搜索结果: 1-10 共查到“国际金融学 Market”相关记录10条 . 查询时间(0.109 秒)
重庆理工大学经济与贸易学院国际金融英文课件Chapter4 The Forward Currency Market and Financial Arbitrage
重庆理工大学经济与贸易学院 国际金融 英文 课件 Chapter4 The Forward Currency Market and Financial Arbitrage
2015/10/13
重庆理工大学经济与贸易学院国际金融英文课件Chapter4 The Forward Currency Market and Financial Arbitrage。
重庆理工大学经济与贸易学院国际金融英文课件Chapter2 The Market for Foreign Exchange
重庆理工大学经济与贸易学院 国际金融 英文 课件 Chapter2 The Market for Foreign Exchange
2015/10/13
重庆理工大学经济与贸易学院国际金融英文课件Chapter2 The Market for Foreign Exchange。
We provide direct evidence of market manipulation at the beginning of the nancial crisis in November 2007. The type of market manipulation, a \bear raid," would have been prevented by a regulation th...
Theory of market fluctuations
Theory market fluctuations
2010/12/17
We propose coalescent mechanism of economic grow because of redistribution of external resources. It leads to Zipf distribution of firms over their sizes, turning to stretched exponent because of size...
A Theory for Market Impact: How Order Flow Affects Stock Price
Theory Market Impact Order Flow Affects Stock Price
2010/12/17
It is known that the impact of transactions on stock price (market impact) is a concave function of the size of the order, but there exists little quantitative theory that suggests why this is so. I ...
The foreign exchange market: return distributions, multifractality, anomalous multifractality and Epps effect
foreign exchange market multifractality Epps effect
2010/12/13
We present a systematic study of various statistical characteristics of high-frequency returns from the foreign exchange market. This study is based on six exchange rates forming two triangles: EUR-G...
Coherence-based multivariate analysis of high frequency stock market values
Coherence-based multivariate analysis high frequency stock market values
2010/12/20
The paper tackles the problem of deriving a topological structure among stock prices from high frequency historical values. Similar studies using low frequency data have already provided valuable insi...
The structural role of weak and strong links in a financial market network
structural role weak strong links financial market network
2010/12/20
We investigate the properties of correlation based networks originating from economic complex systems, such as the network of stocks traded at the New York Stock Exchange (NYSE). The weaker links (lo...
ARCH and GARCH Models vs. Martingale Volatility of Finance Market Returns
ARCH GARCH Models Martingale Volatility Finance Market Returns
2010/12/17
ARCH and GARCH models assume either i.i.d. or (what economists lable as) white noise as is usual in regression analysis while assuming memory in a conditional mean square fluctuation with stationary ...
We will compare three types of prices, namely, rational (hedging) prices, geometric (growth rate) prices, and martingale (measure) prices. We will show that rational prices in the complete market theo...