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111.
DIFFUSION MODELS FOR EXCHANGE RATES IN A TARGET ZONE 总被引:2,自引:0,他引:2
We present two analytically tractable diffusion models for an exchange rate in a target zone. One model generalizes a model proposed by De Jong, Drost, and Werker (2001) to allow asymmetry between the currencies which is often an important feature of data. Estimation of the model parameters by the method of Kessler and Sørensen (1999) using eigenfunctions of the generator is investigated and shown to give well-behaved estimators that are easy to calculate. The method is well suited to the models because the eigenfunctions are known so that explicit estimating functions are obtained, and because the state space is a finite interval, for which it is known that the method can be made arbitrarily efficient by including sufficiently many eigenfunctions. The model fits data on exchange rates in the European Monetary System well. In particular, the asymmetry parameter is significantly different from zero for three out of four currencies. An alternative diffusion model is presented with similarly nice properties, but with different dynamics that allow constant volatility near the boundaries of the target zone. No-arbitrage pricing of derivative assets is considered, and the effect of realignments is briefly discussed. 相似文献
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Marc Jeannin 《Quantitative Finance》2013,13(6):629-644
In this paper we propose a transform method to compute the prices and Greeks of barrier options driven by a class of Lévy processes. We derive analytical expressions for the Laplace transforms in time of the prices and sensitivities of single barrier options in an exponential Lévy model with hyper-exponential jumps. Inversion of these single Laplace transforms yields rapid, accurate results. These results are employed to construct an approximation of the prices and sensitivities of barrier options in exponential generalized hyper-exponential Lévy models. The latter class includes many of the Lévy models employed in quantitative finance such as the variance gamma (VG), KoBoL, generalized hyperbolic, and the normal inverse Gaussian (NIG) models. Convergence of the approximating prices and sensitivities is proved. To provide a numerical illustration, this transform approach is compared with Monte Carlo simulation in cases where the driving process is a VG and a NIG Lévy process. Parameters are calibrated to Stoxx50E call options. 相似文献
116.
Feng Wu Zhengfei Guan Fan Yu Robert J. Myers 《Journal of Economic Dynamics and Control》2013,37(9):1755-1770
This paper studies the spillover effects of rising biofuel production on participation in the Conservation Reserve Program. Landowner participation decisions are modeled using a real options framework. We develop a land use decision model that captures biofuel-driven structural changes in market demand and derive threshold conditions that trigger participation in the program. We then quantify the impacts of biofuel production on participation at both the national and state levels using Monte Carlo simulations. The model is also used to analyze how changes in the persistence of the biofuel production boom and in the volatility of farming returns affect conservation participation decisions. Policy implications of the results are discussed. 相似文献
117.
Akihiko Takahashi 《Asia-Pacific Financial Markets》1999,6(2):115-151
We propose a new methodology for the valuation problem of financial contingent claims when the underlying asset prices follow a general class of continuous Itô processes. Our method can be applicable to a wide range of valuation problems including contingent claims associated with stocks, foreign exchange rates, the term structure of interest rates, and even their combinations. We illustrate our method by discussing the Black-Scholes economy when the underlying asset prices follow the continuous diffusion processes, which are not necessarily time-homogeneous. The standard Black-Scholes model on stocks and the Cox-Ingersoll-Ross model on the spot interest rate are simple examples. Then we shall give a series of examples on the valuation formulae including plain vanilla options, average options, and other contingent claims. We shall also give some numerical evidence of the accuracy of the approximations we have obtained for practical purposes. Our approach can be rigorously justified by an infinite dimensional mathematics, the Malliavin-Watanabe-Yoshida theory recently developed in stochastic analysis. 相似文献
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The paper analyses the impact of illiquidity of a stock paying no dividends on the pricing of European options written on that stock. In particular, it is shown how illiquidity generates price bounds on an option on this stock, even in the absence of other imperfections, such as transaction costs and trading constraints, or the assumption of stochastic volatility. Moreover, price bounds are shown to be asymmetric with respect to the option price under perfect liquidity. This fact explains, under some conditions, the appearance of a smile effect when the implied volatility is estimated from the mid-quote. 相似文献
119.
随着全国煤炭主产省(区)关闭整顿、整合、兼并重组小型煤矿步伐的加快,如何有效管控数量众多的小型煤矿成为整合主体面临的严峻课题。义煤集团结合实际,积极进行探索实践,建立起了有效的三级管控模式;结合管控重点,构建了五条管控路径;分析了兼并重组过程中存在的主要问题,提出了有建设性的建议。 相似文献
120.
本人结合多年的实践经验,以鲅鱼圈信号楼工程为实例,详细分析混凝土空心砌块墙体开裂原因,实践性的给出了处理方案。实践证明,工程裂缝处理效果良好,希望此文能为类似工程起到一定的参考作用。 相似文献