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结果:找到“Market risk var”相关内容12个,排序为按回复时间降序,搜索更多相关帖子请点击“
高级
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Downside and upside
risk
spillovers from China to Asian stock markets: A CoVaR-c
1 个回复 - 287 次查看
【作者(必填)】 22 【文题(必填)】 Downside and upside
risk
spillovers from China to Asian stock markets: A CoVaR-copula approach【年份(必填)】 22 【全文链接或数据库名称(选填)】https://www.scienced ...
2023-7-15 17:19 -
internet.hzx
-
求助成功区
The Effect of Dependence on European
Market
Risk. A Nonparametric Time Varying A
1 个回复 - 779 次查看
【作者(必填)】 23 【文题(必填)】 The Effect of Dependence on European
Market
Risk. A Nonparametric Time Varying Approach 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://amstat.tandfonlin ...
2022-3-2 11:35 -
internet.hzx
-
求助成功区
The
Market
Measure of Carbon Risk and its Impact on the Minimum Variance Portfol
1 个回复 - 678 次查看
【作者(必填)】Théo Roncalli, Théo Le Guenedal, Frédéric Lepetit, Thierry Roncalli and Takaya Sekine 【文题(必填)】The
Market
Measure of Carbon Risk and its Impact on the Minimum Variance Portfo ...
2021-8-29 10:11 -
rawstone
-
求助成功区
The Effect of Dependence on European
Market
Risk. A Nonparametric Time Varying A
6 个回复 - 805 次查看
【作者(必填)】 23 【文题(必填)】 The Effect of Dependence on European
Market
Risk. A Nonparametric Time Varying Approach 【年份(必填)】 23 【全文链接或数据库名称(选填)】 https://amstat.tandfonl ...
2021-6-2 21:40 -
internet.hzx
-
求助成功区
Dynamic return-volatility dependence and
risk
measure of CoVaR in the oil market
1 个回复 - 634 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-
var
ying 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
Systemic
risk
in European sovereign debt markets: A CoVaR-copula approach
1 个回复 - 670 次查看
【作者(必填)】 2223 【文题(必填)】 Systemic
risk
in European sovereign debt markets: A CoVaR-copula approach【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/a ...
2020-1-9 10:48 -
internet.hzx
-
求助成功区
Portfolio value-at-
risk
estimation in energy futures markets with time-
var
ying c
2 个回复 - 400 次查看
【作者(必填)】 23 【文题(必填)】 Portfolio value-at-
risk
estimation in energy futures markets with time-
var
ying copula-GARCH model【年份(必填)】 23 【全文链接或数据库名称(选填)】https://link.spri ...
2019-5-8 19:14 -
internet.hzx
-
求助成功区
Dynamic return-volatility dependence and
risk
measure of CoVaR in the oil market
1 个回复 - 690 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-
var
ying mixed copula model【年份(必填)】 2017 ...
2017-10-13 18:13 -
internet.hzx
-
求助成功区
How does the market
var
iance
risk
premium
var
y over time? (JB&F, 2016)
0 个回复 - 942 次查看
此篇论文发表在2016年Journal of Banking & Finance上。 作者尝试多种途径来预测S&P500市场差异风险溢价。 作者发现trading activity模型有着较好的预测能力。 Abstract We explore whether the market
var
ia ...
2016-10-18 02:52 -
DuShu16
-
金融学(理论版)
Time-
var
ying
risk
premium: further evidence in agricultural futures markets
1 个回复 - 764 次查看
【作者(必填)】 J. Franka* & P. Garciaa 【文题(必填)】Time-
var
ying
risk
premium: further evidence in agricultural futures markets 【年份(必填)】2009 【全文链接或数据库名称(选填)】http://www.tandf ...
2016-1-3 20:42 -
zx8387
-
求助成功区
Time-Varying
Market
Price of Risk and Investor Sentiment: Evidence from a Multiv
1 个回复 - 601 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)】Time-Varying
Market
Price of Risk and Investor Sentiment: Evidence from a Multi
var
iate GARCH ModelD W. Johnk, G Soyd ...
2015-11-15 22:31 -
马甲甲
-
求助成功区
Portfolio Value-At-Risk Estimation In Energy Futures
Market
s With Time-Varying
5 个回复 - 1036 次查看
【作者(必填)】Xun Fa Lu, Kin Keung Lai, Liang Liang 【文题(必填)】Portfolio Value-At-Risk Estimation In Energy Futures
Market
s With Time-Varying Copula-GARCH Model 【年份(必填)】2014 【全文链 ...
2015-1-30 11:40 -
lipj
-
求助成功区
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