ERN: Econometric Case Studies of Global Financial Markets (Topic)最新文献_第2页

Strategy Switching in the Japanese Stock Market 日本股市的策略转换

ERN: Econometric Case Studies of Global Financial Markets (Topic) Pub Date : 2012-02-01 DOI: 10.2139/ssrn.2001979

Ryuichi Yamamoto, Hideaki Hirata

引用次数: 15

Currency Choices in Valuation: An Approach for Emerging Markets 估值中的货币选择:新兴市场的一种方法

ERN: Econometric Case Studies of Global Financial Markets (Topic) Pub Date : 2012-01-16 DOI: 10.2139/ssrn.2006502

Guillermo L. Dumrauf

引用次数: 1

Multivariate Nonparametric Estimation of Value at Risk and Expected Shortfall for Nonlinear Returns Using Extreme Value Theory 用极值理论估计非线性收益的多变量非参数风险值和期望缺口

ERN: Econometric Case Studies of Global Financial Markets (Topic) Pub Date : 2011-11-04 DOI: 10.2139/ssrn.2147760

R. Brauchler

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引用次数: 0

Do Financial Systems Converge? A Comprehensive Panel Data Approach and New Evidence from a Dataset for 102 Countries 金融体系会趋同吗?综合面板数据方法和来自102个国家数据集的新证据

ERN: Econometric Case Studies of Global Financial Markets (Topic) Pub Date : 2011-01-09 DOI: 10.2139/ssrn.2037395

M. Stolbov, Alexander Veysov

引用次数: 9