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 9 筆
第 60 頁
... system and OLS ( II ) model for the period of 1Q : 2001 to 2Q : 2004 . Here , the forecast errors are defined as actual values minus forecasted values . Figure 2 and 3 also present three- 9A rather short forecast period was chosen ...
... system and OLS ( II ) model for the period of 1Q : 2001 to 2Q : 2004 . Here , the forecast errors are defined as actual values minus forecasted values . Figure 2 and 3 also present three- 9A rather short forecast period was chosen ...
第 66 頁
... values by EIA experts ' system and futures market are always under the actual values . In terms of mean error , the forecasts based on EIA experts ' system and futures market are respectively within two and three dollars of the ac- tual ...
... values by EIA experts ' system and futures market are always under the actual values . In terms of mean error , the forecasts based on EIA experts ' system and futures market are respectively within two and three dollars of the ac- tual ...
第 218 頁
... value of Xt for upcoming year is -1.095 , i.e. , the value of the system- atic risk in year 2004. Assuming the log - normal specification , for exam- ple , the BEEL is then computed as BEEL = E ( LGDt | Xt = -1.0595 ) = 62.86 % , which ...
... value of Xt for upcoming year is -1.095 , i.e. , the value of the system- atic risk in year 2004. Assuming the log - normal specification , for exam- ple , the BEEL is then computed as BEEL = E ( LGDt | Xt = -1.0595 ) = 62.86 % , which ...
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