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Pricing Discrete Barrier Options Under the Jump-Diffusion Model with Stochastic Volatility and Stochastic Intensity 期刊论文
COMMUNICATIONS IN MATHEMATICS AND STATISTICS, 2022, 页码: 25
作者:  Duan, Pingtao;  Liu, Yuting;  Ma, Zhiming
收藏  |  浏览/下载:6/0  |  提交时间:2023/02/07
Towards an Understanding of Cryptocurrency: A Comparative Analysis of Cryptocurrency, Foreign Exchange, and Stock 会议论文
中国深圳, July 1-3, 2019
作者:  Jiaqi, Liang;  Linjing, Li;  Weiyun, Chen;  Daniel, Zeng
收藏  |  浏览/下载:48/0  |  提交时间:2019/05/10
Is the High Interest Rate Combined with Intense Deleveraging Campaign Desirable? A Collateral Mechanism under Stringent Credit Constraints 期刊论文
SUSTAINABILITY, 2018, 卷号: 10, 期号: 12
作者:  Yang, Qiuyi;  Lang, Youze;  Xu, Changsheng
收藏  |  浏览/下载:7/0  |  提交时间:2019/08/22
Pre-averaging estimate of high dimensional integrated covariance matrix with noisy and asynchronous high-frequency data 期刊论文
RANDOM MATRICES-THEORY AND APPLICATIONS, 2018, 卷号: 7, 期号: 3
作者:  Liu, Zhi;  Xia, Xiaochao;  Zhou, Guoliang
收藏  |  浏览/下载:8/0  |  提交时间:2019/08/22
Estimation of market prices of risks in the GARCH diffusion model 期刊论文
ECONOMIC RESEARCH-EKONOMSKA ISTRAZIVANJA, 2018, 卷号: 31, 期号: 1, 页码: 15-36
作者:  Wu, Xinyu;  Zhou, Hailin;  Wang, Shouyang
收藏  |  浏览/下载:19/0  |  提交时间:2018/07/30
How money illusions and heterogeneous beliefs affect asset prices 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2018, 卷号: Vol.44, 页码: 167-192
作者:  Ma, CQ;  Wang, HL;  Cheng, FC;  Hu, DN
收藏  |  浏览/下载:16/0  |  提交时间:2019/12/26
Asset prices and economic fluctuations: The implications of stochastic volatility 期刊论文
ECONOMIC MODELLING, 2017, 卷号: 64, 页码: 128-140
作者:  Chen, Junping;  Xiong, Xiong;  Zhu, Jie;  Zhu, Xiaoneng
收藏  |  浏览/下载:6/0  |  提交时间:2019/08/22
Do Capital Flows Matter to Stock and House Prices? Evidence from China 期刊论文
EMERGING MARKETS FINANCE AND TRADE, 2017, 卷号: 53, 期号: 10, 页码: 2215-2232
作者:  Feng, Ling;  Lin, Ching-Yi;  Wang, Chun
收藏  |  浏览/下载:5/0  |  提交时间:2019/08/22
Asset prices and economic fluctuations: The implications of stochastic volatility 期刊论文
ECONOMIC MODELLING, 2017, 卷号: 64, 页码: 128-140
作者:  Junping Chen[1];  Xiong Xiong[2];  Jie Zhu[3];  Xiaoneng Zhu[4]
收藏  |  浏览/下载:10/0  |  提交时间:2019/04/24
Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling 期刊论文
QUANTITATIVE FINANCE, 2016, 卷号: 16, 期号: 12, 页码: 1917-1928
作者:  Yang, Wei;  Han, Ai;  Hong, Yongmiao;  Wang, Shouyang
收藏  |  浏览/下载:18/0  |  提交时间:2018/07/30


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