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  • ACD model.zip

    本附件包括：
    • Value at Risk with time varying variance, skewness and kurtosis—the NIG‐ACD model.pdf
  • 1.01 MB
  • 2019-4-19

  • untitled.pdf
       Can skewness of the futures‐spot basis predict currency spot returns?

  • 1.21 MB
  • 2019-1-6

  • AFA-2017-Part02.zip
       AFA

    本附件包括：
    • AFA2017-A Clash of Cultures_ The Governance and Valuation Effects of Multiple Corporate Cultures.pdf
    • AFA2017-A First Glimpse into the Short Side of Hedge Funds.pdf
    • AFA2017-Access to Credit and Stock Market Participation.pdf
    • AFA2017-Aggregate Effects of Collateral Constraints.pdf
    • AFA2017-Analyst Coverage Network and Corporate Financial.pdf
    • AFA2017-Anchoring and Acquisitions.pdf
    • AFA2017-Anomalies and News.pdf
    • AFA2017-Are CEOs Different_ Characteristics of Top Managers.pdf
    • AFA2017-Asset Encumbrance, Bank Funding, and Financial Fragility.pdf
    • AFA2017-Asset Management Within Commercial Banking Groups_ International Evidence.pdf
    • AFA2017-Bank Complexity and Risk Management_ Evidence from Operational Risk Events in U.S. Bank Holding Companies.pdf
    • AFA2017-Bank Culture.pdf
    • AFA2017-Bank Resolution and the Structure of Global Banks.pdf
    • AFA2017-Can Decentralized Markets Be More Efficient_.pdf
    • AFA2017-Can Paying Firms Quicker Affect Aggregate Employment_.pdf
    • AFA2017-Career Concerns and Strategic Effort Allocation by Analysts.pdf
    • AFA2017-Cash-flow timing vs. discount-rate timing_ A decomposition of mutual Fund.pdf
    • AFA2017-Centralized Trading, Transparency and Interest Rate Swap Market Liquidity_ Evidence from the Implementation of the Dodd-Frank Act.pdf
    • AFA2017-Compensation goals and firm performance.pdf
    • AFA2017-Competition and Innovation in the Presence of Financial Constraints.pdf
    • AFA2017-Competition, Reach for Yield, and Money Market Funds.pdf
    • AFA2017-Corporate Culture_ Evidence from the Field.pdf
    • AFA2017-Correlated High-Frequency Trading.pdf
    • AFA2017-Creditor Rights and Relationship Banking_ Evidence from a Policy Experiment.pdf
    • AFA2017-Cross-Currency Basis.pdf
    • AFA2017-Data Abundance and Asset Price Informativeness.pdf
    • AFA2017-Dividend Dynamics, Learning, and Expected Stock Index Returns.pdf
    • AFA2017-Do Bank Boards Focus Adequately On Risk_.pdf
    • AFA2017-Do Criminal Politicians affect Firm Investment and Value_ Evidence from a Regression Discontinuity Approach.pdf
    • AFA2017-Do High Frequency Traders Need to be Regulated_ Evidence from Trading on Macroeconomic Announcements.pdf
    • AFA2017-Do Personal Ethics Influence Corporate Ethics_.pdf
    • AFA2017-Does Central Bank Tone Move Asset Prices_.pdf
    • AFA2017-Does a Larger Menu Increase Appetite_ Collateral Eligibility and Bank Risk-Taking.pdf
    • AFA2017-Economic Uncertainty, Aggregate Debt, and the Real Effects of Corporate Finance.pdf
    • AFA2017-Endogenous Specialization and Dealer Networks.pdf
    • AFA2017-Entangled Risks in Incomplete FX Markets.pdf
    • AFA2017-Estimating Information Asymmetry in Securities Markets.pdf
    • AFA2017-Executive Job Matching_ Estimates from a Dynamic Model.pdf
    • AFA2017-Experimenting with Entrepreneurship_ The Effect of Job-Protected Leave.pdf
    • AFA2017-Fast Traders Make a Quick Buck_ The Role of Speed in Liquidity Provision.pdf
    • AFA2017-Financial Conglomerate Affiliation and Hedge Funds’ Countercyclical Risk Taking.pdf
    • AFA2017-Financial Intermediation in Private Equity_ How Well do Funds of Funds Perform_.pdf
    • AFA2017-Financing Payouts.pdf
    • AFA2017-Flying Under the Radar_ The Effects of Short-Sale Disclosure Rules on Investor Behavior and Stock Prices.pdf
    • AFA2017-Generalized Recovery.pdf
    • AFA2017-Good and Bad CEOs.pdf
    • AFA2017-How should investors respond to increases in volatility_.pdf
    • AFA2017-In-Group Bias in Financial Markets.pdf
    • AFA2017-Informed Trading and Option Prices_ Evidence from Activist.pdf
    • AFA2017-Innovation Waves, Investor Sentiment, and Mergers.pdf
    • AFA2017-Insider Purchases after Short Interest Spikes_ a False Signaling Device_.pdf
    • AFA2017-Institutional Herding and Its Price Impact_ Evidence from the Corporate Bond Market.pdf
    • AFA2017-Integrity Culture and Analyst Forecast Quality .pdf
    • AFA2017-Interfund lending in mutual fund families_ Role of internal capital markets.pdf
    • AFA2017-Intraday Trading Invariance in the E-mini S&P 500 Futures Market.pdf
    • AFA2017-It Depends on Where You Search_ A Comparison of Institutional and Retail Attention.pdf
    • AFA2017-Learning across Peer Firms and Innovation Waves.pdf
    • AFA2017-Macro Announcement Premium and Risk Preferences.pdf
    • AFA2017-Maximum likelihood estimation of the equity.pdf
    • AFA2017-Minimum Payments and Debt Paydown in Consumer Credit Cards.pdf
    • AFA2017-Multiple Equilibria in Noisy Rational Expectations Economies.pdf
    • AFA2017-Non-rating revenue and conflicts of interest.pdf
    • AFA2017-Oil Volatility RisK.pdf
    • AFA2017-One thorn of experience_ CEOs, strikes, and financial leverage.pdf
    • AFA2017-Opportunistic Proposals by Union Shareholders.pdf
    • AFA2017-Optimal Financing for R&D-intensive Firms.pdf
    • AFA2017-Parsing the Content of Bank Supervision.pdf
    • AFA2017-Patents as Substitutes for Relationships.pdf
    • AFA2017-Pay Now or Pay Later__ The Economics within the Private Equity Partnership.pdf
    • AFA2017-Pension Fund Board Composition and Investment Performance_ Evidence from Private Equity.pdf
    • AFA2017-Performance-Vesting Provisions in Executive Compensation .pdf
    • AFA2017-Private Equity’s Unintended Dark Side_ On the Economic Consequences of Excessive Delistings.pdf
    • AFA2017-Real Exchange Rates and Currency Risk Premia.pdf
    • AFA2017-Relative Pay for Non-Relative Performance_ Keeping up with the Joneses with Optimal Contracts.pdf
    • AFA2017-Rethinking Performance Evaluation.pdf
    • AFA2017-Risk Management in Financial Institutions.pdf
    • AFA2017-Robust Bond Risk Premia.pdf
    • AFA2017-Shareholder-Creditor Conflict and Payout Policy_ Evidence from Mergers between Lenders and Shareholders.pdf
    • AFA2017-Size Discovery.pdf
    • AFA2017-Skewness Consequences of Seeking Alpha.pdf
    • AFA2017-Slow Trading and Stock Return Predictability.pdf
    • AFA2017-Sovereign CDS Spreads with Credit Rating.pdf
    • AFA2017-Speed and Expertise in Stock Picking_ Older, Slower, and Wiser_ .pdf
    • AFA2017-Standing on the Shoulders of Giants_ The Effect of Passive Investors on Activism.pdf
    • AFA2017-Stock Market Coverage.pdf
    • AFA2017-Taking Orders and Taking Notes_ Dealer Information Sharing in Financial Markets.pdf
    • AFA2017-Term Structure of Interest Rates with Short-run and Long-run Risks.pdf
    • AFA2017-The Causal Effect of Limits to Arbitrage on Asset Pricing Anomalies.pdf
    • AFA2017-The Cross-Section of Subjective Bond Risk Premia.pdf
    • AFA2017-The Effect of Option-based Compensation on Payout Policy_ Evidence from FAS 123R.pdf
    • AFA2017-The Equity Premium and the One Percent.pdf
    • AFA2017-The Face of Risk_ CEO Testosterone and Risk Taking Behavior.pdf
    • AFA2017-The Impact of Sovereign Shocks.pdf
    • AFA2017-The Liquid Hand-to-Mouth_ Evidence from Personal.pdf
    • AFA2017-The Misguided Beliefs of Financial Advisors.pdf
    • AFA2017-The Momentum of News .pdf
    • AFA2017-The Term Structure of Implied Volatility and Volatility Risk Premia in the FX Market.pdf
    • AFA2017-The Value of Information for Contracting.pdf
    • AFA2017-The Value of Trading Relationships in Turbulent Times.pdf
    • AFA2017-The real effects of credit ratings_ Evidence from corporate asset sales.pdf
    • AFA2017-Time-Varying Crash Risk.pdf
    • AFA2017-Uncertainty, the Exchange Rate and International Capital Flows.pdf
    • AFA2017-Unemployment and Credit Risk.pdf
    • AFA2017-Variance Risk Premia on Stocks and Bonds.pdf
    • AFA2017-Weighted Least Squares Estimates of Return Predictability Regressions.pdf
    • AFA2017-What Drives Liquidity_ Identifying Shocks to Market Makers' Supply of Liquidity and Their Role in Economic Fluctuations.pdf
    • AFA2017-What's Behind the Smooth Dividends_ Evidence from Structural Estimation.pdf
    • AFA2017-When Do Laws and Institutions Affect Recovery Rates on Collateral_.pdf
    • AFA2017-Where the Heart Is_ Information Production and the Home Bias.pdf
    • AFA2017-Wholesale Funding Runs.pdf
    • AFA2017-Why does fast loan growth predict poor performance for banks_ .pdf
  • 77.41 MB
  • 2016-12-30

  • A Stochastic Volatility Model With Conditional Skewness.rar

    本附件包括：
    • A Stochastic Volatility Model With Conditional Skewness.pdf
  • 318.95 KB
  • 2016-4-7

  • Why does skewness and the fat-tail effect influence value.zip

    本附件包括：
    • Why does skewness and the fat-tail effect influence value.pdf
  • 1.13 MB
  • 2016-4-7

  • Which parametric model for conditional skewness_.rar

    本附件包括：
    • Which parametric model for conditional skewness_.pdf
  • 1012 KB
  • 2015-12-7

  • Portfolio selection and skewness Evidence from international stock markets.rar

    本附件包括：
    • Portfolio selection and skewness Evidence from international stock markets.pdf
  • 1.06 MB
  • 2015-8-11

  • bubble.rar
       文献下载

    本附件包括：
    • 2014 Experimental evidence on varying uncertainty and skewness in laboratory double-auction markets.pdf
    • 1998 Initial cash asset ratio and asset prices an experimental study.pdf
    • 1995 Futures contracting and dividend uncertainty in experimental asset markets.pdf
    • 1991 Private information acquisition in experimental markets prone to bubble and crash.pdf
    • 1990 Positive Feedback Investment Strategies and Destabilizing Rational Speculation.pdf
    • 1988 Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets.pdf
    • 2015 Thar SHE Blows_Gender, Competition, and Bubbles in Experimental Asset Markets.pdf
    • 2014 To see is to believe Common expectations in experimental asset markets.pdf
    • 2014 The impact of different incentive schemes on asset prices.pdf
    • 2014 The Impact of Asset Repurchases and Issues in an Experimental Market.pdf
    • 2014 Relative Performance Incentives and Price Bubbles in Experimental Asset Markets.pdf
    • 2014 Irrational exuberance and neural crash warning signals during endogenous experimental market bubbles.pdf
    • 2014 How do experienced traders respond to inflows of inexperienced traders_An experimental analysis.pdf
    • 2014 Double Bubbles in Assets Markets With Multiple Generations.pdf
    • 2014 Do option-like incentives induce overvaluation_Evidence from experimental asset markets.pdf
    • 2014 Bubbling with Excitement An Experiment.pdf
    • 2014 Asset-holdings caps and bubbles in experimental asset markets.pdf
    • 2014 Asset price bubbles a survey.pdf
    • 2014 Interest on Cash, Fundamental Value Process and Bubble Formation on Experimental Asset Markets.pdf
    • 2013 The impact of monetary policy on stock market bubbles and trading behavior Evidence from the lab.pdf
    • 2013 The Bubble Game An Experimental Study of Speculation.pdf
    • 2013 Super-exponential bubbles in lab experiments Evidence for anchoring over-optimistic expectations on price.pdf
    • 2013 Stulz, R. M., Harris, M., & Constantinides, G. M. (2013). Handbook of the Economics of Finance SET. Amsterdam North Holland..pdf
    • 2013 Reaction to Public Information in Markets How much does Ambiguity Matter.pdf
    • 2013 In the Mind of the Market Theory of Mind Biases Value Computation during Financial Bubbles.pdf
    • 2013 Fight or freeze Individual differences in investors' motivational systems and trading in experimental asset markets.pdf
    • 2013 Differentiated assets An experimental study on bubbles.pdf
    • 2013 Before and after The impact of a real bubble crash on investors' trading behavior in the lab.pdf
    • 2013 A Review of bubbles and crashes in experimental asset markets.pdf
    • 2012 Two heads are less bubbly than one team decision-making in an experimental asset market.pdf
    • 2012 Tournament incentives and asset price bubbles Evidence from a field experiment.pdf
    • 2012 The impact of instructions and procedure on reducing confusion and bubbles in experimental asset markets.pdf
    • 2012 Thar she bursts_reducing confusion reduces bubbles.pdf
    • 2012 Relative performance information in asset markets An experimental approach.pdf
    • 2012 Excitement and irrationality in a financial market.pdf
    • 2012 Bubbles and Information An Experiment.pdf
    • 2012 Asset Characteristics and Boom and Bust Periods An Experimental Study.pdf
    • 2011 Overconfidence and Bubbles in Experimental Asset Markets.pdf
    • 2011 On the ingredients for bubble formation Informed traders and communication.pdf
    • 2011 Experience and Confidence in an Internet-Based Asset Market Experiment.pdf
    • 2011 An Experimental Study of Bubble Formation in Asset Markets Using the Tatonnement Trading Institution.pdf
    • 2010 The effect of reliability, content and timing of public announcements on asset trading behavior.pdf
    • 2010 Digital options and efficiency in experimental asset markets.pdf
    • 2010 Bubble measures in experimental asset markets.pdf
    • 2009 An experimental test of the impact of overconfidence and gender.pdf
    • 2008 Thar She Blows Can Bubbles Be Rekindled with Experienced Subjects.pdf
    • 2008 Expectations and bubbles in asset pricing experiments.pdf
    • 2007 Traders’ expectations in asset markets_experimental evidence.pdf
    • 2007 Risk attitude and market behavior Evidence from experimental asset markets.pdf
    • 2006 The effect of short selling on bubbles and crashes in experimental spot asset markets.pdf
    • 2006 Margin, short selling, and lotteries in experimental asset markets.pdf
    • 2006 Futures markets and bubble formation in experimental asset markets.pdf
    • 2005 bubbles and experience An experiment.pdf
    • 2003 Boundaries of the tournament pricing effect in asset markets Evidence from experimental markets.pdf
    • 2002 Simultaneous over- and underconfidence Evidence from experimental asset markets.pdf
    • 2002 Do Speculative Stocks Lower Prices and Increase Volatility of Value Stocks.pdf
    • 2001 The Effects of Subject Pool and Design Experience on Rationality in Experimental Asset Markets.pdf
    • 2001 Price bubbles in laboratory asset markets with constant fundamental values.pdf
    • 2001 Financial Bubbles_Excess Cash, Momentum, and Incomplete Information.pdf
    • 2000 Momentum and overreaction in experimental asset markets.pdf
    • 2000 Dividend timing and behavior in laboratory asset markets.pdf
    • 2000 Asset markets How they are affected by tournament incentives for individuals.pdf
  • 67.2 MB
  • 2015-5-4

  • journal of financeFEBRUARY 2013.rar

    本附件包括：
    • Analyst Forecast Consistency.pdf
    • Capital Budgeting versus Market Timing.pdf
    • Conflicting Family Values in Mutual Fund.pdf
    • Dynamic Competition, Valuation, and Merger.pdf
    • Efficient Recapitalization.pdf
    • Ex Ante Skewness and Expected Stock Returns.pdf
    • Industry-Specific Human Capital, Idiosyncratic.pdf
    • Liquidity Cycles and Make.pdf
    • Short-Selling Bans Around the World.pdf
    • What Do Consumers’ Fund Flows Maximize.pdf
  • 2.99 MB
  • 2014-10-1

  • seminar paper 2013.rar

    本附件包括：
    • C2008 Barberis and Huang skewness and return prospect theory.pdf
    • A1976 Litzenberger Assets price with skewness.pdf
    • A2000Conditional_skewness_in_asset pricing.pdf
    • A2010 Expected idiosyncratic skewness.pdf
    • C1992 cumulative prospect theory .pdf
    • A2007 Mitton and Vorkink Equillibrem skew adv.pdf
    • A2013 JF Ex Ante Skewness and Expected Stock Returns.pdf
    • B+2006 comment HLdiscuss.pdf
    • B+2006 RV and Microstructure noise.pdf
    • B2005 A tale of two scales.pdf
    • B2009Volatility Analysis for High Frequency Financial Data wu.zhijian.pdf
  • 8.35 MB
  • 2013-11-28

  • CFA Level I Curriculum Knowledge Structure and Navigator.zip

    本附件包括：
    • 2012 CFA Level I Curriculum Book II.tex
    • 2012 CFA Level I Curriculum Book III.pdf
    • 2012 CFA Level I Curriculum Book III.tex
    • 2012 CFA Level I Curriculum Book IV.pdf
    • 2012 CFA Level I Curriculum Book IV.tex
    • 2012 CFA Level I Curriculum Book V.pdf
    • 2012 CFA Level I Curriculum Book V.tex
    • 2012 CFA Level I Curriculum Book VI.pdf
    • 2012 CFA Level I Curriculum Book VI.tex
    • AccruedInterest.jpg
    • ActivityRatios.jpg
    • BalanceSheetRatio.jpg
    • CashFlowCoverageRatios.jpg
    • CashFlowIFRSvsUSGAAP.jpg
    • CashFlowPerformanceRatios.jpg
    • cc_beamer.tex
    • CorporateDebt.jpg
    • CorrelationEffectOnRiskReturn.jpg
    • DominantOligopolist.jpg
    • FourFactorModel.jpg
    • FRAPayoffFormula.jpg
    • GDPExpenditure.jpg
    • HypothesisTestError.jpg
    • IndustryAnalysis.jpg
    • IndustryLifeCycle.jpg
    • InvestmentIndifferenceCurve.jpg
    • KinkedDemand.jpg
    • Kurtosis.JPG
    • LiquidityRatios.jpg
    • MarketEfficiencyForms.jpg
    • MarketStructure.jpg
    • MarkowitzFrontier.jpg
    • MoneyTransMechanism.jpg
    • NormalvsStudentT.jpg
    • OperationDecision.jpg
    • OwnPriceElasticity.jpg
    • PortfolioSelection.jpg
    • PriceYieldCurve.jpg
    • PriceYieldCurveCallable.jpg
    • PriceYieldCurvePutable.jpg
    • Profit.jpg
    • ProfitabilityRatios.jpg
    • ProfitOptimization.jpg
    • sharpe_ratio.JPG
    • Skewness.JPG
    • SolvencyRatios.jpg
    • Surplus.jpg
    • tariff.jpg
    • TraditionYieldMeasure.jpg
    • ValuationRatios.jpg
    • YieldSpreadMeasure.jpg
    • 2012 CFA Level I Curriculum Book I.pdf
    • 2012 CFA Level I Curriculum Book I.tex
    • 2012 CFA Level I Curriculum Book II.pdf
  • 5.31 MB
  • 2013-1-27

  • Skewness in financial returns.rar

    本附件包括：
    • Skewness in financial returns.pdf
  • 106.68 KB
  • 2013-1-22

  • High-Frequency Data Analysis.rar
       高频数据分析的论文

    本附件包括：
    • Statistical Arbitrage and High-Frequency Data.pdf
    • An Introduction to High-Frequency Finance(2001 by ACADEMIC PRESS ).djvu
    • Econometric Forecasting and High-Frequency Data Analysis（2008 by World Scientific）.pdf
    • High Frequency Financial Econometrics-Recent Developments(2008 Springer Science).pdf
    • High-Frequency Trading- A Practical Guide to Algorithmic Strategies and Trading Systems(2010 John Wiley&Sons,Inc).pdf
    • How To Trade the Highest Probability Opportunities- Price Bars and Chart Patterns(2009 Elliott Wave International).pdf
    • Quantitative Methods in High-Frequency Financial Econometrics.pdf
    • Hedging Effectiveness of Stock Index Futures.pdf
    • Using High Frequency Stock Market Index Data to Calculate, Model & Forecast Realized Volatility.pdf
    • Cross-Correlation Measures in the High-Frequency Domain.pdf
    • High Frequency Autocorrelation in the Returns of the SPY and the QQQ.pdf
    • High Frequency Market Microstructure Noise Estimates And Liquidity Measures.pdf
    • High-frequency cross-correlation in a set of stocks.pdf
    • Skewness from High-Frequency Data Predicts the Cross-Section of Stock Returns.pdf
    • Statistical properties of short term price trends in high frequency....pdf
    • Stock Index Volatility Forecasting with High Frequency Data.pdf
    • Testing for Jumps in High-Frequency Data-Slide.pdf
    • The Effect of High-Frequency Trading on Stock Volatility and Price Discovery.pdf
  • 22.17 MB
  • 2012-5-14

  • [大家网]Skewness 在个股中的应用[www.TopSage.com].rar

    本附件包括：
    • Skewness 在个股中的应用.pdf
    • 更多CFA资料请到大家论坛免费下载.url
    • 更多FRM资料请到大家论坛免费下载.url
  • 6.17 MB
  • 2012-1-19

  • 317493.pdf
       [分享]Value at Risk with time varying variance, skewness and kurtosis—the NIG-ACD model

  • 1.05 MB
  • 2009-4-21

  • 312722.zip
       [分享]FREE@The Oxford MFE Toolbox 敬请关注

    本附件包括：
    • skewness.m
    • skewtpdf.m
    • skewtrnd.m
    • spacf.m
    • stdtloglik.m
    • stdtrnd.m
    • tarch.m
    • tarch_core.m
    • tarch_display.m
    • tarch_itransform.m
    • tarch_likelihood.m
    • tarch_parameter_check.m
    • tarch_simulate.m
    • tarch_starting_values.m
    • tarch_tester.m
    • tarch_transform.m
    • tdis_inv.m
    • tsresidualplot.m
    • vectorar.m
    • vectorarvar.m
    • x2mdate.m
    • aparch_core.c
    • armaxerrors.c
    • armaxfilter_core.c
    • egarch_core.c
    • tarch_core2.c
    • ARMAX.fig
    • ARMAX_about.fig
    • ARMAX_close_dialog.fig
    • ARMAX_viewer.fig
    • acf.m
    • aicsbic.m
    • aparch.m
    • aparch_core.m
    • aparch_display.m
    • aparch_itransform.m
    • aparch_likelihood.m
    • aparch_loglikelihood.m
    • aparch_parameter_check.m
    • aparch_simulate.m
    • aparch_starting_values.m
    • aparch_tester.m
    • aparch_transform.m
    • arma_forecaster.m
    • armaroots.m
    • ARMAX.m
    • ARMAX_about.m
    • ARMAX_close_dialog.m
    • ARMAX_viewer.m
    • armaxerrors.m
    • armaxfilter.m
    • armaxfilter_core.m
    • armaxfilter_likelihood.m
    • armaxfilter_simulate.m
    • augdf.m
    • augdf_cvsim_tieup.m
    • augdfautolag.m
    • augdfcv.m
    • berkowitz.m
    • c2mdate.m
    • ccc_ivech.m
    • ccc_mvgarch.m
    • ccc_mvgarch_full_likelihood.m
    • ccc_mvgarch_parameter_check.m
    • ccc_mvgarch_simulate.m
    • ccc_vech.m
    • chi2cdf.m
    • covnw.m
    • covvar.m
    • dcc_mvgarch.m
    • dcc_mvgarch_full_likelihood.m
    • dcc_mvgarch_likelihood.m
    • dcc_mvgarch_parameter_check.m
    • dcc_mvgarch_parameter_itransform.m
    • dcc_mvgarch_parameter_transform.m
    • dcc_univariate_simulate.m
    • egarch.m
    • egarch_core.m
    • egarch_display.m
    • egarch_itransform.m
    • egarch_likelihood.m
    • egarch_nlcon.m
    • egarch_parameter_check.m
    • egarch_simulate.m
    • egarch_starting_values.m
    • egarch_transform.m
    • englegranger.m
    • experim.m
    • gedloglik.m
    • gedrnd.m
    • grangercause.m
    • hessian_2sided.m
    • hessian_2sided_nrows.m
    • impulseresponse.m
    • inverse_ar_roots.m
    • iscompatible.m
    • ivech.m
    • jarquebera.m
    • kolmogorov.m
    • kscritical.m
    • kurtosis.m
    • ljungbox.m
    • lmtest1.m
    • lr.m
    • mprint.m
    • newlagmatrix.m
    • norm_pdf.m
    • normcdf.m
    • norminv.m
    • normloglik.m
    • normpdf.m
    • npdf2.m
    • ols.m
    • olsnw.m
    • pacf.m
    • pltdens.m
    • robustvcv.m
    • sacf.m
    • skewtcdf.m
    • skewtinv.m
    • skewtloglik.m
  • 217.91 KB
  • 2009-4-8

  • 257570.pdf
       [下载] Inside Volatility Arbitrage - The Secrets of Skewness

  • 3.46 MB
  • 2008-10-19

  • 223209.pdf
       [推荐]Inside Volatility Arbitrage_The Secrets of Skewness

  • 3.46 MB
  • 2008-6-28

  • 48368.rar
       [分享]2005年Journal of Empirical Finance

    本附件包括：
    • Forecasting asymmetries in aggregate stock market returns_ Evidence from conditional skewness .pdf
    • A comparison of extreme value theory approaches for determining value at risk (1).pdf
    • A comparison of extreme value theory approaches for determining value at risk (2).pdf
    • A comparison of extreme value theory approaches for determining value at risk (3).pdf
    • A comparison of extreme value theory approaches for determining value at risk .pdf
    • Equilibrium analysis of volatility clustering .pdf
    • European exchange rate volatility dynamics_ an empirical investigation .pdf
    • Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach .pdf
    • Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements .pdf
    • Foreign acquisitions by UK limited companies_ short- and long-run performance .pdf
    • Index futures and positive feedback trading_ evidence from major stock exchanges .pdf
    • Index futures arbitrage before and after the introduction of sixteenths on the NYSE .pdf
    • Internationally cross-listed stock prices during overlapping trading hours_ price discovery and exchange rate effects .pdf
    • Measuring tail thickness under GARCH and an application to extreme exchange rate changes .pdf
    • Order imbalance and liquidity supply_ Evidence from the bubble burst of Nasdaq stocks .pdf
    • Ownership concentration and executive compensation in closely held firms_ Evidence from Hong Kong .pdf
    • Price limit performance_ evidence from transactions data and the limit order book .pdf
    • Pricing American options when the underlying asset follows GARCH processes .pdf
    • Regime shifts in interest rate volatility .pdf
    • STAR and ANN models_ forecasting performance on the Spanish ______Ibex-35______ stock index .pdf
    • Testing dividend signaling models .pdf
    • Testing for contagion_ a conditional correlation analysis .pdf
    • Testing forward rate unbiasedness allowing for persistent regressors .pdf
    • The econometrics of efficient portfolios .pdf
    • The pricing discount for limited liquidity_ evidence from SWX Swiss Exchange and the Nasdaq .pdf
    • The relationship between stock returns and inflation_ new evidence from wavelet analysis .pdf
    • The relationship between stock returns and volatility in international stock markets .pdf
    • Trading volume and contract rollover in futures contracts .pdf
    • Winter blues and time variation in the price of risk .pdf
    • Yet another look at mutual fund tournaments .pdf
  • 8.08 MB
  • 2006-4-14
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