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251.
This article provides a new linear state space model with time-varying parameters for forecasting financial volatility. The volatility estimates obtained from the model by using the US stock market data almost exactly match the realized volatility. We further compare our model with traditional volatility models in the ex post volatility forecast evaluations. In particular, we use the superior predictive ability and the reality check for data snooping. Evidence can be found supporting that our simple but powerful regression model provides superior forecasts for volatility. 相似文献
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253.
本文根据阿基米德类Copula函数与Kendall's秩相关系数的关系,通过非参数估计法得到描述沪市行业指数中的公共事业指数与工业指数组合相关结构的最佳Copula函数形式,即用来描述牛市特征的Gumbel Copula,以及相应的尾部相关系数.尾部相关性分析结果表明,两指数收益率之间存在明显的非对称的尾部相关性,而且是上尾相关程度强于下尾相关程度,说明两指数牛市期间的相关性强于熊市期间的相关性.从规避风险角度分析,公共事业指数/工业指数组合是有效的指数组合. 相似文献
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255.
进入21世纪全球各金融市场之间的联系日益紧密,一个国家的金融状况会不同程度的影响到其他的国家,尤其在金融危机爆发的境况下,各主要金融市场之间的相关性分析更是具有实践意义。由于Copula函数其自身的性质,在研究相关性分析上的优势,逐渐被应用到金融分析的模型当中。本文正是以二元正态Copula—GARCH(1,1)一t模型借助MATLAB分析工具箱,在金融危机的大背景下,对主要金融国家的金融市场波动情况的相关性分析。 相似文献
256.
Jong-Min Kim 《Applied economics》2018,50(41):4418-4426
This article suggests a directional time-varying partial correlation based on the dynamic conditional correlation (DCC) method. A recent study proposed the copula DCC based on the vine structure. Due to the arbitrary variable selection, their method can produce unnecessary dependence in the multivariate structure, with extra economic and computational burdens. To overcome this limitation, we incorporate directional dependence by copula to track the causal relationship among multiple variables and then extend the copula bivariate DCC method to a directional time varying partial correlation in the multivariate structure. Our proposed method provides a reasonable and efficient conditional dependence structure, without the trial and error process. We offer an application of our method to the U.S. stock market as an illustrated example. 相似文献
257.
Le Thanh Ha To Trung Thanh Doan Ngoc Thang 《Scottish journal of political economy》2021,68(1):126-154
We study welfare costs of the uncertainty about monetary policy in the economy featuring shifting trend inflation. We follow Ruge-Murcia (J Econ Dyn Control 36: 914–-938, 2012) to employ the SMM approach to fit the model to the US data (1979Q1-2015Q1). We find that the monetary policy uncertainty affects economic welfare through different dimensions. On the one hand, the policy uncertainty itself distorts the economic welfare negligibly, not only by increasing volatilities of consumption and leisure, but also by decreasing their average levels. A higher level of trend inflation then signifies these changes to produce greater welfare costs. Furthermore, the adverse impacts of policy uncertainty on the economy, documented by the impulse response functions of macroeconomic variables to policy uncertainty shock, become larger when central banks raise their inflation targets. On the other hand, the costs of exogenous variations in trend inflation are larger if there is policy uncertainty. 相似文献
258.
三种Copula-VaR计算方法与传统VaR方法的比较 总被引:1,自引:0,他引:1
金融风险测量VaR方法广泛应用于银行等金融机构,Copula技术以其处理非正态联合分布函数所具有的良好性质逐渐成为国内外研究的热点。本文将Copula理论应用于VaR的计算方法,并与传统的VaR方法进行比较,通过美元和欧元组合的实证研究,得到基于Copula的VaR方法能够更加有效地测量风险的结论。 相似文献
259.
Marta Gómez-Puig 《Applied economics letters》2018,25(9):597-600
This article uses the DCC-generalized autoregressive conditional heteroskedasticity model to investigate the existence of time-varying correlations between public debt and economic growth. To that end, we use annual data from both central and peripheral countries of the euro area for the period 1961–2015. The results suggest that the relationships between these variables are time-varying and that in some countries and for some periods, there is a positive association between them. 相似文献
260.
This paper advocates two ways to make more efficient use of available information in reducing the bias of the risk premium estimate in two-pass tests of the CAPM. First, explicit modelling of the time-variability of betas can improve the accuracy of the beta forecasts. Second, the cross-sectional information available can be exploited more efficiently using individual stocks instead of portfolios provided that noisy beta predictions are given a smaller weight than more accurate ones. This paper proposes an adjustment of the cross-sectional regressions of excess returns against betas to give larger weights to more reliable beta forecasts. A significant positive relationship between returns and the beta forecast is obtained when the proposed approach is applied to data from the Helsinki Stock Exchange, while the traditional Fama–MacBeth approach as such finds no relationship at all. 相似文献