عنوان
پدید آورنده
موضوع
رده
HG4636 .B89 2009eb
HG4636
.
B89
2009eb
کتابخانه
محل استقرار
1617286699
9781617286698
1606920189
9781606920183
b722622
Commodities and equities :
[Book]
a "market of one"? /
Bahattin Büyükşahin, Michael S. Haigh, and Michel A. Robe.
New York :
Nova Science,
©2009.
1 online resource (66 pages) :
illustrations (some color)
Includes bibliographical references (pages 61-62) and index.
COMMODITIES AND EQUITIES:A ""MARKET OF ONE""?; CONTENTS; PREFACE; INTRODUCTION; DATA AND DESCRIPTIVESTATISTICS; 2.1. Returns Data; 2.2. Returns on Equity and Commodity Indices:Summary Statistics; 2.3. Simple Cross-Asset Correlations: Returnsand Return Volatilities; 2.4. Returns on Specific Categories of Commodities; 2.4.1. Summary Statistics; 2.4.2. Simple Correlations; SHORT-TERM CO-MOVEMENTS; 3.1. Methodology; 3.2. Equities and Commodities; 3.3. Commodity Sub-Indices; LONG-TERM CO-MOVEMENTS; 4.1. Cointegration Analysis; 4.2. Recursive Cointegration Analysis; EXTREME EVENTS.
5.1. Summary Statistics5.2. Extreme Correlation Analysis; CONCLUSION; APPENDIX:SUPPLEMENTAL DATA; REFERENCES; INDEX.
0
8
Commodities and equities.
9781606920183
Price indexes.
Stocks-- Prices.
BUSINESS & ECONOMICS-- Investments & Securities-- Stocks.
Price indexes.
Stocks-- Prices.
BUS-- 036060
332
.
63/222
22
HG4636
.
B89
2009eb
Büyükşahin, Bahattin.
Haigh, Michael S.
Robe, Michel A.
20201208143229.0
pn
مطالعه متن کتاب [Book]
Y
