位置：成果数据库 > 期刊 > 期刊详情页
Time-Varying Risk Attitude and Conditional Skewness
  • ISSN号：1085-3375
  • 期刊名称：Abstract and Applied Analysis
  • 时间：2014
  • 页码：1-11
  • 相关项目：行为金融视角下的特质风险定价研究
作者： Zhifeng Liu|Tingting Zhang|Fenghua Wen|
同期刊论文项目
行为金融视角下的特质风险定价研究
期刊论文 55 会议论文 7 获奖 5
同项目期刊论文
湖南省上市公司现状及对策分析
房地产价格波动与金融脆弱性:——基于中国的实证研究
Robust Optimization with Applications to CVaR-based Portfolio Selection Problem
Study on the Fractal and Chaotic Features of the Shanghai Composite Index (全球Top1% ESI 高被引论文)
Asymptotic Behavior for Third-order Quasi-linear Differential Equations
Some Subclasses of Analytic Functions Involving the Generalized Srivastava-attiya Operator
Sufficient Conditions for Non-Bazilevi？ Functions
Measuring and Forecasting Volatility in Chinese Stock Market Using HAR-CJ-M Model (全球Top1% ESI 高被引论文
Dynamics Analysis of a Class of Delayed Economic Model (全球Top1% ESI 高被引论文)
Forecasting Return Volatility of the CSI 300 Index Using the Stochastic Volatility Model with Contin
对防控农发行信贷风险的几点思考
Characteristics of Investors' Risk Preference for Stock Markets
Modified Liu–Storey Type Nonlinear Conjugate Gradient Method for Large-Scale Unconstrained Optimizat
Another Improved Wei-Yao-Liu Nonlinear Conjugate Gradient Method with Sufficient Descent Property
Comments on “A Hybrid Conjugate Gradient Method Based on a Quadratic Relaxation of the Dai-Yuan Hybr
概率权重函数与股市收益率分布
投资者情绪特征对股票价格行为的影响研究
Investors' Risk Preference Characteristics and Conditional Skewness
Utility Indifference Pricing of Convertible Bonds
Investors’ Risk Preference Characteristics Based on Different Reference Point (全球Top1% ESI 高被引论文)
The Effects of Prior Outcomes on Risky Choice Evidence from the Stock Market (全球Top1% ESI高被引论文)
Comments on Another Hybrid Conjugate Gradient Algorithm for Unconstrained Optimization by Andrei
Stock Price Prediction Based on SSA and SVM
Robust CVaR-based portfolio optimization under a genal affine data perturbation uncertainty set
金融危机背景下中美投资者情绪的传染性分析
公司治理结构特征与困境公司恢复——基于中国上市公司的实证研究
The Impact of Investors’ Risk Attitudes on Skewness of return Distribution
投资者情绪, 平均相关性与股市收益
随机利率下美式期权的LSM方法定价
股市信息流对收益率及其波动的影响研究
An LMI Approach for Dynamics of Switched Cellular Neural Networks with Mixed Delays
中国证券市场的HAR-BACD-V模型及其应用
On Iterative Methods for the Quadratic Matrix Equation with M-matrix
全球金融危机下我国金融脆弱性问题的研究
基于LHAR-RV-V模型的中国股市波动性研究
中国股票投资者的处置效应检验和参考价格选择
投资者情绪、平均相关性与股市收益
投资者情绪特征对股票价格行为的影响研究①
股指期货市场波动率的预测研究