欢迎您!
东篱公司
退出
申报数据库
申报指南
立项数据库
成果数据库
期刊论文
会议论文
著 作
专 利
项目获奖数据库
位置:
成果数据库
>
期刊
> 期刊详情页
Dynamic and Asymmetric Dependences Between Chinese Yuan and Other Asia-Pacific Currencies
ISSN号:0270-7314
期刊名称:Journal of Futures Markets
时间:2013.8.8
页码:696-723
相关项目:多资产的跳相关建模、风险度量和优化配置
作者:
Lien, Donald|Wu, Chongfeng|Yang, Li|Zhou, Chunyang|
同期刊论文项目
多资产的跳相关建模、风险度量和优化配置
期刊论文 9
同项目期刊论文
The role of heterogeneous expectations in forward exchange market
Dynamic Dependence Between Liquidity and the S&P 500 Index Futures-Cash Basis
基于GJR-EVT-COPULA和下偏矩的最优资产组合分析
Optimal liquidity reserve with funding liquidity risk
Foreign exchange reserves management in the presence of jump risk
The economic role of jumps in EUR/USD and USD/JPY exchange rates
Modeling the co-movements between crude oil and refined petroleum markets
The market pricing of the lifeboat provision in a closed-end fund