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海外论文_Asset volatility forecasting
0 个回复 - 455 次查看 Asset volatility forecasting:The optimal decay parameter in the EWMA model2024-2-18 13:44 - rayzhang2332 - 金融学(理论版)
Asset price volatility and trading volume with rational beliefs
2 个回复 - 497 次查看 【作者(必填)】 23 【文题(必填)】 Asset price volatility and trading volume with rational beliefs【年份(必填)】23 【全文链接或数据库名称(选填)】https://link_springer.gg363.site/article/10.1007/s0 ...2019-10-23 21:20 - internet.hzx - 求助成功区
悬赏Multi-Asset Volatility Premiums or Anomalies?
4 个回复 - 741 次查看 【作者(必填)】 Brian Jacobsen, Eddie Cheng and Wai Lee 【文题(必填)】Multi-Asset Volatility Premiums or Anomalies? 【年份(必填)】 2019 【全文链接或数据库名称(选填)】 https://jpm.iijournals ...2019-2-8 17:16 - pengerge - 求助成功区
Essays in Asset Pricing and Volatility Risk
5 个回复 - 1306 次查看 In the first chapter (``Good and Bad Uncertainty: Macroeconomic and Financial Market Implications'' with Ivan Shaliastovich and Amir Yaron) we decompose aggregate uncertainty into `good' and `bad ...2018-9-7 09:52 - 0903clili - 宏观经济学
Asset Price Dynamics, Volatility, and Prediction Stephen J. Taylor 2005
12 个回复 - 6362 次查看 Asset Price Dynamics, Volatility, and Prediction Stephen J. Taylor 2005 可复制 Preface xiii 1 Introduction 1 1.1 Asset Price Dynamics 1 1.2 Volatility 1 1.3 Prediction 2 1.4 Information ...2011-9-12 10:06 - lszlion - 金融学(理论版)
Stochastic volatility in asset prices estimation with simulated maximum likeliho
3 个回复 - 1019 次查看 【作者(必填)】Stochastic volatility in asset prices estimation with simulated maximum likelihood 【文题(必填)】J Danielsson - Journal of Econometrics, 1994 - Elsevier 【年份(必填)】 【全文链 ...2012-9-21 14:30 - 金融坦然 - 求助成功区
Asset Allocation Implications of the Global Volatility Premium
4 个回复 - 1430 次查看 Asset Allocation Implications of the Global Volatility PremiumFinancial Analysts Journal September/October 2015 | Vol. 71 | No. 5 | 19 pages Source: CFA Institute William Fallon | James Park | Da ...2015-9-13 11:16 - nelsoncwlee - 金融学(理论版)
An Asset Class Characterization of the U.S. Equity Index Volatility Risk Premium
1 个回复 - 909 次查看 【作者(必填)】William Fallon and James Park 【文题(必填)】An Asset Class Characterization of the U.S. Equity Index Volatility Risk Premium 【年份(必填)】Fall 2016, Vol. 43, No. 1: pp. 72-84 【 ...2016-10-26 21:08 - lopemann - 求助成功区
The common factor in idiosyncratic volatility: Quantitative asset pricing implic
2 个回复 - 969 次查看 【作者(必填)】Bernard Herskovica, Bryan Kellyb, Hanno Lustigc, Stijn Van Nieuwerburghd 【文题(必填)】The common factor in idiosyncratic volatility: Quantitative asset pricing implications 【年份 ...2016-8-28 23:21 - MemMao - 求助成功区
Asset price volatility and financial contagion: analysis using the MS-VAR framew
1 个回复 - 567 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)】Asset price volatility and financial contagion: analysis using the MS-VAR frameworkC Le, D David - Eurasian Economic ...2015-3-29 23:35 - 马甲甲 - 求助成功区
求Asset Price Dynamics, Volatility, and Prediction
0 个回复 - 526 次查看 Asset Price Dynamics, Volatility, and Prediction2021-5-14 11:04 - 沙漠之狐aaa - 新手入门区
500币求“Volatility as an Asset Class by Israel Nelken"
4 个回复 - 1347 次查看 【作者(必填)】Israel Nelken 【文题(必填)】Volatility as an Asset Class 【年份(必填)】2007 【全文链接或数据库名称(选填)】Publisher: Risk Books (Sept. 28 2007)2016-7-27 00:03 - ruro - 文献求助专区
100金币求 Volatility Investing for Asset Managers
0 个回复 - 902 次查看 2016-5-12 23:54 - alexwoos - 悬赏大厅
Ambiguity, asset prices, and excess volatility in a pure-exchange economy
1 个回复 - 614 次查看 【作者(必填)】W Xu, C Wu, W Xiao 【文题(必填)】Ambiguity, asset prices, and excess volatility in a pure-exchange economy 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://www.tandfonlin ...2014-5-3 17:07 - icedcola - 求助成功区
Ambiguity, asset prices, and excess volatility in a pure-exchange economy
1 个回复 - 819 次查看 【作者(必填)】Weidong Xua, Chongfeng Wub & Weilin Xiaoa* 【文题(必填)】Ambiguity, asset prices, and excess volatility in a pure-exchange economy 【年份(必填)】Quantitative Finance Volume 14, ...2014-3-28 23:47 - nkky2011 - 求助成功区
真希望有谁有Stephen J. Taylor的Asset Price Dynamics, Volatility, and Prediction
5 个回复 - 4041 次查看 最近在看这方面的书,不知你是否有这本,如果有,请与我联系 gangcheung@yahoo.com.cn或者你有电子版,大家很乐意与你分享,嘿嘿小弟在此先谢过了2008-2-27 23:36 - qwqwqw - 计量经济学与统计软件
Dividend Volatility and Asset Pricing:A Narrow-Framing Approach
1 个回复 - 1894 次查看 Dividend Volatility and Asset Pricing:A Narrow-Framing Approach2009-12-18 22:30 - fushengbin - 论文版