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浏览/检索结果: 共12条，第1-10条 帮助 限定条件 内容类型：研究报告    专题：厦门大学    第一署名单位    第一作者单位    通讯作者单位     已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 The Effect of Beijing’s Driving Restrictions on Pollution and Economic Activity 研究报告 2013 V. Brian Viard; Shihe Fu    收藏  |  浏览/下载：53/0  |  提交时间：2013/11/08 Driving restrictions  externalities  environmental economics  pollution JEL Classification: H23  D62  L51  J22  R41.   A Unified Approach to Validating Univariate and Multivariate Conditional Distribution Models in Time Series 研究报告 2013 Bin Chen; Yongmiao Hong    收藏  |  浏览/下载：11/0  |  提交时间：2013/11/08 A New Test for Superior Predictive Ability 研究报告 2013 Zongwu Cai(Department of Mathematics & Statistics, University of North Carolina at Charlotte, Charlotte,NC 28223, USA); Jiancheng Jiang(Department of Mathematics & Statistics, University of North Carolina at Charlotte, Charlotte,NC 28223, USA); Jingshuang Zhang(Department of Mathematics & Statistics, University of North Carolina at Charlotte, Charlotte,NC 28223, USA) 收藏  |  浏览/下载：6/0  |  提交时间：2013/11/08   Covariance matrix estimation  Data snooping  Generalized likelihood Ratio test  Reality check  SPA test  Technical trading rules.     Informational Price Cascades and Non-aggregation of Asymmetric Information in Experimental Asset Markets 研究报告 2013 Jason Shachat; Anand Srinivasan 收藏  |  浏览/下载：2/0  |  提交时间：2013/11/08 Information cascade  information aggregation  experiment  asset market   Testing for the Markov Property in Time Series 研究报告 2013 Bin Chen; Yongmiao Hong    收藏  |  浏览/下载：64/0  |  提交时间：2013/11/08 Markov property  Conditional characteristic function  Generalized cross-spectrum  Smoothed nonparametric bootstrap     The Effects of Single Mothers’Welfare Participation and Work Decisions on Children’s Attainments 研究报告 2013 Hau Chyi 收藏  |  浏览/下载：2/0  |  提交时间：2013/11/08 Granger Causality in Risk and Detection of Extreme Risk Spillover Between Financial Markets 研究报告 2013 Yongmiao Hong; Yanhui Liu; Shouyang Wang    收藏  |  浏览/下载：66/0  |  提交时间：2013/11/08 Cross-spectrum  Extreme downside risk  Financial contagion  Granger causality in risk  Nonlinear time series  Risk management  Value at Risk     A Simulation Test for Continuous-Time Models 研究报告 2013 Jaeho Yun; Yongmiao Hong    收藏  |  浏览/下载：3/0  |  提交时间：2013/11/08 Continuous-time model  Dynamic probability integral transform  Generalized residuals  Monte Carlo integration  Simulation  Transition density.     The Number of State Variables for CDS Pricing 研究报告 2013 Biao Guo; Qian Han and Doojin Ryu    收藏  |  浏览/下载：4/0  |  提交时间：2013/11/08 Credit Default Swap  Liquidity  Local Linear Regression  Principal Component     Mean-Preserving-Spread Risk Aversion and The CAPM 研究报告 2013 Phelim P. Boyle; Chenghu Ma    收藏  |  浏览/下载：5/0  |  提交时间：2013/11/08 CAPM equilibrium  two-fund separation  generalized efficient portfolio  MPS-risk-aversion.