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Shipping Markets and Freight Rates: An Analysis of the Baltic Dry Index
被引:24
作者
:
Geman, Helyette
论文数:
0
引用数:
0
h-index:
0
机构:
Birkbeck Univ London, Commod Finance Ctr, London, England
ESCP Europe, Berlin, Germany
Birkbeck Univ London, Commod Finance Ctr, London, England
Geman, Helyette
[
1
,
2
]
论文数:
引用数:
h-index:
机构:
Smith, William O.
[
3
]
机构
:
[1]
Birkbeck Univ London, Commod Finance Ctr, London, England
[2]
ESCP Europe, Berlin, Germany
[3]
Birkbeck Univ London, London, England
来源
:
JOURNAL OF ALTERNATIVE INVESTMENTS
|
2012年
/ 15卷
/ 01期
关键词
:
D O I
:
10.3905/jai.2012.15.1.098
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
[No abstract available]
引用
收藏
页码:98 / 109
页数:12
相关论文
共 22 条
[1]
Maximum likelihood estimation of discretely sampled diffusions:: A closed-form approximation approach
Aït-Sahalia, Y
论文数:
0
引用数:
0
h-index:
0
机构:
Princeton Univ, Dept Econ, Princeton, NJ 08544 USA
Princeton Univ, Dept Econ, Princeton, NJ 08544 USA
Aït-Sahalia, Y
[J].
ECONOMETRICA,
2002,
70
(01)
: 223
-
262
[2]
Alizadeh A.H., 2009, SHIPPING DERIVATIVES
[3]
Computation and analysis of multiple structural change models
Bai, J
论文数:
0
引用数:
0
h-index:
0
机构:
Boston Univ, Dept Econ, Boston, MA 02215 USA
Bai, J
Perron, P
论文数:
0
引用数:
0
h-index:
0
机构:
Boston Univ, Dept Econ, Boston, MA 02215 USA
Perron, P
[J].
JOURNAL OF APPLIED ECONOMETRICS,
2003,
18
(01)
: 1
-
22
[4]
Barty-King H., 1994, BALTIC STORY BALTICK
[5]
MEAN REVERSION IN EQUILIBRIUM ASSET PRICES - EVIDENCE FROM THE FUTURES TERM STRUCTURE
BESSEMBINDER, H
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MASSACHUSETTS, BOSTON, MA 02125 USA
BESSEMBINDER, H
COUGHENOUR, JF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MASSACHUSETTS, BOSTON, MA 02125 USA
COUGHENOUR, JF
SEGUIN, PJ
论文数:
0
引用数:
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UNIV MASSACHUSETTS, BOSTON, MA 02125 USA
SEGUIN, PJ
SMOLLER, MM
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0
引用数:
0
h-index:
0
机构:
UNIV MASSACHUSETTS, BOSTON, MA 02125 USA
SMOLLER, MM
[J].
JOURNAL OF FINANCE,
1995,
50
(01)
: 361
-
375
[6]
The fine structure of asset returns: An empirical investigation
Carr, P
论文数:
0
引用数:
0
h-index:
0
机构:
NYU, New York, NY 10012 USA
Carr, P
Geman, H
论文数:
0
引用数:
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h-index:
0
机构:
NYU, New York, NY 10012 USA
Geman, H
Madan, DB
论文数:
0
引用数:
0
h-index:
0
机构:
NYU, New York, NY 10012 USA
Madan, DB
Yor, M
论文数:
0
引用数:
0
h-index:
0
机构:
NYU, New York, NY 10012 USA
Yor, M
[J].
JOURNAL OF BUSINESS,
2002,
75
(02)
: 305
-
332
[7]
Cox J. C., 1975, WORKING PAPER
[8]
A THEORY OF THE TERM STRUCTURE OF INTEREST-RATES
COX, JC
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
COX, JC
INGERSOLL, JE
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
INGERSOLL, JE
ROSS, SA
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
ROSS, SA
[J].
ECONOMETRICA,
1985,
53
(02)
: 385
-
407
[9]
Cufley C., 1972, OCEAN FREIGHTS CHART
[10]
FURTHER RESULTS ON THE CONSTANT ELASTICITY OF VARIANCE CALL OPTION PRICING MODEL
EMANUEL, DC
论文数:
0
引用数:
0
h-index:
0
EMANUEL, DC
MACBETH, JD
论文数:
0
引用数:
0
h-index:
0
MACBETH, JD
[J].
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1982,
17
(04)
: 533
-
554
←
1
2
3
→
共 22 条
[1]
Maximum likelihood estimation of discretely sampled diffusions:: A closed-form approximation approach
Aït-Sahalia, Y
论文数:
0
引用数:
0
h-index:
0
机构:
Princeton Univ, Dept Econ, Princeton, NJ 08544 USA
Princeton Univ, Dept Econ, Princeton, NJ 08544 USA
Aït-Sahalia, Y
[J].
ECONOMETRICA,
2002,
70
(01)
: 223
-
262
[2]
Alizadeh A.H., 2009, SHIPPING DERIVATIVES
[3]
Computation and analysis of multiple structural change models
Bai, J
论文数:
0
引用数:
0
h-index:
0
机构:
Boston Univ, Dept Econ, Boston, MA 02215 USA
Bai, J
Perron, P
论文数:
0
引用数:
0
h-index:
0
机构:
Boston Univ, Dept Econ, Boston, MA 02215 USA
Perron, P
[J].
JOURNAL OF APPLIED ECONOMETRICS,
2003,
18
(01)
: 1
-
22
[4]
Barty-King H., 1994, BALTIC STORY BALTICK
[5]
MEAN REVERSION IN EQUILIBRIUM ASSET PRICES - EVIDENCE FROM THE FUTURES TERM STRUCTURE
BESSEMBINDER, H
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MASSACHUSETTS, BOSTON, MA 02125 USA
BESSEMBINDER, H
COUGHENOUR, JF
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MASSACHUSETTS, BOSTON, MA 02125 USA
COUGHENOUR, JF
SEGUIN, PJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MASSACHUSETTS, BOSTON, MA 02125 USA
SEGUIN, PJ
SMOLLER, MM
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MASSACHUSETTS, BOSTON, MA 02125 USA
SMOLLER, MM
[J].
JOURNAL OF FINANCE,
1995,
50
(01)
: 361
-
375
[6]
The fine structure of asset returns: An empirical investigation
Carr, P
论文数:
0
引用数:
0
h-index:
0
机构:
NYU, New York, NY 10012 USA
Carr, P
Geman, H
论文数:
0
引用数:
0
h-index:
0
机构:
NYU, New York, NY 10012 USA
Geman, H
Madan, DB
论文数:
0
引用数:
0
h-index:
0
机构:
NYU, New York, NY 10012 USA
Madan, DB
Yor, M
论文数:
0
引用数:
0
h-index:
0
机构:
NYU, New York, NY 10012 USA
Yor, M
[J].
JOURNAL OF BUSINESS,
2002,
75
(02)
: 305
-
332
[7]
Cox J. C., 1975, WORKING PAPER
[8]
A THEORY OF THE TERM STRUCTURE OF INTEREST-RATES
COX, JC
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
COX, JC
INGERSOLL, JE
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
INGERSOLL, JE
ROSS, SA
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
YALE UNIV,NEW HAVEN,CT 06520
ROSS, SA
[J].
ECONOMETRICA,
1985,
53
(02)
: 385
-
407
[9]
Cufley C., 1972, OCEAN FREIGHTS CHART
[10]
FURTHER RESULTS ON THE CONSTANT ELASTICITY OF VARIANCE CALL OPTION PRICING MODEL
EMANUEL, DC
论文数:
0
引用数:
0
h-index:
0
EMANUEL, DC
MACBETH, JD
论文数:
0
引用数:
0
h-index:
0
MACBETH, JD
[J].
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS,
1982,
17
(04)
: 533
-
554
←
1
2
3
→