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Dry Bulk Market and Asymmetric Volatility

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자료제공 : 네이버학술정보
  • 1Generalized autoregressive conditional heteroskedasticity네이버 원문 이동
  • 2(1992) ARCH Modeling in Finance:A Review of the Theory and Empirical Evidence Journal of Econometrics,
  • 3(1993) On the Relation Between the Expected Value and Volatility of The Nominal Excess Return on Stocks Journal of Finance,
  • 4(1979) Distribution of the Estimators for Autoregressive Time Series with a Unit Root Journal of the American Statistical Association,
  • 5(1981) The Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root,
  • 6(1987) Determining the Order of Differencing in Autoregressive Processes Journal of Business and Economic Statistics,
  • 7(1985) Conditional Variance and the Risk Premium in the Foreign Exchange Market Journal of International Economics,
  • 8(1982) Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflations,
  • 9(1987) Estimating Time Varying Risk Premia in the Term Structure:the ARCH-M Model,
  • 10(1993) Measuring and Testing the Impact of News on Volatility Journal of Finance,

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