求文献3篇,评分!!还差第3篇!!

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

1 A GARCH option pricing model with α-stable innovations
Christian Menna, , , Svetlozar T. Rachev
European Journal of Operational Research
Volume 163, Issue 1, 16 May 2005, Pages 201-209
Financial Modelling and Risk Management
http://www.sciencedirect.com/science/article/pii/S0377221704000098

2 Sensitivity of the bank stock returns distribution to changes in the level and volatility of interest rate: A GARCH-M model
Elyas Elyasiani , Iqbal Mansurb
Journal of Banking & Finance
Volume 22, Issue 5, May 1998, Pages 535-563
http://www.sciencedirect.com/science/article/pii/S037842669800003X

3 Analysis of the Interest Rate Sensitivity of Common Stocks
Frank K . Reilly , David J . Wright , and Robert R . Johnson
The Journal of Portfolio Management Spring 2007, Vol. 33, No. 3: pp. 85-107
DOI: 10.3905/jpm.2007.684757
http://www.iijournals.com/doi/abs/10.3905/jpm.2007.684757

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏1 回帖

关键词：求文献 distribution sciencedire Sensitivity Operational Christian interest Journal returns option

还差第3篇!!

elephann 发表于 2011-11-25 09:05
还差第3篇!!

补齐：

3.Analysis of the Interest Rate Sensitivity of Common Stocks

从数据库里不好下载，附件有点大。

楼上!先表示感谢！因为电脑系统问题暂无法评分，回头一定补上！非常感谢！！