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金融论文英文参考文献

来源:学术堂 作者:韩老师致谢
发布于:2015-06-11 共1378字

  金融论文英文参考文献一:
  
  [1]Elton T.Gruber,Blake Bollerslev. Generalized autoregressive conditional eteroskedasticity.Journal of Econometrics,2007,31:307-327.
  [2]Friend,Crockett,Blume. Mutual Funds and Other Institutional Investors.Journal of Finance,1970,23(9):53-64.
  [3]Veimasit R,Cheney Verbeek. Eliminating look-ahead in evaluating persistence in mutual fund performance. Journal of Empirical Finance,1982,8:345-373.
  [4]Chang,E,W.Lewellen. Market timing and mutual fund investment performance.Journal of Business,1984,57(1):57-72.
  [5]Mausser H and Rosen D. Efficient risk/return frontiers for credit risk. Algo Research Quarterly, 1999,2(4):35-47.
  [6]Richard Roll. Acritique of the Asset Pricing Theory Tests. Journal of Financial Economics, 1977,7:129-176.
  [7]Grinblatt Cheng, Titman Wort.Are There Hot Hands among Mutual Funds Houses in Hongkong.Journal of Business Finance&Accounting 1994,(1-2):103-135.
  [8] Landsman, Zinoviy and Emiliano. Tail conditional expectations for elliptical distributions. North American Actuarial Journal, 2002, 7: 55-71.  
  
  金融论文英文参考文献二:
  
  [1] Gouteron.S.and D.Szpiro.Excess Monetary Liquidity and Asset Price Bank of France.Working paper,2005,No.131:1-53.
  [2] Ferguson.Some Further Investigation of Demand and Supply Function for Money.Journal of Finance,1964,Vol.19,No.2:27-37.
  [3] Fisher.Irving.The Debt-Deflation Theory of Great Depressions Econometri-cal,1933.6:47.
  [4] Laidler.David E.W.“Karl Brunner'S Monetary EconomicsAn Appreciation”.The Journal of Money,Credit and Banking,1991,Vol.23,No.4:90-99.
  [5] Gurley.J.G.and E.S.Shaw.Money in a Theory of Finance.The Brookings Instituti-on,Washington,D.C.1960.127-133.
  [6] William. Asset Price Bubbles and Monetary Policy.Web site of Reserve Bank of Australia,1997.23-26.
  [7] Holmes.A.Operational Constraints on the Stabilization of Money Supply Growth.Federal Bank of Boston Controlling Monetary Aggregates,1969.34-40.
  [8] Friedman.M.Money and the Stock Market.Journal Of Political Economy,1988,Vol.96,No.2:35-37.
  
  金融论文英文参考文献三:
  
  [1]Andersonand Andreasen.Volatile Volatilities[J].Risk.2002.163-168.
  [2]Andersenand Brotheton-Ratcliffe.Extended Libor Market Models with stochastic volatility[J].The Journal of Computational Finance.2005.1-40.
  [3]Andersen and Piterbarg.Interest Rate Modeling Volume II :Term Structure Models[C].Atlantic Financial Press.2010.
  [4]Black.ThePricing of Commodity Contracts[J]. Journal of Financial Economics. 1976.167-179.
  [5]Heston.AClosed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options[J].The Reviews of Financial Studies. 1993.327-343.
  [6]GlassermanP., B. Yu Large sample properties of weighted Monte Carlo estimations[J].Operation Research.53.2005. 298-312.
  
  

 

 

 

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