搜尋:volatility

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波動性模型預測能力之比較:臺指...

歷史波動性 隱含波動性 真實波動性 指數選擇權 GARCH Historical volatility Implied volatility Realized volatility Index.....more

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Elucidating Asymmetric Volatil...

最適投資組合 隨機波動度 時間轉換 Lévy過程 槓桿效果 波動度回饋效果 波動度不對稱 Optimal portfolio choice Stochastic volatility Time.....more

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The Impacts of Option-Listing ...

Stock Options Listing Volatility Systematic risk 國家圖書館 20070300 期刊論文 Hung, Chieh-wei The Impacts.....more

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The Macroeconomic Determinants...

Stock price Volatility SVAR Cointegration ECM 國家圖書館 20071200 期刊論文 邱魏頌正(Chiou-Wei, Song-zan.....more

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Price Volatility, Trading Act...

Price volatility Trading activity Market depth Stock index futures GARCH 國家圖書館 20050400 期刊論文 Kuo.....more

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Impact of the Introduction of ...

Future trading GJR-M model Variable GJR-M model Volatility 國家圖書館 20050800 期刊論文 Wang, Yu-min Lu, Su.....more

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A Multiple-Horizon Search for ...

Exchange rate volatility Time horizons Trade openness Financial openness Financial depth 國家圖書館.....more

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Volatility, Volume and the Up...

實現波動度 賣空限制 漲檔限制 Realized volatility Short-sales constraint Uptick rule 國家圖書館 20091200 期刊論文 林信助(Lin.....more

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The Relationship between Volat...

Risk-return trade-offs Volatility models ICAPM Australian market 國家圖書館 20110400 期刊論文 Darrat, Ali F.....more

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Volatility Forecasting of Stoc...

Neuro-fuzzy system Clustering Multi-group PSO RLSE Time series volatility forecasting 國家圖書館.....more

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Saddle Point Approximation and...

approximations Volatility estimate and value-at-risk 國家圖書館 20100700 期刊論文 Tian, Maozai Chan, Ngai Hang.....more

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On Empirical Distribution of L...

Empirical distribution Long-memory stochastic volatility model 國家圖書館 20100300 期刊論文 Ho, Hwai-chung.....more

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Feedback Effect and Excess Vol...

學習 超額波動性 協調誘因 全域賽局 回饋效果 Learning Excess volatility Coordination incentives Global game Feedback.....more

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Empirical Tests on Caplets and...

利率模型 隆凸型波動 上限選擇權 校準 Interest rate model Volatility hump Caplet Calibration 國家圖書館 20020800 期刊論文 莊益源.....more

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The Weekday Effects on the Ret...

Weekday effect Cross-market spillovers effect Volatility asymmetry Univariate AR-EGARCH.....more

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