(2012). Frontier of econometrics time series analysis in ICT's stock market of Thailand: Maximum entropy bootstrap approach. Procedia Economics and Finance, 1, 81-87.Frontier of Econometrics Time Series Analysis in ICT’s Stock Market of Thailand: Maximum Entropy Bootstrap Approach[J] . Chukiat...
If you are interested in the relationship between the annual price change of theS&P 500and the unemployment rate, you'd collect both sets of data. Then, you might test the idea that higher unemployment leads to lower stock market prices. In this example, stock market price would be the dep...
In Handbook of Econometrics, volume 6B, pages 4875-5143.HECKMAN, J. J.; VYTLACIL, E. J. Econometric evaluation of social programs, part 2: using ... JJ Heckman,EJ Vytlacil - 《Handbook of Econometrics》 被引量: 899发表: 2007年 Stock Market Trading Volume Stock market trading volume. In...
(1996 . "Modeling and Pricing Long Memory in Stock Market Volatility." Journal of Econometrics 73:151–84) with the introduction of a volatility in ... D Gruyter - 《Journal of Time》 被引量: 3发表: 1928年 Long Memory in Stock Market Volatility: Indian Evidences Econometrics: Applied Econo...
Bauwens, L., Giot, P.: Econometric Modelling of Stock Market Intraday Activity. Kluwer (2001) Google Scholar Bauwens, L., Hautsch, N.: Dynamic latent factor models for intensity processes. J. Financ. Econometrics 4, 450–493 (2006) Article Google Scholar Bauwens, L., Rombouts, J....
• • • • majoring in financial engineering, the stock market, measuring economic, financial and economic, corporate finance, monetary and banking, etc. 翻译结果5复制译文编辑译文朗读译文返回顶部 • Majors in the financial project, the stock market, the measurement economy, the financial ...
From a survey of mathematical and statistical tools for understanding nonlinear Markov processes to an exploration of the time-series evolution of the risk-return tradeoff for stock market investment, noted scholars Yacine A�t-Sahalia and Lars Peter Hansen benchmark the current state of knowledge ...
Studies in Nonlinear Dynamics & Econometrics Forecasting Stock Market Volatility with Forecasting Stock Market Volatility with Regime-Switching GARCH Model... This article introduces the concept of co-non-linearity. Co-non-linearity is an example of a common feature in time series (Engle and Koziciki...
the books is that Cuthbertsonfocuses exclusively on asset pricing in the stock, bond, and foreignexchange markets, whereas Campbell, Lo, and MacKinlay (henceforth CLM)consider empirical applications throughout the field of finance,including corporate finance, derivatives markets, and marketmicrostructure....
In Handbook of econometrics, ed. J.J. Heckman and E. Leamer, vol. 5. Amsterdam: North-Holland. Google Scholar Bachelier, L.J.B.A. 1900. Théorie de la Speculation. Paris: Gauthier-Villars. Reprinted in The random character of stock market prices, ed. P.H. Cootner. Cambridge, MA:...