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Elsevier电子期刊(53)
在“
Elsevier电子期刊
”中,
命中:
53
条,耗时:小于0.01 秒
在所有数据库中总计命中:
53
条
1.
Oil prices and stock markets: Does the effect of uncertainty change over time?
作者:
Young C. Joo
;
Sung Y. Park
;
sungpark@cau.ac.kr
关键词:
C22
;
Q40
;
G12
刊名:Energy Economics
出版年:2017
2.
The effect of listing switches from a growth market to a main board: An alternative perspective
作者:
Jong-Ho Park
a
;
Ki Beom Binh
b
;
Kyong Shik Eom
c
;
kseom2@gmail.com
关键词:
G12
;
G32
;
C33
刊名:Emerging Markets Review
出版年:2016
3.
The price impact of futures trades and their intraday seasonality
作者:
Robert I. Webb
a
;
Doojin Ryu
b
;
doojin.ryu@gmail.com" class="auth_mail" title="E-mail the corresponding author
;
Doowon Ryu
c
;
Joongho Han
d
关键词:
G10
;
G15
刊名:Emerging Markets Review
出版年:2016
4.
Using Neural Networks to Forecast Volatility for an Asset Allocation Strategy Based on the Target Volatility
作者:
Youngmin Kim
a
;
David Enke
b
;
enke@mst.edu" class="auth_mail" title="E-mail the corresponding author
关键词:
Artificial neural networks
;
Forecasting volatility
;
Asset allocation strategy
;
Target volatility.
刊名:Procedia Computer Science
出版年:2016
5.
Time-varying causal network of the Korean financial system based on firm-specific risk premiums
作者:
Jae Wook Song
;
Bonggyun Ko
;
Poongjin Cho
;
Woojin Chang
;
changw@snu.ac.kr" class="auth_mail" title="E-mail the corresponding author
关键词:
Causal network
;
Korean financial market
;
Risk-spillovers
;
Network connectivity
;
Financial stability
刊名:Physica A: Statistical Mechanics and its Applications
出版年:2016
6.
Intraday price dynamics in spot and derivatives markets
作者:
Jun Sik Kim
;
Doojin Ryu
关键词:
BEKK GARCH
;
Asymmetric volatility
;
Intraday analysis
;
KOSPI
200
;
KOSPI
200 futures
;
V
KOSPI
刊名:Physica A
出版年:15 January, 2014
7.
Parametric models and non-parametric machine learning models for predicting option prices: Empirical comparison study over
KOSPI
200 Index options
作者:
Hyejin Park
a
;
Namhyoung Kim
b
;
nhkim@gachon.ac.kr" class="auth_mail
;
Jaewook Lee
c
关键词:
Option pricing
;
Gaussian processes
;
Support vector machines
;
Artificial neural network
;
Black&ndash
;
Scholes model
;
Heston model
;
Merton model
刊名:Expert Systems with Applications
出版年:1 September 2014
8.
Phase-shifting behaviour revisited: An alternative measure
作者:
Bo Soo Kang
a
;
Doojin Ryu
b
;
doojin.ryu@gmail.com" class="auth_mail
;
sharpjin@cau.ac.kr" class="auth_mail
;
Doowon Ryu
c
关键词:
Phase-shifting behaviour
;
Econophysics
;
Intraday returns
;
KOSPI
200 futures
刊名:Physica A
出版年:1 May, 2014
9.
Forecasting
KOSPI
based on a neural network with weighted fuzzy membership functions
作者:
Sang-Hong Lee
a
;
shleedosa@kyungwon.ac.kr
;
Joon S. Lim
;
a
;
jslim@kyungwon.ac.kr
关键词:
KOSPI
;
Foreign exchange rate
;
Technical indicator
;
Fuzzy neural networks
;
Feature selection
刊名:Expert Systems with Applications
出版年:2011
10.
No-arbitrage implied volatility functions: Empirical evidence from
KOSPI
200 index options
作者:
Namhyoung Kim
a
;
Jaewook Lee
b
;
jaewook@snu.ac.kr
关键词:
G13
刊名:Journal of Empirical Finance
出版年:2013
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