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Institutional Arrangement of Financial Markets Supervision: The Case of the Czech Republic
Financial conglomerates Financial markets Financial supervision Integration of supervision
2016/1/26
The paper deals with institutional arrangement of financial supervision in the Czech Republic. Financial markets are composed of partial financial segments specialized in individual types of financial...
Comments on ‘Multi-country Modeling of Financial Markets’ by J. Helliwell, J. Cockerline, and Robert Lafrance
Multi-country Modeling Financial Markets
2015/8/4
Comments on ‘Multi-country Modeling of Financial Markets’ by J. Helliwell, J. Cockerline, and Robert Lafrance.
Implications of the Globalization of World Financial Markets: An Overview
Implications World Financial Markets
2015/8/4
Implications of the Globalization of World Financial Markets: An Overview.
The observation of power laws in the time to extrema of volatility, volume and intertrade times, from milliseconds to years, are shown to result straight-
forwardly from the selection of biased stati...
We study the point of transition between complete and incomplete financial models thanks to Dirichlet Forms methods. We apply recent techniques, developped by Bouleau, to hedging procedures in order ...
Optimal Robust Mean-Variance Hedging in Incomplete Financial Markets
Optimal Robust Mean-Variance Hedging Incomplete Financial Markets
2010/12/17
Optimal B-robust estimate is constructed for multidimensional parameter in drift coefficient of diffusion type process with small noise. Optimal mean-variance robust (optimal V -robust) trading strate...
Balance, growth and diversity of financial markets
Balance growth diversity financial markets
2010/12/17
A financial market comprising of a certain number of distinct companies is considered, and the following statement is proved: either a specific agent will surely beat the whole market unconditionally ...
Double Power Law Decay of the Persistence in Financial Markets
Statistical Finance Data Analysis Statistics Probability Physics Society
2010/12/16
The persistence phenomenon is studied in the Japanese financial market by using a novel mapping of the time evolution of the values of shares quoted on the Nikkei Index onto Ising spins. The method is...