{"title":"金融时间序列的冒险","authors":"Igor Rivin","doi":"10.2139/SSRN.3344910","DOIUrl":null,"url":null,"abstract":"In this article we examine some macroeconomic data over the last several decades, and see if we can we can find anything interesting. In particular, we investigate how macroeconomic data affect equity prices.","PeriodicalId":269529,"journal":{"name":"Swiss Finance Institute Research Paper Series","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"2019-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Adventures in Financial Time Series\",\"authors\":\"Igor Rivin\",\"doi\":\"10.2139/SSRN.3344910\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this article we examine some macroeconomic data over the last several decades, and see if we can we can find anything interesting. In particular, we investigate how macroeconomic data affect equity prices.\",\"PeriodicalId\":269529,\"journal\":{\"name\":\"Swiss Finance Institute Research Paper Series\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2019-03-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Swiss Finance Institute Research Paper Series\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/SSRN.3344910\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Swiss Finance Institute Research Paper Series","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/SSRN.3344910","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
In this article we examine some macroeconomic data over the last several decades, and see if we can we can find anything interesting. In particular, we investigate how macroeconomic data affect equity prices.