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211.
近年来,随着房地产业的迅猛发展,我国住房抵押贷款余额猛增,这不仅会给银行带来流动性风险,而且使我国住房金融市场的种种潜在的风险与漏洞逐渐地暴露出来。住房抵押贷款证券化(MBS)产品作为改革的切入点已经在我国起步。但是定价问题仍然是关注的焦点和难点。通过比较国外各种MBS定价的方法,根据我国的具体情况,运用蒙特卡罗模拟法,对我国的住房抵押贷款证券化产品进行实证分析,建立自己的测算模型。 相似文献
212.
江海峰 《安徽工业大学学报(社会科学版)》2007,24(2):37-39
Monte Carlo模拟是一种获得定量问题近似解的统计抽样计算机技术。借助于统计软件SAS,MCS在概率统计中得以广泛应用。 相似文献
213.
Emna Mnif Anis Jarboui M. Kabir Hassan Khaireddine Mouakhar 《International Journal of Intelligent Systems in Accounting, Finance & Management》2020,27(1):10-21
Behavioural science states that emotions, principles and the manner of thinking can affect the behaviour of individuals and even investors in their decision making on financial markets. In this paper, we have tried to measure the investor sentiment by three means of big data. The first is based on a search query of a list of words related to Islamic context. The second is inferred from the engagement degree on social media. The last measure of sentiment is built, based on the Twitter API classified into positive and negative directions by a machine learning algorithm based on the naive Bayes method. Then, we investigate whether these sensations and emotions have an impact on the market sentiment and the price fluctuations by means of a vector autoregression model and Granger causality analysis. In the final step, we apply the agent‐based simulation by means of the sequential Monte Carlo method with the control of our Twitter measure on Islamic index returns. We show, then, that the three social media sentiment measures present a remarkable impact on the contemporaneous and lagged returns of the different Islamic assets studied. We also give an estimation of the parameters of the latent variables relative to the agent model studied. 相似文献
214.
This paper studies a class of tractable jump-diffusion models, including stochastic volatility models with various specifications of jump intensity for stock returns and variance processes. We employ the Markov chain Monte Carlo (MCMC) method to implement model estimation, and investigate the performance of all models in capturing the term structure of variance swap rates and fitting the dynamics of stock returns. It is evident that the stochastic volatility models, equipped with self-exciting jumps in the spot variance and linearly-dependent jumps in the central-tendency variance, can produce consistent model estimates, aptly explain the stylized facts in variance swaps, and boost pricing performance. Moreover, our empirical results show that large self-exciting jumps in the spot variance, as an independent risk source, facilitate term structure modeling for variance swaps, whilst the central-tendency variance may jump with small sizes, but signaling substantial regime changes in the long run. Both types of jumps occur infrequently, and are more related to market turmoils over the period from 2008 to 2021. 相似文献
215.
Kostas Triantafyllopoulos 《Revue internationale de statistique》2009,77(3):430-450
The purpose of this paper is to provide a critical discussion on real-time estimation of dynamic generalized linear models. We describe and contrast three estimation schemes, the first of which is based on conjugate analysis and linear Bayes methods, the second based on posterior mode estimation, and the third based on sequential Monte Carlo sampling methods, also known as particle filters. For the first scheme, we give a summary of inference components, such as prior/posterior and forecast densities, for the most common response distributions. Considering data of arrivals of tourists in Cyprus, we illustrate the Poisson model, providing a comparative analysis of the above three schemes. 相似文献
216.
Piergiacomo Sabino 《Decisions in Economics and Finance》2009,32(1):49-65
Quasi-Monte Carlo method (QMC) is an efficient technique for numerical integration. QMC provides a lower convergence rate,
O(ln
d
n/n), than the standard Monte Carlo (MC), , where n is the number of simulations and d the nominal problem dimension. However, some studies in the literature have claimed that the QMC performs better than the
MC method for d < 20/30 because of its dependence on d. Caflisch et al. (J Comput Finance 1(1):27–46, 1997) have proposed to extend the QMC superiority by ANOVA considerations.
To this aim, we consider the Asian basket option pricing problem, where d is much higher than 30, by QMC simulation. We investigate the applicability of several path-generation constructions that
have been proposed to overtake the dimensional drawback. We employ the principal component analysis, the linear transformation,
the Kronecker product approximation and test their performance both in terms of computational cost and accuracy. Finally,
we compare the results with those obtained by the standard MC.
相似文献
217.
This study attempts to develop a novel method to measure the importance of the characteristics closely related to the carrying capacity measurement of coastal parks by using the hierarchical method with the Monte Carlo simulation approach. One big advantage of MCAHP approach is able to effectively avoid the subjectivity of survey responses in the data collection process, leading to more reliable assessment results. Empirical results indicate the newly developed method provides a better framework for identifying the significance of the concerned factors and also produces a significant cost-saving and revenue-increasing outcome for coastal park resource uses and yet enhance tourists’ satisfaction. 相似文献
218.
The treatment of endogenous inputs and outputs in the estimation of multiple–output distance functions is an important issue that has been largely ignored in the hotel and tourism literature. It is well known that directional distance functions with endogeneity are difficult to estimate using maximum likelihood-based methods since the specification of additional identifiable equations for each endogenous variable is highly challenging. In this paper, we propose a limited-information approach to models of this type using a flexible reduced form for the endogenous variables. This approach allows us to easily estimate technical efficiency and does not rely on information about input or output prices, which are typically unavailable. We employ Bayesian methods and propose and use novel posterior measures of weakness and relevance of instruments in an application involving data from major US hotels. We show that controlling for endogeneity has a substantial impact for relative and absolute hotel performance. 相似文献
219.
In this paper a Lagrange multiplier test of the hypothesis that the covariance matrix of a multivariate time series model is constant over time is considered. It is assumed that under the alternative, the error variances are time-varying, whereas the correlations remain constant over time. Under the parameterized alternative hypothesis the variances may change continuously as a function of time or some observable stochastic variables. Small-sample properties of the test statistic are investigated by simulation. The assumption of constant correlations does not appear overly restrictive. 相似文献
220.
本文在我国权证市场快速发展的背景下,在针对目前上市公司发行的权证进行系统研究的前提下,考察了我国权证市场风险特征并寻求解释。同时,运用蒙特卡罗模拟的VaR方法,在寻找适合我国权证定价模型的基础上,针对我国将于2007年5月到期的9只认购权证的理论风险价值(VaR)做实证研究,并且我们选择Kup iec提出的失败频率检验法对模型进行了检验。于此,为权证市场风险测量提供有效的方法和进一步研究的方向。 相似文献