good volatility-经管之家(原经济论坛)-经济、管理、金融、统计在线教育和咨询网站

结果：找到“good volatility”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”

Good Volatility, Bad Volatility, and Option Pricing
1 个回复 - 603 次查看【作者(必填)】Bruno Feunou and Cédric Okou 【文题(必填)】Good Volatility, Bad Volatility, and Option Pricing 【年份(必填)】2018 【全文链接或数据库名称(选填)】https://www.cambridge.org/core ...2022-3-14 12:22 - hnhs100 - 求助成功区

求“What good is a volatility model?” A reexamination after 20 years
2 个回复 - 456 次查看【作者(必填)】Christopher F. Baum, Stan Hurn 【文题(必填)】“What good is a volatility model?” A reexamination after 20 years 【年份(必填)】 2021 【全文链接或数据库名称(选填)】First Published J ...2021-7-4 10:03 - 地下爆菊 - 求助成功区

Good Volatility, Bad Volatility, and the Cross Section of Stock Returns
1 个回复 - 675 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

No news is good news: An asymmetric model of changing volatility in stock return
1 个回复 - 466 次查看【作者(必填)】John Y.CampbellLudgerHentschel 【文题(必填)】No news is good news: An asymmetric model of changing volatility in stock returns 【年份(必填)】1992 【全文链接或数据库名称(选填)】htt ...2018-4-8 12:30 - blueskyy - 求助成功区

【英文文献求助】No news is good news: An asymmetric model of changing volatility
5 个回复 - 875 次查看【作者(必填)】Campbell, John Y., and Ludger Hentschel 【文题(必填)】No news is good news: An asymmetric model of changing volatility in stock returns 【年份(必填)】Journal of Financial Economics ...2018-1-5 12:22 - greenbean - 求助成功区

Good volatility, bad volatility: Signed jumps and the persistence of volatility
4 个回复 - 681 次查看【作者(必填)】【文题(必填)】GOOD[/backcolor] VOLATILITY[/backcolor], BAD[/backcolor] VOLATILITY[/backcolor]: SIGNED JUMPS AND THE PERSISTENCE OF VOLATILITY[/backcolor][/backcolor]AJ Patton, K Shep ...2016-3-27 11:39 - 金融坦然 - 求助成功区

Asymmetric connectedness on the U.S. stock market: Bad and good volatility spill
1 个回复 - 846 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

Good news, band news and international spilovers of stock return volatility betw
2 个回复 - 684 次查看【作者(必填)】 Kee-Hong Bae, G. Andrew Karolyi 【文题(必填)】 Good news, band news and international spilovers of stock return volatility between Japan and the U.S. 【年份(必填)】 1995 【全文链接 ...2016-12-10 16:34 - internet.hzx - 求助成功区

求Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatilit
1 个回复 - 930 次查看【作者(必填)】Andrew J. Patton and Kevin Sheppard 【文题(必填)】Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility 【年份(必填)】2015 【全文链接或数据库名称(选填) ...2016-11-24 19:13 - weilinhy - 求助成功区

求Estimation of integrated volatility of volatility with applications to goodnes
2 个回复 - 709 次查看【作者(必填)】Mathias Vetter 【文题(必填)】Estimation of integrated volatility of volatility with applications to goodness-of-fit testing 【年份(必填)】2015 【全文链接或数据库名称(选填)】 [*]B ...2016-10-7 22:41 - weilinhy - 求助成功区

Good news, band news and international spilovers of stock return volatility betw
3 个回复 - 677 次查看【作者(必填)】 Kee-Hong Bae, G. Andrew Karolyi 【文题(必填)】 Good news, band news and international spilovers of stock return volatility between Japan and the U.S.【年份(必填)】 1995 【全文链接或 ...2016-12-10 16:59 - internet.hzx - 求助成功区

GOOD VOLATILITY,BAD VOLATILITY: SIGNED JUMPS AND THE PERSISTENCE OF VOLATILITY
4 个回复 - 905 次查看【作者(必填)】【文题(必填)】GOOD[/backcolor] VOLATILITY[/backcolor],BAD[/backcolor] VOLATILITY[/backcolor]: SIGNED JUMPS AND THE PERSISTENCE OF VOLATILITY[/backcolor][/backcolor]AJ Patton, K Shepp ...2016-3-27 13:52 - 金融坦然 - 求助成功区

Estimating the impact of good news on stock market volatility
2 个回复 - 1115 次查看【作者(必填)】【文题(必填)】Estimating the impact of good news on stock market volatilityF Malik - Applied Financial Economics, 2011 - Taylor & Francis 【年份(必填)】【全文链接或数据库名称 ...2012-4-18 15:17 - 金融坦然 - 求助成功区

课程推荐