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동의어 포함
| 번호 | 참고문헌 | 국회도서관 소장유무 |
|---|---|---|
| 1 | 구본일(2000), “주식시장에서의 주가변동성의 비대칭성에 관한 연구,” 재무연구, 제13권 제1호, pp.129-159. | 미소장 |
| 2 | 김갑종․김현석(2008), “비대칭적 변동성의 산업별 특성에 관한 연구,” 대한경영학회, 제21권 제6호, pp.2947-2964. | 미소장 |
| 3 | A Study on the Cause of Asymmetric Volatility in the Korean Stock Market | 소장 |
| 4 | A Study on the Currency Safety Before and After the Sub-Prime Crisis | 소장 |
| 5 | 정보량과 비대칭적 변동성에 관한 연구 | 소장 |
| 6 | An Empirical Study of Asymmetric Volatility Based on Market Situation in the Korean Stock Market | 소장 |
| 7 | A study on the cause of asymmetric volatility in the KOSDAQ market | 소장 |
| 8 | Stock Market Volatility and Bond Market Volatility | 소장 |
| 9 | An Empirical Study on the Introduction of KOSPI 200 Futures and the Asymmetric Volatility | 소장 |
| 10 | An Investigation of Asymmetric Volatility of Stock Returns in Korea | 소장 |
| 11 | An Investigation of Asymmetric Volatility of Bond Returns in Korea | 소장 |
| 12 | Antoniou, A., P. Holmes and R. Priestley(1998), “The Effect of Stock Index Futures Trading on Stock Index Volatility,” Journal of Futures Markets, Vol. 18, pp.151-166. | 미소장 |
| 13 | Asymmetric Volatility and Risk in Equity Markets ![]() |
미소장 |
| 14 | Berndt, E. K., B. H. Hall, R. E. Hall and J. A. Hausman(1974), “Estimation and Inference in Nonlinear Structural Models,” Annals of Economic and Social Measurement, Vol. 3, pp.653-665. | 미소장 |
| 15 | Black, F.(1976), “Studies of Stock Market Volatility Changes,” Proceedings of the American Statistical Association, Business and Economic Statistics Section, pp.177-181. | 미소장 |
| 16 | Noise ![]() |
미소장 |
| 17 | Generalized autoregressive conditional heteroskedasticity ![]() |
미소장 |
| 18 | No news is good news: An asymmetric model of changing volatility in stock returns ![]() |
미소장 |
| 19 | Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns ![]() |
미소장 |
| 20 | Cheung, Y. W. and V. K. Ng(1992), “Stock Price Dynamics and Firm Size : An Empirical Investigation,” Journal of Finance, Vol. 47, pp.1985- 1997. | 미소장 |
| 21 | Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation ![]() |
미소장 |
| 22 | Measuring and Testing the Impact of News on Volatility ![]() |
미소장 |
| 23 | The Behavior of Stock-Market Prices ![]() |
미소장 |
| 24 | Permanent and Temporary Components of Stock Prices ![]() |
미소장 |
| 25 | French, K. R., G. W. Schwert & R. F. Stambaugh(1987), “Expected Stock Returns and Volatility,” Journal of Finance, Vol. 45, pp.479-496. | 미소장 |
| 26 | On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks ![]() |
미소장 |
| 27 | Hoti, S. E. Maasoumi, M. McAleer, and D. Slottje(2005), “Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments,” Econometric Reviews. | 미소장 |
| 28 | Lo, A. and W. Mackinlay(1988), “Stock Market Price Do Not Follow Rondom Walks : Evidence from a Simple Specification Test,” Review of Finacial Studies, Vol. 1, pp.41-66. | 미소장 |
| 29 | Mandelbrot and the Stable Paretian Hypothesis ![]() |
미소장 |
| 30 | Conditional Heteroskedasticity in Asset Returns: A New Approach ![]() |
미소장 |
| 31 | Poterba, J. and L. Summers(1988), “Mean Reversion in Stock Prices: Evidence and Implications,” Journal of Financial Ecomomics, Vol. 22, pp.27-59. | 미소장 |
| 32 | Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy ![]() |
미소장 |
| 33 | Why Does Stock Market Volatility Change Over Time? ![]() |
미소장 |
| 34 | Stock Volatility and the Crash of '87 ![]() |
미소장 |
| 35 | Feedback Traders and Stock Return Autocorrelations: Evidence from a Century of Daily Data ![]() |
미소장 |
| 36 | Stock Prices and Social Dynamics ![]() |
미소장 |
| 37 | Shin, H and R. Stulz(2000), “Shareholder Wealth and Firm Risk,” Working Paper, State University New York at Buffalo and The Ohio State University | 미소장 |
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