搜索结果: 1-1 共查到“金融市场 economic evaluation”相关记录1条 . 查询时间(0.069 秒)
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation
asymmetric correlations market portfolios felicity function
2011/4/6
In this paper, we provide a model-free test for asymmetric correlations in which stocks move
more often with the market when the market goes down than when it goes up. We also provide
such tests for...