中文版 | English

在结果中检索

G2TT

浏览/检索结果: 共6条，第1-6条 帮助

已选(0)清除 条数/页：   排序方式：
Understanding Dynamic Conditional Correlations between Commodities Futures Markets 智库出版物
2016
作者:  Niaz Bashiri Behmiri;  Matteo Manera;  Marcella Nicolini
JPEG(71Kb)  |  收藏  |  浏览/下载：1/0  |  提交时间：2019/06/14
Multivariate GARCH  Dynamic Conditional Correlations  Future Markets  Commodities  
Returns in Commodities Futures Markets and Financial Speculation: A Multivariate GARCH Approach 智库出版物
2012
作者:  Matteo Manera;  Marcella Nicolini;  Ilaria Vignati
JPEG(71Kb)  |  收藏  |  浏览/下载：2/0  |  提交时间：2019/06/14
Energy  Commodities  Futures Markets  Financial Speculation  Multivariate GARCH  
Conditional Correlations in the Returns on Oil Companies Stock Prices and Their Determinants 智库出版物
2004
作者:  Matteo Manera;  Massimo Giovannini;  Margherita Grasso;  Alessandro Lanza
Adobe PDF(371Kb)  |  收藏  |  浏览/下载：0/0  |  提交时间：2019/06/14
Constant conditional correlations,Dynamic conditional correlations,Multivariate GARCH models,Stock price indexes,Brent oil prices,Spot and futures prices,Multivariate cointegration,VECM  
DP4100 Growth Strategies 智库出版物
2003
作者:  Dani Rodrik
收藏  |  浏览/下载：1/0  |  提交时间：2022/09/22
Consumption-based asset pricing  Habit persistence  Recursive utility  Idiosyncratic risk  Multivariate garch  
DP4102 The European Phillips Curve: Does the NAIRU Exist? 智库出版物
2003
作者:  Dennis Snower;  Marika Karanassou;  Hector Sala
收藏  |  浏览/下载：1/0  |  提交时间：2022/09/22
Equity risk premium  Stochastic discount factor model  Consumption capm  Multivariate garch with no-arbitrage  Epstein-zin model  
DP3130 Capital Redistribution and the Market Allocation of Firm-Ownership 智库出版物
2002
作者:  Hans Peter Grüner;  Ruediger Schils
收藏  |  浏览/下载：1/0  |  提交时间：2022/09/22
Asset allocation  Macroeconomic effects  Multivariate garch