JER, 第 11 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2006 |
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第 1 到 3 筆結果,共 33 筆
第 56 頁
... forecasting group using information from inside and outside EIA , such as International Energy Agency ( IEA ) , regarding inventories , pro- duction and demand for crude oil worldwide . Based on this information , they may make ...
... forecasting group using information from inside and outside EIA , such as International Energy Agency ( IEA ) , regarding inventories , pro- duction and demand for crude oil worldwide . Based on this information , they may make ...
第 66 頁
... forecasting accuracy deteriorates as forecasting horizon increases . In addition , the differences between the largest and the smallest forecasting errors in terms of mean error among six measures range from 0.66 dollars to 2.18 dollars ...
... forecasting accuracy deteriorates as forecasting horizon increases . In addition , the differences between the largest and the smallest forecasting errors in terms of mean error among six measures range from 0.66 dollars to 2.18 dollars ...
第 68 頁
... forecasting errors among these measures . Statistical analyses are performed using one- to six - month ahead ... forecasting errors , EIA experts ' system improves upon futures market for two of six forecasting horizon . Also , one of ...
... forecasting errors among these measures . Statistical analyses are performed using one- to six - month ahead ... forecasting errors , EIA experts ' system improves upon futures market for two of six forecasting horizon . Also , one of ...
內容
Sudipto Dasgupta NonExpected Utility 1 | 165 |
466 | 230 |
Hangyong Lee The Impacts of Risk Management | 279 |
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analysis asset risks assumed assumption Autoregressive Basel II BEEL cash flows coefficient cointegrated composition of equity computed consumption correlation cost currency composition currency hedge debt debt-asset ratio derivatives distribution dividend downturn LGD econometric Economic effect EIA experts empirical environmental accidents equation errors exchange rate expected firm's forecasting foreign financial assets futures market futures prices G(st Hanyang University home and foreign home firm home government i'th currency impulse response increase industry interest rate swaps investment Journal Korea lagged learning-by-doing linearity lobbying activity long-horizon LSTAR model nonlinear null hypothesis p-values parameters portfolio probability of default prospect theory real estate recovery rates regime regression relative Response of STOCK risk aversion risk exposures risk management sample second period SETAR significant spillover spot price standard deviation strategic swap users systematic risk Table Teräsvirta test statistics tion transition function transition variable utility function volatility