搜索结果: 1-2 共查到“经济学 the equity markets”相关记录2条 . 查询时间(0.123 秒)
Diversity and relative arbitrage in equity markets
Diversity relative arbitrage equity markets
2010/12/17
A financial market is called "diverse" if no single stock is ever allowed to dominate the entire market in terms of relative capitalization. In the context of the standard Ito-process model initiated...
Modelling catastrophic risk in international equity markets: An extreme value approach
Maxima Extreme Value catastrophic Risk measures
2011/3/31
This letter uses the Block Maxima Extreme Value approach to quantify catastrophic risk in international equity markets. Risk measures are generated from a set threshold of the distribution of returns ...