全文获取类型
收费全文 | 94篇 |
免费 | 9篇 |
专业分类
财政金融 | 45篇 |
工业经济 | 1篇 |
计划管理 | 24篇 |
经济学 | 17篇 |
综合类 | 2篇 |
贸易经济 | 11篇 |
农业经济 | 2篇 |
经济概况 | 1篇 |
出版年
2023年 | 3篇 |
2022年 | 1篇 |
2020年 | 8篇 |
2019年 | 3篇 |
2018年 | 7篇 |
2017年 | 7篇 |
2016年 | 6篇 |
2015年 | 7篇 |
2014年 | 6篇 |
2013年 | 15篇 |
2012年 | 3篇 |
2010年 | 2篇 |
2009年 | 2篇 |
2008年 | 4篇 |
2007年 | 3篇 |
2006年 | 1篇 |
2005年 | 5篇 |
2004年 | 5篇 |
2003年 | 2篇 |
2002年 | 1篇 |
2000年 | 2篇 |
1999年 | 1篇 |
1998年 | 2篇 |
1997年 | 1篇 |
1996年 | 2篇 |
1995年 | 1篇 |
1991年 | 2篇 |
1986年 | 1篇 |
排序方式: 共有103条查询结果,搜索用时 296 毫秒
1.
文章利用2004年芝加哥商品交易所的美元-欧元期货期权的信息,分析了其隐含偏度和隐含波动率在预测短期汇率中的效力。结果发现,隐含偏度、隐含波动率的偏度与每日汇率变化率有紧密的联系。 相似文献
2.
Johnson R. Pawlukiewicz JAMES Mehta JAYESH 《Review of Quantitative Finance and Accounting》1997,9(1):89-101
This research presents a method for estimating the parameters of the binomial option pricing model necessary to appropriately price calls on assets with asymmetric end-of-period return distributions. Parameters of the binomial model are shown to be a function of the mean, variance, and skewness of the underlying return distribution. It is also shown that failure to incorporate skewness results in the mispricing of the call. 相似文献
3.
Adam Lenart 《Scandinavian actuarial journal》2014,2014(3):255-277
The Gompertz distribution is widely used to describe the distribution of adult deaths. Previous works concentrated on formulating approximate relationships to characterise it. However, using the generalised integro-exponential function, exact formulas can be derived for its moment-generating function and central moments. Based on the exact central moments, higher accuracy approximations can be defined for them. In demographic or actuarial applications, maximum likelihood estimation is often used to determine the parameters of the Gompertz distribution. By solving the maximum likelihood estimates analytically, the dimension of the optimisation problem can be reduced to one both in the case of discrete and continuous data. Monte Carlo experiments show that by ML estimation, higher accuracy estimates can be acquired than by the method of moments. 相似文献
4.
Do Sovereign Re‐Ratings Destabilize Equity Markets during Financial Crises? New Evidence from Higher Return Moments 下载免费PDF全文
Robert Brooks Robert Faff Sirimon Treepongkaruna Eliza Wu 《Journal of Business Finance & Accounting》2015,42(5-6):777-799
This study investigates the effects of S&P's sovereign re‐ratings on the higher moments of equity market returns over recent financial crises. Using a set of intraday stock market index prices and sovereign credit ratings for a sample of 36 countries that experienced sovereign rating changes over the period from 1996 to 2013, we find that the higher moments of stock market returns are significantly more responsive to sovereign re‐ratings during financial crises, but the effects on stock markets are not the same across different financial crises. The effects during crises are, however, magnified for large downgrades and those that are associated with a loss of investment grade status. We find that there are asymmetric effects during financial crises in that downgrades are consistently more significant than upgrades in increasing realized volatility and realized kurtosis. Both upgrades and downgrades affect realized skewness in times of crises in the expected direction. 相似文献
5.
Abstract Country indices as represented by iShares exhibit non-normal return distributions with both skewness and kurtosis. Earlier studies provide procedures for determining the statistical significance of stochastic dominance measures and the Sharpe Ratio. This present study uses these refinements to compare the performance of 18 country market indices. The iShares are indistinguishable when using the Sharpe Ratio as no significant differences are found. In contrast, stochastic dominance procedures identify dominant iShares. Although the results vary over time, stochastic dominance appears to be both more robust and discriminating than the CAPM in the ranking of the iShares. 相似文献
7.
U. Rösler 《Statistica Neerlandica》1995,49(1):83-93
We solve Problem 234 in Statistica Neerlandica by introducing the concept of slantedness. Distributions with a decreasing Lebesgue density are slanted to the right. This is no longer true for distributions on a lattice with decreasing density. Both kinds of distributions have positive central odd moments. 相似文献
8.
在经典的投资组合理论中 ,假设所有资产的报酬率服从对数正态分布 ,因而只需要用收益的方差来度量风险就足够了 ,忽略了偏度的影响。资产收益的分布往往不是对称的 ,偏度是客观存在的 ,而且投资者具有正偏度的爱好。所以必须用方差和偏度来共同度量投资的风险 ,在这种情况下 ,贝塔系数不再是风险的正确度量 ,采用有效的修正方法 ,可以用来对资产进行正确的定价 相似文献
9.
Kimberly F. Luchtenberg 《Journal of Behavioral Finance》2014,15(4):299-311
Employing a unique sample of individual and institutional investors, we conduct experiments to determine investors’ preference for (or indifference to) financial skewness. We present investors with a series of stocks with varying levels of skewness. Using Instant Response Devices, we then collect investors’ choices to hold or sell each stock. Among stocks with equal expected returns, we find strong evidence that the sample investors use a prospect theory utility function rather than a mean-variance expected utility function to decide to sell or hold stocks. In the loss domain, we find that investors are ambivalent about the choice between positively and negatively skewed stocks. However, in the gain domain, we find that both individual and institutional investors prefer negatively skewed stocks—a contrast from previous research suggesting that individuals (and not institutional investors) prefer positive skewness. We also find evidence suggesting that reference points are important in financial decision making. 相似文献
10.
Abstract In this paper, we propose a new GARCH-in-Mean (GARCH-M) model allowing for conditional skewness. The model is based on the so-called z distribution capable of modeling skewness and kurtosis of the size typically encountered in stock return series. The need to allow for skewness can also be readily tested. The model is consistent with the volatility feedback effect in that conditional skewness is dependent on conditional variance. Compared to previously presented GARCH models allowing for conditional skewness, the model is analytically tractable, parsimonious and facilitates straightforward interpretation.Our empirical results indicate the presence of conditional skewness in the monthly postwar US stock returns. Small positive news is also found to have a smaller impact on conditional variance than no news at all. Moreover, the symmetric GARCH-M model not allowing for conditional skewness is found to systematically overpredict conditional variance and average excess returns. 相似文献