图 书 馆
金融中的超额协方差Excess covariance in financial |
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| 课程网址: | http://videolectures.net/ephdcs08_marsili_ecifr/ |
| 主讲教师: | Matteo Marsili |
| 开课单位: | 国际理论物理中心 |
| 开课时间: | 2008-10-15 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | I discuss the properties of correlations between returns of financial assets, both static and dynamic, and the challenges they pose to understanding the dynamics of financial markets. Next I will discuss how these questions can be addressed in theoretical models, showing how these features are related to traders' behavior. |
| 关 键 词: | 金融市场; 回报率; 协方差 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2019-12-04：lxf |
| 阅读次数: | 65 |