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内部出版物
Wiley电子期刊(2)
Elsevier电子期刊(12)
在“
Elsevier电子期刊
”中,
命中:
12
条,耗时:小于0.01 秒
在所有数据库中总计命中:
14
条
1.
Bubbling over! The behaviour of oil futures along the yield curve
作者:
Daniel Tsvetanov
;
Jerry Coakley
;
jcoakley@essex.ac.uk" class="auth_mail" title="E-mail the corresponding author
;
Neil
Kellard
关键词:
Rational bubbles
;
Spot and futures prices
;
Bubble dating algorithm
;
Macro-prudential policy
刊名:Journal of Empirical Finance
出版年:2016
2.
Special issue of the Journal of Empirical Finance Guest Editors' introduction
作者:
Neil
Kellard
;
A.M. Robert Taylor
;
rtaylor@essex.ac.uk" class="auth_mail" title="E-mail the corresponding author
刊名:Journal of Empirical Finance
出版年:2016
3.
Forecasting EUR-USD implied volatility: The case of intraday data
作者:
Christian Dunis
;
Neil
M.
Kellard
;
Stuart Snaith
关键词:
C22
;
C32
;
C53
;
C58
;
G17
刊名:Journal of Banking and Finance
出版年:2013
4.
Does the forward premium puzzle disappear over the horizon?
作者:
Stuart Snaith
;
Jerry Coakley
;
Neil
Kellard
关键词:
F31
;
G14
;
C15
;
C22
刊名:Journal of Banking and Finance
出版年:2013
5.
Predicting the equity premium with dividend ratios: Reconciling the evidence
作者:
Neil
M.
Kellard
;
John C. Nankervis
;
Fotios I. Papadimitriou
关键词:
Equity premium
;
Stock return predictability
;
Dividend ratios
;
Out-of-sample prediction
刊名:Journal of Empirical Finance
出版年:2010
6.
Foreign exchange, fractional cointegration and the implied–realized volatility relation
作者:
Neil
Kellard
;
Christian Dunis
;
Nicholas Sarantis
关键词:
Market efficiency
;
Options markets
;
Fractional cointegration
;
Narrow band least squares
;
Bootstrap
;
Traded volatility
;
Intra-day data
刊名:Journal of Banking and Finance
出版年:2010
7.
The role of long memory in hedging effectiveness
作者:
Jerry Coakley
;
Jian Dollery
;
Neil
Kellard
关键词:
Fractional cointegration
;
FIEC-BEKK
;
Commodities
;
Optimal hedge ratio
刊名:Computational Statistics and Data Analysis
出版年:2008
8.
Can exchange rate volatility explain persistence in the forward premium?
作者:
Neil
Kellard
;
Nicholas Sarantis
关键词:
Market efficiency
;
Forward premium puzzle
;
Traded volatility
;
Fractional cointegration
;
Structural breaks
;
‘
;
True’
;
risk premia
刊名:Journal of Empirical Finance
出版年:2008
9.
On the robustness of cointegration tests when assessing market efficiency
作者:
Neil
Kellard
关键词:
Foreign exchange
;
Unbiasedness
;
Cointegration
;
Monte Carlo
刊名:Finance Research Letters
出版年:2006
10.
On the prevalence of trends in primary commodity prices
作者:
Neil
Kellard
and Mark E. Wohar
关键词:
Primary commodities
;
Unit root tests
;
Structural breaks
刊名:Journal of Development Economics
出版年:2006
1
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