全文获取类型
收费全文 | 69篇 |
免费 | 1篇 |
专业分类
财政金融 | 6篇 |
工业经济 | 4篇 |
计划管理 | 11篇 |
经济学 | 23篇 |
运输经济 | 3篇 |
贸易经济 | 18篇 |
农业经济 | 2篇 |
经济概况 | 3篇 |
出版年
2023年 | 1篇 |
2022年 | 1篇 |
2021年 | 2篇 |
2020年 | 5篇 |
2019年 | 6篇 |
2018年 | 8篇 |
2017年 | 9篇 |
2016年 | 5篇 |
2015年 | 1篇 |
2014年 | 2篇 |
2013年 | 5篇 |
2012年 | 3篇 |
2011年 | 2篇 |
2010年 | 2篇 |
2009年 | 1篇 |
2008年 | 1篇 |
2007年 | 2篇 |
2006年 | 1篇 |
2001年 | 3篇 |
2000年 | 2篇 |
1996年 | 2篇 |
1992年 | 1篇 |
1989年 | 1篇 |
1988年 | 1篇 |
1986年 | 1篇 |
1985年 | 1篇 |
1971年 | 1篇 |
排序方式: 共有70条查询结果,搜索用时 11 毫秒
1.
We examine and compare a large number of generalized autoregressive conditional heteroskedastic (GARCH) and stochastic volatility (SV) models using series of Bitcoin and Litecoin price returns to assess the model fit for dynamics of these cryptocurrency price returns series. The various models examined include the standard GARCH(1,1) and SV with an AR(1) log-volatility process, as well as more flexible models with jumps, volatility in mean, leverage effects, t-distributed and moving average innovations. We report that the best model for Bitcoin is SV-t while it is GARCH-t for Litecoin. Overall, the t-class of models performs better than other classes for both cryptocurrencies. For Bitcoin, the SV models consistently outperform the GARCH models and the same holds true for Litecoin in most cases. Finally, the comparison of GARCH models with GARCH-GJR models reveals that the leverage effect is not significant for cryptocurrencies, suggesting that these do not behave like stock prices. 相似文献
2.
3.
Piyush Tiwari & Hiroshi Hasegawa 《Review of urban and regional development studies : RURDS : journal of the Applied Regional Conference》2000,12(1):54-73
This paper reports on the estimation of housing demand for tenants in Tokyo Metropolitan Region using household level data for 1993. The results indicate that the rental housing demand is inelastic with respect to permanent income and price, with coefficients as 0.31 and -0.093 respectively. Other important variables, which determine housing demand for tenants are length of stay and type of household. Larger households demand more housing. However, keeping the size of household constant, households with elderly members have higher demand for housing. The only exception to the rule is households formed with members not belonging to same nucleus family demand less housing. 相似文献
4.
We evaluate the binomial option pricing methodology (OPM) by examining simulated portfolio strategies. A key aspect of our study involves sampling from the empirical distribution of observed equity returns. Using a Monte Carlo simulation, we generate equity prices under known volatility and return parameters. We price American–style put options on the equity and evaluate the risk–adjusted performance of various strategies that require writing put options with different maturities and moneyness characteristics. The performance of these strategies is compared to an alternative strategy of investing in the underlying equity. The relative performance of the strategies allows us to identify biases in the binomial OPM leading to the well–known volatility smile . By adjusting option prices so as to rule out dominated option strategies in a mean–variance context, we are able to reduce the pricing errors of the OPM with respect to option prices obtained from the LIFFE. Our results suggest that a simple recalibration of inputs may improve binomial OPM performance. 相似文献
5.
ABSTRACT This study examines the four commonly tested hypotheses in hydroelectricity consumption – economic growth literature for 12 Asian countries. Our results from a recently developed hidden cointegration technique uncover rich and significant relationships between negative and positive components of the variables under consideration. In particular, we find evidence to support the neutrality hypothesis in five countries (Bangladesh, Indonesia, Pakistan, Philippines, and Thailand), the growth hypothesis in four countries (India, Japan, South Korea and Taiwan), and both growth and conservation hypotheses in three countries (China, Malaysia, and New Zealand). These findings suggest that appropriate economic policies should be elaborated on the basis of the country’s specific hydroelectricity consumption–growth nexus. Finally, our new evidence suggests that the lack of stable relationship between hydroelectricity consumption and economic growth documented in previous studies for some of these countries could be due to the failure to properly account for the nonlinearity property in the data. 相似文献
6.
This paper is concerned with the Bayes estimation of an arbitrary multivariate density,f(x), x ? R k. Such anf(x) may be represented as a mixture of a given parametric family of densities {h (x¦θ)} with support inR k, whereθ (inR d) is chosen according to a mixing distributionG. We consider the semiparametric Bayes approach in whichG, in turn, is chosen according to a Dirichlet process prior with given parameterα. We then specialize these results whenf is expressed as a mixture of multivariate normal densitiesΦ (x¦Μ, λ) whereΜ is the mean vector and λ is the precision matrix. The results are finally applied to estimating a regression parameter. 相似文献
7.
Financial Constraints and Other Obstacles: are they a Threat to Innovation Activity? 总被引:1,自引:0,他引:1
Summary In this paper we examine the importance of financial and other obstacles to innovation in the Netherlands using statistical
information from the CIS 3.5 innovation survey. We report results on the effect of these obstacles on the firms’ decision
to abandon, prematurely stop, seriously slow down, or not to start an innovative project. These results are compared with
those from other studies in the Netherlands and other countries. We end with a discussion of policy measures that have been
taken to overcome, or at least attenuate these obstacles, such as R&D tax incentives, venture capital financing and policy
mix packages.
相似文献
8.
Testing the CAPM revisited 总被引:1,自引:0,他引:1
This paper re-examines the tests of the Sharpe–Lintner Capital Asset Pricing Model (CAPM). The null that the CAPM intercepts are zero is tested for ten size-based stock portfolios and for twenty five book-to-market sorted portfolios using five-year, ten-year and longer sub-periods during 1965–2004. The paper shows that the evidence for rejecting the CAPM on statistical grounds is weaker than the consensus view suggests, and highlights the pitfalls of testing multiple hypotheses with the conventional heteroskedasticity and autocorrelation robust (HAR) test with asymptotic P-values. The conventional test rejects the null for almost all sub-periods, which is consistent with the evidence in the literature. By contrast, the null is not rejected for most of the sub-periods by the new HAR tests developed by Kiefer et al. (2000), Kiefer and Vogelsang (2005), and Sun et al. (2008). 相似文献
9.
We examine the co-movement in daily returns of USD–INR, EUR–INR, GBP–INR, and JPY–INR currency pair futures contracts traded on the National Stock Exchange of India (NSE) using the wavelet cohesion approach. This study contributes to the literature by examining the scantly studied area of co-movement in exchange rates and using the wavelet approach, which allows us to analyse time–frequency-wise co-movement of the time series. The empirical results indicate that the currency futures markets are nearly perfectly integrated in the long run (monthly, quarterly and biannual scales) offering little potential gains from international portfolio diversification. The discrepancies between currency futures markets are small and almost fade away within 3–6 months. Moreover, international currency diversification might offer relatively higher potential gains at intraweek, weekly, and fortnightly time horizons owing to lower correlations among the currencies under consideration. Finally, our multiple-wavelet correlation and cross-correlation analysis shows that GBP acts as a potential leader/follower across scales. The results of our analysis indicate the dynamic pattern of co-movement among the major currency futures contracts, which provides several implications for portfolio managers and international investors participating in the Indian market. 相似文献
10.
Arif Billah Dar Niyati Bhanja Aviral Kumar Tiwari 《International Economics and Economic Policy》2017,14(1):153-165
The frequent occurrence of crises in recent decades has triggered a debate between the proponents of Efficient market hypothesis and Fractal market hypothesis. While, the proponents of Efficient market hypothesis view crises as non-existent and highly improbable, the advocates of Fractal market hypothesis view crises as the dominance of certain investment horizons. We test whether the assertion of Fractal Market hypothesis regarding the dominance of certain frequencies during financial crises hold for the global stock markets. Following Kristoufek (Sci Rep 3:2857, 2013) the wavelet power spectra based on continuous wavelet framework are used to test the said hypothesis. It is shown that stock markets around the globe indicate the dominance of higher frequencies during the crises periods, hence, validate the assertions of Fractal market hypothesis. The results drawn are robust to the use of different countries as well as different crises. 相似文献