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 55 頁
... Measures In order to compare the forecastability of various measures for pre- dicting future spot crude oil prices , the following section describes three measures for forecasting crude oil prices . These measures include a simple ...
... Measures In order to compare the forecastability of various measures for pre- dicting future spot crude oil prices , the following section describes three measures for forecasting crude oil prices . These measures include a simple ...
第 65 頁
... measures by evaluation criteria and forecast horizon . 12 As evaluation criteria , this study adopts a common measure of bias ( ME ) , one measure of absolute error ( MAE ) , and two measures of squared errors ( RMSE and RMSPE ) . Mean ...
... measures by evaluation criteria and forecast horizon . 12 As evaluation criteria , this study adopts a common measure of bias ( ME ) , one measure of absolute error ( MAE ) , and two measures of squared errors ( RMSE and RMSPE ) . Mean ...
第 66 頁
... measures range from 0.66 dollars to 2.18 dollars per barrel by forecasting horizon . For the period of 1Q : 2001 to 2Q : 2004 , the forecasted values by EIA experts ' system and futures market are always under the actual values . In ...
... measures range from 0.66 dollars to 2.18 dollars per barrel by forecasting horizon . For the period of 1Q : 2001 to 2Q : 2004 , the forecasted values by EIA experts ' system and futures market are always under the actual values . In ...
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