Titlebook: Handbook of Financial Econometrics and Statistics; Cheng-Few Lee,John C. Lee Reference work 2015 Springer Science+Business Media New York

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书目名称Handbook of Financial Econometrics and Statistics影响因子(影响力)




书目名称Handbook of Financial Econometrics and Statistics影响因子(影响力)学科排名




书目名称Handbook of Financial Econometrics and Statistics网络公开度




书目名称Handbook of Financial Econometrics and Statistics网络公开度学科排名




书目名称Handbook of Financial Econometrics and Statistics被引频次




书目名称Handbook of Financial Econometrics and Statistics被引频次学科排名




书目名称Handbook of Financial Econometrics and Statistics年度引用




书目名称Handbook of Financial Econometrics and Statistics年度引用学科排名




书目名称Handbook of Financial Econometrics and Statistics读者反馈




书目名称Handbook of Financial Econometrics and Statistics读者反馈学科排名

INTER

过于平凡

ABHOR

凶兆

recession

https://doi.org/10.1007/978-3-322-86459-8 empirical findings suggest that portfolios using time-varying copulas, particularly the Clayton dependence, outperform those constructed using Pearson correlations. The above results still hold under different weight updating strategies and portfolio rebalancing frequencies.

纵欲

Motivations for Issuing Putable Debt: An Empirical Analysis, issuing European putable bonds as helping mitigate security mispricing. Our study is an application of important statistical methods in corporate finance, namely, . and the use of general method of moments for cross-sectional regressions.

NUDGE

Can Time-Varying Copulas Improve the Mean-Variance Portfolio?, empirical findings suggest that portfolios using time-varying copulas, particularly the Clayton dependence, outperform those constructed using Pearson correlations. The above results still hold under different weight updating strategies and portfolio rebalancing frequencies.

Culpable

Reference work 2015ologies in econometrics and statistics as applied to financial research. Including overviews of key concepts by the editors and in-depth contributions from leading scholars around the world, the Handbook is the definitive resource for both classic and cutting-edge theories, policies, and analytical

急急忙忙

Methods of Denoising Financial Data,nt decomposition of the systematic pattern (the trend) and noises of financial data will lead to erroneous conclusions since irregularities and roughness of the financial data make the application of traditional methods difficult..In this chapter, we provide a review to discuss some methods applied for denoising analysis of financial data.