Titlebook: Handbook of Financial Econometrics and Statistics; Cheng-Few Lee,John C. Lee Reference work 2015 Springer Science+Business Media New York

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書目名稱Handbook of Financial Econometrics and Statistics影響因子(影響力)




書目名稱Handbook of Financial Econometrics and Statistics影響因子(影響力)學(xué)科排名




書目名稱Handbook of Financial Econometrics and Statistics網(wǎng)絡(luò)公開度




書目名稱Handbook of Financial Econometrics and Statistics網(wǎng)絡(luò)公開度學(xué)科排名




書目名稱Handbook of Financial Econometrics and Statistics被引頻次




書目名稱Handbook of Financial Econometrics and Statistics被引頻次學(xué)科排名




書目名稱Handbook of Financial Econometrics and Statistics年度引用




書目名稱Handbook of Financial Econometrics and Statistics年度引用學(xué)科排名




書目名稱Handbook of Financial Econometrics and Statistics讀者反饋




書目名稱Handbook of Financial Econometrics and Statistics讀者反饋學(xué)科排名

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ABHOR

兇兆

recession

https://doi.org/10.1007/978-3-322-86459-8 empirical findings suggest that portfolios using time-varying copulas, particularly the Clayton dependence, outperform those constructed using Pearson correlations. The above results still hold under different weight updating strategies and portfolio rebalancing frequencies.

縱欲

Motivations for Issuing Putable Debt: An Empirical Analysis, issuing European putable bonds as helping mitigate security mispricing. Our study is an application of important statistical methods in corporate finance, namely, . and the use of general method of moments for cross-sectional regressions.

NUDGE

Can Time-Varying Copulas Improve the Mean-Variance Portfolio?, empirical findings suggest that portfolios using time-varying copulas, particularly the Clayton dependence, outperform those constructed using Pearson correlations. The above results still hold under different weight updating strategies and portfolio rebalancing frequencies.

Culpable

Reference work 2015ologies in econometrics and statistics as applied to financial research.?Including overviews of key concepts by the editors and in-depth contributions from leading scholars around the world, the Handbook is the definitive resource for both classic and cutting-edge theories, policies, and analytical

急急忙忙

Methods of Denoising Financial Data,nt decomposition of the systematic pattern (the trend) and noises of financial data will lead to erroneous conclusions since irregularities and roughness of the financial data make the application of traditional methods difficult..In this chapter, we provide a review to discuss some methods applied for denoising analysis of financial data.