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内部出版物
CNKI学位论文(4)
知网期刊论文(3)
在“
Elsevier电子期刊
”中,
命中:
7
条,耗时:小于0.01 秒
在所有数据库中总计命中:
7
条
1.
Steel scrap and equity market in Japan
作者:
Akihiro Omura
;
akihiro.omura@griffithuni.edu.au" class="auth_mail" title="E-mail the corresponding author
;
Neda
Todorova
;
Bin Li
;
Richard Chung
关键词:
G12
;
G14
;
D51
;
E2
;
Q21
刊名:Resources Policy
出版年:2016
2.
Forecasting stock volatility using after-hour information: Evidence from the Australian Stock Exchange
作者:
Nirodha I. Jayawardena
;
nirodhaimali.jayawardena@griffithuni.edu.au" class="auth_mail" title="E-mail the corresponding author
;
Neda
Todorova
n.
todorova
@griffith.edu.au" class="auth_mail" title="E-mail the corresponding author
;
Bin Li
b.li@griffith.edu.au" class="auth_mail" title="E-mail the corresponding author
;
Jen-Je Su
j.su@griffith.edu.au" class="auth_mail" title="E-mail the corresponding author
关键词:
High frequency data
;
Realized volatility
;
Overnight volatility
;
Forecasting
刊名:Economic Modelling
出版年:2016
3.
The course of realized volatility in the LME non-ferrous metal market
作者:
Neda
Todorova
n.
todorova
@griffith.edu.au" class="auth_mail" title="E-mail the corresponding author
关键词:
Industrial metals
;
High-frequency data
;
HAR-GARCH model
;
Rolling estimation
;
Volatility forecasting
刊名:Economic Modelling
出版年:2015
4.
The impact of trading volume, number of trades and overnight returns on forecasting the daily realized range
作者:
Neda
Todorova
;
Michael Sou膷ek
关键词:
C13
;
C14
;
C22
;
C53
;
G17
刊名:Economic Modelling
出版年:January, 2014
5.
Realized volatility transmission: The role of jumps and leverage effects
作者:
Michael Sou膷ek
;
Neda
Todorova
关键词:
C5
;
G1
;
G15
刊名:Economics Letters
出版年:February, 2014
6.
Realized volatility transmission between crude oil and equity futures markets: A multivariate HAR approach
作者:
Michael Sou膷ek
;
Neda
Todorova
关键词:
Volatility transmission
;
HAR model
;
Equity markets
;
Energy markets
;
Dynamic conditional correlation
刊名:Energy Economics
出版年:November, 2013
7.
CAPM option pricing
作者:
Sven
;
Husmann
;
;
;
husmann@europa-uni.de
;
Neda
;
Todorova
1
;
;
todorova
@europa-uni.de
关键词:
Capital asset pricing model
;
Option pricing
;
Planning horizon
;
Incomplete markets
刊名:Finance Research Letters
出版年:2011
1
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