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| Risk spillovers between oil and stock markets: A VAR for VaR analysis 期刊论文 Energy Economics, 2019, 卷号: Vol.80, 页码: 524-535 作者: Danyan Wen; Gang-Jin Wang; Chaoqun Ma; Yudong Wang 收藏  |  浏览/下载:18/0  |  提交时间:2019/12/13
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| Risk spillovers between oil and stock markets: A VAR for VaR analysis 期刊论文 Energy Economics, 2019 作者: Danyan Wen; Gang-Jin Wang; Chaoqun Ma; Yudong Wang 收藏  |  浏览/下载:8/0  |  提交时间:2019/12/13
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| Risk spillovers between oil and stock markets: A VAR for VaR analysis. 期刊论文 Energy Economics, 2019, 卷号: Vol.80, 页码: 524-535 作者: Wen, DY; Wang, GJ; Ma, CQ; Wang, YD 收藏  |  浏览/下载:7/0  |  提交时间:2019/12/17
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| Tail Dependence in Copper Future Prices Based on a Conditional Multivariate Extreme Value Model 会议论文 PROCEEDINGS OF THE 9TH (2017) INTERNATIONAL CONFERENCE ON FINANCIAL RISK AND CORPORATE FINANCE MANAGEMENT, 2017-01-01 作者: Guo Ming; Qin Xuezhi 收藏  |  浏览/下载:3/0  |  提交时间:2019/12/02
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| 投资者波动率风险厌恶会传染吗?来自国际期权市场的证据 学位论文 2013, 2013 郑兴 收藏  |  浏览/下载:4/0  |  提交时间:2016/01/13
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| 波动率风险溢酬:基于香港市场和美国市场的研究 学位论文 2010, 2010 曾海为 收藏  |  浏览/下载:5/0  |  提交时间:2016/02/14
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| Estimating 'value at risk' of crude oil price and its spillover effect using the ged-garch approach 期刊论文 Energy economics, 2008, 卷号: 30, 期号: 6, 页码: 3156-3171 作者: Fan, Ying; Zhang, Yue-Jun; Tsai, Hsien-Tang; Wei, Yi-Ming 收藏  |  浏览/下载:20/0  |  提交时间:2019/05/10
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| Spillover effect of us dollar exchange rate on oil prices 期刊论文 Journal of policy modeling, 2008, 卷号: 30, 期号: 6, 页码: 973-991 作者: Zhang, Yue-Jun; Fan, Ying; Tsai, Hsien-Tang; Wei, Yi-Ming 收藏  |  浏览/下载:32/0  |  提交时间:2019/05/10
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| 金融异象与基金业绩:基于风格、周期性、风险溢出的实证研究 学位论文 2008, 2008 高宇 收藏  |  浏览/下载:4/0  |  提交时间:2016/02/14
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