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Một số tài liệu khoa học về kinh tế cho các bạn tham khảo:
Global pricing of equity. By Jeff Diermeier, Bruno Solnik. Fin. Analysts Journal (Jul.-Aug. 2001)
Optimal investment strategies with bounded risks, general utilities, and goal achieving. By Nikolai Dokuchaev, Xun Yu Zhou. J.Math.Econ., Vol.35(2001) 289-309.
Recovering the PDF of asset prices using GARCH as diffusion approximations. By Fabio Fornari, Antonio Mele. J.Emp.Fin., Vol.8(2001) 83-110.
Stock market risk and return: an equilibrium approach. By Robert F. Whitelaw. Rev.Fin.Studies, Vol.13 (2000) 521-547.
Informed traders and their market preference: Empirical evidence from prices and volumes of options and stocks. By Joshua Turkington, David Walsh. Pacific-Basin Fin.J., Vol. 8 (2000) p.559-585.
Markov regime-switching and unit root tests. By Charles R. Nelson, Jeremy Piger, Eric Zivot. Intl.Fin.Disc. No. 683, Fed.Rev.Sys. (Sept. 2000)
Mathematics and the social sciences at the time of the modern beginnings of the social science. By Peter Senn. J.Econ.Studies, Vol.27(2000) 271-291.
Visualizing time-varying correlations across stock markets. By Patrick J.F. Groenen, Phillip Hans Franses. J.Emp.Fin., Vol.7 (2000) 155-172.
Stochastic volatility models: conditional normality vs. heavy-tailed distributions. By Roman Liesenfeld, Robert C. Jung. J.Appl.Econ., Vol.15(2000) 137-160.
Skewness in financial returns. By Amado Peiro. J.Banking & Fin., Vol.23(1999), 847-862.
Một số tài liệu khoa học về kinh tế cho các bạn tham khảo:
Global pricing of equity. By Jeff Diermeier, Bruno Solnik. Fin. Analysts Journal (Jul.-Aug. 2001)
Optimal investment strategies with bounded risks, general utilities, and goal achieving. By Nikolai Dokuchaev, Xun Yu Zhou. J.Math.Econ., Vol.35(2001) 289-309.
Recovering the PDF of asset prices using GARCH as diffusion approximations. By Fabio Fornari, Antonio Mele. J.Emp.Fin., Vol.8(2001) 83-110.
Stock market risk and return: an equilibrium approach. By Robert F. Whitelaw. Rev.Fin.Studies, Vol.13 (2000) 521-547.
Informed traders and their market preference: Empirical evidence from prices and volumes of options and stocks. By Joshua Turkington, David Walsh. Pacific-Basin Fin.J., Vol. 8 (2000) p.559-585.
Markov regime-switching and unit root tests. By Charles R. Nelson, Jeremy Piger, Eric Zivot. Intl.Fin.Disc. No. 683, Fed.Rev.Sys. (Sept. 2000)
Mathematics and the social sciences at the time of the modern beginnings of the social science. By Peter Senn. J.Econ.Studies, Vol.27(2000) 271-291.
Visualizing time-varying correlations across stock markets. By Patrick J.F. Groenen, Phillip Hans Franses. J.Emp.Fin., Vol.7 (2000) 155-172.
Stochastic volatility models: conditional normality vs. heavy-tailed distributions. By Roman Liesenfeld, Robert C. Jung. J.Appl.Econ., Vol.15(2000) 137-160.
Skewness in financial returns. By Amado Peiro. J.Banking & Fin., Vol.23(1999), 847-862.
