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| 高频流动性、宏观信息与股价跳跃 学位论文 2016, 2016 姜时雨 收藏  |  浏览/下载:3/0  |  提交时间:2017/06/20
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| 股价跳跃与宏观信息发布 期刊论文 2014 赵华; 秦可佶 收藏  |  浏览/下载:3/0  |  提交时间:2016/05/17
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| The impacts of global oil price shocks on China's fundamental industries 期刊论文 http://dx.doi.org/10.1016/j.enpol.2014.01.020, 2014 Wang, Xiao; Zhang, Chuanguo; 张传国 收藏  |  浏览/下载:3/0  |  提交时间:2015/07/22
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| Disentangling the effect of jumps on systematic risk using a new estimator of integrated co-volatility 期刊论文 http://dx.doi.org/10.1016/j.jbankfin.2013.01.024, 2013 Wang, Kent; Liu, Junwei; Liu, Zhi; 刘俊伟 收藏  |  浏览/下载:3/0  |  提交时间:2015/07/22
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| The impact of global oil price shocks on China's stock returns: Evidence from the ARJI(-h(t))-EGARCH model 期刊论文 http://dx.doi.org/10.1016/j.energy.2011.08.052, 2011 Zhang, Chuanguo; Chen, Xiaoqing; 张传国 收藏  |  浏览/下载:2/0  |  提交时间:2015/07/22
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| Option valuation with long-run and short-run volatility components 期刊论文 2010, 2010 Christoffersen, Peter; Jacobs, Kris; Ornthanalai, Chayawat; Wang, Yintian 收藏  |  浏览/下载:2/0 |