属期货价格走势分析及投资风险控制

河海大学硕士学位论文有色金属期货价格走势分析及投资风险控制姓名：徐东贤申请学位级别：硕士专业：产业经济学指导教师：陈建明20070327有色金属期货价格走势分析及投资风险控制作者：徐东贤学位授予单位：河海大学参考文献(58条)1.KamaraAvrahamIssuesinFuturesMarkets:ASurvey1982(03)2.GarbadeKD.SillberWLPriceMovementandPriceDiscoveryinFuturesandCashMarkets1983(65)3.GiorgioCanarella.StephenKPollardEfficiencyofCommodityFutures:AVectorAutoregressiveAnalysis1985(01)4.JohnsonLLTheTheoryofHedgingandSpeculationinCommodityFutures1986(27)5.HarryMarkowitzModemPortfolioTheory(MPT)1952(03)6.HarryMarkowitzPortfolioselection1959(03)7.SharpeCapitalassetprices:Atheoryofmarketequilibriumunderconditionsofrisk1964(19)8.RossSThearbitragetheory1976(13)9.ShefrinHersh.MeirStatmanBehavioralPortfolioTheory2000(02)10.ShefrinHersh.StatmanMeirBehavioralCapitalAssetPricingTheory1994(03)11.BarberisNicholas.AndreiShleifer.RobertVishnyAModelofInvestorSentiment1998(03)12.DanielKent.DavidHirshleifer.AvanidbarSubrahmanyamInvestorPsychologyandSecurityMarketUnder-andOverreactions1998(06)13.FamaEFEfficientcapitalmarkets:Areviewoftheoryandempiricalwork1970(03)14.DickeyDA.FullerWALikelihoodRatioStatisticsforAutoregressiveTimeSerieswithaUnitRoot1979(75)15.DickeyDA.FullerWALikelihoodRatioStatisticsforAutoregressiveTimeSerieswithaUnitRoot1981(49)16.PerronPTrendandRandomWallsinMacroeconomicTimeSeries:FurtherEvidencefromaNewApproach1988(12)17.PhillipsPCBTimeSeriesRegressionwithaUnitRoot1987(55)18.EngleRF.GrangerCWJCo-integrationandErrorCorrection:RepresentationEstimationandTesting1987(55)19.HsioCAutoregressiveModelingandMoney-incomeCausalDetection1981(07)20.GrangerCWJInvestigatingCausalRelationsbyEconometricModelsandCross-SpectralMethods1969(03)21.SimsCAMoney,Income,andCausality1972(62)22.BoxGEP.JenkinsGMTimeSeriesAnalysis,ForecastingandControl1976(03)23.MandelbrotBTheVariationofCertainSpeculativePrices1963(36)24.MandelortB.TaqquMRobustR/SAnalysisofLongRunSerialCorrelation1979(02)25.FamaETheBehaviorofStockMarketPrices1965(138)26.EngleRAutoregressiveConditionalHeteroskedasticitywithEstimatesoftheVarianceofUKInflation1982(50)27.BellerslevGeneralizedAutoregressiveConditionalHeteroskedasticity1986(31)28.NelsonDBConditionalHeteroskedasticityinAssetReturns:ANewApproach1991(59)29.RabemananjaraZakoianThresholdHeteroskedasticModels1993(18)30.EngelEF.LilienDM.RobbinsRPEstimatingTime-VaryingRiskPremierintheTermStructure:THEARCH-MModel1987(58)31.王骏.张宗成金属铝期货与现货价格动态关系的实证研究2005(05)32.华仁海现货价格和期货价格之间的动态关系2005(08)33.吴冲锋伦敦金属交易所与上海期货交易所铜价格发现过程2004(06)34.侯晓鸿.李一智应用分形理论研究期货价格行为1996(01)35.华仁海.陈百助我国期货市场期货价格收益及波动方差的长记忆性研究2004(02)36.华仁海.仲伟俊我国期货市场期货价格波动与成交量和空盘量动态关系的实证分析2004(07)37.王升CriterionoftheBestLagsforTestingLinearGrangerCausality--EmpiricalResearchoftheSensitivitybetweentheTwoA-StockMarketsofShanghaiandShenzhenExchangeStocks200538.从金属属性看有色金属价格200439.美元指数在铜价变动中所起的作用200540.韩高峰汇率波动对铜市的影响2005(09)41.杨海明.王燕现代证券期货市场199742.谢剑平现代投资学分析与管理200443.2005年中国产业景气调查报告200444.毕胜出口退税政策调整对铜铝期价的影响200345.王雪标.王志强财政政策、金融政策与协整分析200146.田新民.沈小刚SHFE与LME期铜价格因果关系分析2004(03)47.GewekeJ.MeeseR.DentWComparingAlternativeTestsofCausalityinTemporalSystemsAnalyticalResultandExperimentalEvidence1983(21)48.SimsCA.StockJH.WastonMWInferenceinlinetimeseriesmodelswithsomeunitroots1990(58)49.张方杰.胡燕京ARMA模型在期货价格预测中的应用方法探讨2004(05)50.冯文全经济预测与决策技术200351.姬广波.杨俊虹中国期货市场自回归条件异方差效应实证研究2004(05)52.黄宗远.阳太林ARCH模型在证券市场风险计量中的应用2004(08)53.刘国祥.何志芳.杨纪龙概率论与数理统计200254.JPMorganRiskmetrics-RiskmetricsmonitorSecondQuarter1996(12)55.试论我国铜资源的危机和对策200656.中国扩充储备应对大宗商品短缺危机200557.马喜德.郑振龙.王保合贝塔系数波动状况的实证分析2003(04)58.对冲股市系统性风险是股指期货最根本的功能中国扩充储备应对大宗商品短缺危机2005相似文献(0条)本文链接：下载时间：2010年1月20日