QQ客服 官方微博 反馈留言

	Characteristics of investors’ risk preference for stock markets
	Wen, Fenghua*; He, Zhifang; Dai, Zhifeng; Yang, Xiaoguang
刊名	ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH
	2014
卷号	48期号:3页码:235-254
关键词	GARCH-M Model Prospect theory Risk preference
ISSN号	0424-267X
URL标识	查看原文
WOS记录号	WOS:000342328700013
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/3315164
专题	中南大学
作者单位	1.[Wen, Fenghua 2.He, Zhifang] Cent S Univ, Sch Business, Changsha, Hunan, Peoples R China.
推荐引用方式 GB/T 7714	Wen, Fenghua*,He, Zhifang,Dai, Zhifeng,et al. Characteristics of investors’ risk preference for stock markets[J]. ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH,2014,48(3):235-254.
APA	Wen, Fenghua*,He, Zhifang,Dai, Zhifeng,&Yang, Xiaoguang.(2014).Characteristics of investors’ risk preference for stock markets.ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH,48(3),235-254.
MLA	Wen, Fenghua*,et al."Characteristics of investors’ risk preference for stock markets".ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH 48.3(2014):235-254.

个性服务

查看访问统计

相关权益政策

暂无数据

收藏/分享

除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。