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各位朋友,能不能帮我下以下几篇文献,万分感谢!
11、【篇名】Modeling long-runbehavior with the fractional ARIMA model【作者】Fallaw Sowell【网址】http://www.sciencedirect.com/science/article/pii/030439329290016U 12、【篇名】Bivariate GarchEstimation of the Optimal Commodity Futures Hedge【作者】Richard T. ;Robert J.【网址】http://www.jstor.org/sici?sici=0883-7252(1991)6:2<109>2.0.CO;2- 13、【篇名】Hedging effectivenessand minimum risk hedge ratios in the presence of autocorrelation: Foreigncurrency futures【作者】A. F. Herbst;D. D.Kare;S. C. Caples【网址】http://onlinelibrary.wiley.com/doi/10.1002/fut.3990090302/abstract 14、【篇名】Interest-RateVolatility, Basis Risk and Heteroscedasticity in Hedging Mortgages【作者】Hun Y. Park;Anil K.Bera【网址】http://onlinelibrary.wiley.com/doi/10.1111/1540-6229.00420/abstract 15、【篇名】Estimating HedgeRatios【作者】David E. ;William S.【网址】http://www.jstor.org/sici?sici=0046-3892(1986)15:2<34>2.0.CO;2-
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Bivariate GarchEstimation.pdf
2014-5-17 11:25:58 上传
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Modeling long-run behavior with the fractional ARIMA model.pdf
2014-5-17 11:25:45 上传
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siyueshao 发表于 2014-5-17 11:27 RE: 求文献(不要图片格式的,要从数据库中直接下载的)
hejihai 发表于 2014-5-17 19:41 谢谢你,不过“Bivariate GarchEstimation”文章好像有误,你能不能给我重新发一下!
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2014-5-17 20:29:04 上传
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Bivariate GARCH estimation of the optimal commodity futures hedge
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Interest-Rate Volatility, Basis Risk and Heteroscedasticity in Hedging Mortgages.pdf
2014-5-20 10:48:22 上传
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Interest-Rate Volatility, Basis Risk and Heteroscedasticity in Hedging Mortgages
Hedging effectiveness and minimum risk hedge ratios in the presence of autocorre.pdf
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Hedging effectiveness and minimum risk hedge ratios in the presence of autocorrelation Foreign curre ...
Estimating Hedge Ratios.pdf
2014-5-20 10:47:46 上传
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Estimating Hedge Ratios
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siyueshao 发表于 2014-5-17 20:29 Bivariate GARCH estimation of the optimal commodity futures hedge
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