经济学 >>> 世界经济学 >>> 国际经济关系 国际贸易学 国际货币经济学 国际金融学 国际投资学 国际收支理论 美国经济 日本经济 德国经济 法国经济 英国经济 俄罗斯经济 欧洲经济 北美经济 亚太经济 拉美经济 非洲经济 中亚、西亚经济 世界经济统计 世界经济学其他学科
搜索结果: 1-11 共查到世界经济学 Returns相关记录11条 . 查询时间(0.078 秒)
We provide new evidence on the success of long-run risks in asset pricing by focusing on the risks borne by stockholders. Exploiting micro-level household consumption data, we show that long-run stock...
We show how to reduce the problem of computing VaR and CVaR with Student T return distributions to evaluation of analytical functions of the moments. This allows an analysis of the risk properties of ...
We study the effect of accounting reforms on the quality of accounting information after the 1997 financial crisis in Korea. Using observations of accounting earnings and stock returns over the past ...
We analyze the problem of the analytical characterization of the probability distribution of financial returns in the exponential Ornstein-Uhlenbeck model with stochastic volatility. In this model the...
Using an artificial neural network (ANN), a fixed universe of approximately 1500 equities from the Value Line index are rank-ordered by their predicted price changes over the next quarter. Inputs to ...
Recently, Mike and Farmer have constructed a very powerful and realistic behavioral model to mimick the dynamic process of stock price formation based on the empirical regularities of order placement...
The Fokker-Planck equation with diffusion coefficient quadratic in space variable, linear drift coefficient, and nonlocal nonlinearity term is considered in the framework of a model of analysis of as...
ARCH and GARCH models assume either i.i.d. or (what economists lable as) white noise as is usual in regression analysis while assuming memory in a conditional mean square fluctuation with stationary ...
We perform an analysis of fractal properties of the positive and the negative changes of the German DAX30 index separately using Multifractal Detrended Fluctuation Analysis (MFDFA). By calculating the...
In this paper, we provide a model-free test for asymmetric correlations which suggest stocks tend to have greater correlations with the market when the market goes down than when it goes up.

中国研究生教育排行榜-

正在加载...

中国学术期刊排行榜-

正在加载...

世界大学科研机构排行榜-

正在加载...

中国大学排行榜-

正在加载...

人 物-

正在加载...

课 件-

正在加载...

视听资料-

正在加载...

研招资料 -

正在加载...

知识要闻-

正在加载...

国际动态-

正在加载...

会议中心-

正在加载...

学术指南-

正在加载...

学术站点-

正在加载...