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Time-varying coefficient vector autoregressions model based on dynamic correlation with an application to crude oil and stock markets 期刊论文
ENVIRONMENTAL RESEARCH, 2017, 卷号: 152, 页码: 351-359
作者:  Lu, Fengbin;  Qiao, Han;  Wang, Shouyang;  Lai, Kin Keung;  Li, Yuze
收藏  |  浏览/下载:28/0  |  提交时间:2018/07/30
Multivariate Time-Varying G-H Copula GARCH Model and Its Application in the Financial Market Risk Measurement 期刊论文
2015, 卷号: 2015
作者:  Chen, Qi-an[1];  Wang, Dan[1];  Pan, Mingyong[2]
收藏  |  浏览/下载:5/0  |  提交时间:2019/11/28
Dynamic hedging strategy in incomplete market: Evidence from Shanghai fuel oil futures market 期刊论文
ECONOMIC MODELLING, 2014, 卷号: 40, 页码: 81-90
作者:  Lin, Xiaoqiang;  Chen, Qiang;  Tang, Zhenpeng
收藏  |  浏览/下载:4/0  |  提交时间:2019/11/21
Oil price fluctuation, volatility spillover and the Ghanaian equity market: Implication for portfolio management and hedging effectiveness 期刊论文
http://dx.doi.org/10.1016/j.eneco.2013.12.017, 2014
Lin, Boqiang; Wesseh, Presley K., Jr.; Appiah, Michael Owusu; 林伯强
收藏  |  浏览/下载:4/0  |  提交时间:2015/07/22
Testing the Structure of Conditional Correlations in Multivariate GARCH Models: A Generalized Cross-Spectrum Approach 期刊论文
http://www.wise.xmu.edu.cn/paperInfor.asp?id=185, 2013
Nadine McCloud; Yongmiao Hong   
收藏  |  浏览/下载:3/0  |  提交时间:2013/11/08
The analysis of the relationships of Korean outbound tourism demand:Jeju Island and three international destinations 期刊论文
http://www.wise.xmu.edu.cn/paperInfor.asp?id=139, 2013
Joo Hwan Seo; Sung Yong Park; Larry Yu   
收藏  |  浏览/下载:4/0  |  提交时间:2013/11/08
Modeling Realized Covariances and Returns 期刊论文
JOURNAL OF FINANCIAL ECONOMETRICS, 2013, 卷号: 11, 期号: 2, 页码: 335-369
作者:  Jin, Xin;  Maheu, John M.
收藏  |  浏览/下载:4/0  |  提交时间:2019/08/22
金融资产收益动态相关性:基于DCC多元变量GARCH模型的实证研究 期刊论文
http://epub.cnki.net/grid2008/brief/detailj.aspx?filename=DDCJ201207006&dbname=CJFQ2012, 2012
郑振龙; 杨伟
收藏  |  浏览/下载:2/0  |  提交时间:2014/07/02
A dynamic hedging approach for refineries in multiproduct oil markets 期刊论文
ENERGY, 2011, 卷号: 36, 期号: 2, 页码: 7,881-887
作者:  Ji, QA;  Fan, Y
收藏  |  浏览/下载:10/0  |  提交时间:2012/11/12
基于Wishart自回归过程的多元随机波动模型及其在金融中的应用 学位论文
2011, 2011
刘长江
收藏  |  浏览/下载:5/0  |  提交时间:2016/02/14


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