年份(必填)】2017 【全文链接或数据库名称(选填)】https://www.vse.cz/pe ...2017-4-5 22:13 - runman - 求助成功区
Stock Market Volatility and Learning (J. of Finance, 2016)
2 个回复 - 1008 次查看 《Stock Market Volatility and Learning》 此篇论文发表在2015年 Journal of Finance上。 作者提出一种基于消费的资产定价模型。 简介 We show that consumption-based asset pricing models with time-se ...2016-10-28 09:45 - DuShu16 - 金融学(理论版)
Stock Market Volatility and Learning.
1 个回复 - 661 次查看 【作者(必填)】 ADAM, K., MARCET, A. and NICOLINI, J. P. 【文题(必填)】 Stock Market Volatility and Learning. 【年份(必填)】 (2016), 【全文链接或数据库名称(选填)】The Journal of Finance, 71: 3 ...2017-4-3 10:35 - peter - 求助成功区
How Learning in Financial Markets Generates Excess Volatility and Predictability
2 个回复 - 642 次查看 【作者(必填)】Allan G. Timmermann 【文题(必填)】 How Learning in Financial Markets Generates Excess Volatility and Predictability in Stock Prices【年份(必填)】 1993 he Quarterly Journal of Eco ...2017-4-3 09:39 - peter - 求助成功区
Volatility spillovers between oil prices and the stock market under structural~~
1 个回复 - 762 次查看Volatility spillovers between oil prices and the stock market under structural breaks》 此篇论文发表在2016年Global Finance Journal上。作者使用单双变量GARCH模型来分析美国股票市场和石油市场波动之间 ...2017-3-29 03:45 - DuShu16 - 金融学(理论版)
Stock market volatility and equity returns: Evidence from a two-state Markov-swi
1 个回复 - 611 次查看 【作者(必填)】 Xinyi Liua, , Dimitris Margaritisb, , Peiming Wang 【文题(必填)】 Stock market volatility and equity returns: Evidence from a two-state Markov-switching model with regressors【年份(必 ...2017-3-24 15:02 - internet.hzx - 求助成功区
Index Futures Trading and Stock Market Volatility in China: A Difference-in-Diff
3 个回复 - 827 次查看 【作者(必填)】 [*]Shiqing Xie, [*] [*] [*]Taiping Mo 【文题(必填)】 Index Futures Trading and Stock Market Volatility in China: A Difference-in-Difference ApproachArticle in ...2017-3-3 12:59 - randompattern - 求助成功区
Forecasting intraday volatility in the us equity market.
3 个回复 - 1244 次查看 【作者(必填)】 【文题(必填)】Forecasting intraday volatility in the us equity market. multiplicative component garchRF Engle, ME Sokalska - Journal of Financial Econometrics, 2012 - Oxford Univ Pre ...2013-9-16 21:16 - 金融坦然 - 求助成功区
Market volatility and momentum
2 个回复 - 791 次查看 【作者(必填)】Kevin Q. Wanga 【文题(必填)】Market volatility and momentum 【年份(必填)】2015 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/S09275398140012242017-2-5 22:33 - MemMao - 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
Asymmetric connectedness on the U.S. stock market: Bad and good volatility spill
1 个回复 - 837 次查看 【作者(必填)】 Jozef Baruník, , Evžen Kočenda, Lukáš Vácha 【文题(必填)】 Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers【年份(必填)】 2016 ...2016-12-22 16:04 - internet.hzx - 求助成功区
Forecasting Stock Market Volatility with Regime-Switching GARCH Models
15 个回复 - 1740 次查看 【作者(必填)】Juri Marcucci 【文题(必填)】Forecasting Stock Market Volatility with Regime-Switching GARCH Models 【年份(必填)】2005 【全文链接或数据库名称(选填)】https://www.degruyter.com/vie ...2016-12-18 15:01 - runman - 求助成功区
Circuit Breakers and Market Volatility
2 个回复 - 1570 次查看 2016-12-8 22:23 - adamadam2014 - 金融学(理论版)
Volatility and links between national stock markets
1 个回复 - 835 次查看 【作者(必填)】 King, M., Sentana, E., Wadhwani 【文题(必填)】 Volatility and links between national stock markets 【年份(必填)】 1994. 【全文链接或数据库名称(选填)】jstor King, M., Sentana, E ...2016-10-24 23:38 - yahoocom - 求助成功区
Stock Market Structure and Volatility
2 个回复 - 663 次查看 【作者(必填)】Hans R. Stoll  and Robert E. Whaley  【文题(必填)】Stock Market Structure and Volatility 【年份(必填)】1990 【全文链接或数据库名称(选填)】http://rfs.oxfordjournals.o ...2016-8-16 12:06 - blueskyy - 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
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
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
Intraday futures volatility and theories of market behavior
2 个回复 - 859 次查看 【作者(必填)】Daigler R T 【文题(必填)】Intraday futures volatility and theories of market behavior 【年份(必填)】1997 【全文链接或数据库名称(选填)】Journal of futures markets2016-7-20 10:35 - 三世相思2013 - 求助成功区
Forecasting intraday volatility in the us equity market :Multiplicative componen
2 个回复 - 937 次查看 【作者(必填)】Engle R F,Sokalska ME 【文题(必填)】Forecasting intraday volatility in the us equity market :Multiplicative component garch 【年份(必填)】2012 【全文链接或数据库名称(选填)】2016-7-20 10:54 - 三世相思2013 - 求助成功区
A Practical Guide to Forecasting Financial Market Volatility
7 个回复 - 2415 次查看 Product DescriptionFinancial market volatility forecasting is one of today's most important areas of expertise for professionals and academics in investment, option pricing, and financial market regul ...2009-11-30 06:44 - polyjian - 金融学(理论版)
A Practical Guide to Forecasting Financial Market Volatility (2005)
6 个回复 - 2338 次查看 A Practical Guide to Forecasting Financial Market Volatility (2005) Author: Ser-Huang Poon Contents: 1 Volatility Definition and Estimation 2 Volatility Forecast Evaluation 3 Historical Volatil ...2009-9-4 21:45 - 081015042 - 金融工程(数量金融)与金融衍生品
A Practical Guide to Forecasting Financial Market Volatility
7 个回复 - 1767 次查看 A Practical Guide to Forecasting Financial Market Volatility (The Wiley Finance Series) by Ser-Huang Poon (Author) Series: The Wiley Finance Series (Book 303) Hardcover: 236 pagesPublisher: Wil ...2013-12-2 23:42 - martinnyj - 金融学(理论版)
原版好书系列-A Practical Guide To Forecasting Financial Market Volatility
4 个回复 - 2752 次查看 内容简介 Financial market volatility forecasting is one of today's most important areas of expertise for professionals and academics in investment, option pricing, and financial market regulation. Wh ...2009-9-6 18:29 - ljmsmb - 金融学(理论版)
Modelling Stock Market Volatility
7 个回复 - 2011 次查看 Modelling Stock Market Volatility: Bridging the Gap to Continuous Time [Hardcover]Peter H. Rossi (Editor) [*]Hardcover: 485 pages[*]Publisher: Academic Press; 1st edition (November 18, 1996)[*]Lang ...2010-7-8 12:27 - mcsyky - 金融学(理论版)
免費 Modelling Stock Market Volatility -Bridging the Gap to Continuous Time
4 个回复 - 1232 次查看 Modelling Stock Market Volatility: Bridging the Gap to Continuous TimePeter H. Rossi (Editor) Publication Date: November 18, 1996 | ISBN-10: 0125982755 | ISBN-13: 978-0125982757 | Editio ...2013-11-12 00:24 - martinnyj - 金融学(理论版)
求文献Volatility of stock market and exchange rate returns in Peru: Long memory
2 个回复 - 684 次查看 【作者(必填)】Andrés Herrera AramburúRelated information1Department of Economics, Pontificia Universidad Católica del Perú, Av. Universitaria 1801, Lima 32, Lima, Perú , Gabriel RodríguezRela ...2016-5-7 17:25 - weilinhy - 求助成功区
Market Volatility and Investor Behavior
2 个回复 - 1068 次查看 【作者(必填)】Robert J. Shiller[/backcolor] 【文题(必填)】Market Volatility and Investor Behavior 【年份(必填)】The American Economic Review Vol. 80, No. 2, May, 1990 【全文链接或数据库名 ...2013-12-12 01:38 - winniechansy - 求助成功区
【金融市场】Asian Shares Slip Amid Volatility in Oil Market
3 个回复 - 649 次查看 source from:WSJ website MARKETS ASIA STOCKS Asian Shares Slip Amid Volatility in Oil Market Shares of BHP Billiton and Noble Group rise as bargain buying lifts some of the region’s most battered ...2016-2-23 17:15 - william9225 - 真实世界经济学(含财经时事)
Investor Sentiment and Financial Market Volatility HC Shu, JH Chang - Journal of
1 个回复 - 592 次查看 【作者(必填)】 【文题(必填)】 【年份(必填)】 【全文链接或数据库名称(选填)】Investor Sentiment and Financial Market VolatilityHC Shu, JH Chang - Journal of Behavioral Finance, 2015 - Taylor & ...2015-12-5 15:08 - 马甲甲 - 求助成功区
文献求助: Stock Market Volatility and Macroeconomic Fundamentals
2 个回复 - 1281 次查看 【作者(必填)】Robert F. Engle, Eric Ghysels, Bumjean Sohn 【文题(必填)】Stock Market Volatility and Macroeconomic Fundamentals 【年份(必填)】2013 【全文链接或数据库名称(选填)】The Review of E ...2015-9-26 20:54 - zhuang123 - 求助成功区
Stock market volatility, excess returns, and the role of investor sentiment
1 个回复 - 1310 次查看 【作者(必填)】 【文题(必填)】 【年份(必填)】 【全文链接或数据库名称(选填)】 http://d.scholar.cnki.net/DETAIL/REFDETAIL?FILENAME=SJES13012100568076&DBCODE=sjes2015-9-8 12:50 - 15002967574 - 求助成功区