• Tidak ada hasil yang ditemukan

Directory UMM :Data Elmu:jurnal:J-a:Journal Of Banking And Finance:Vol24.Issue8.2000:

N/A
N/A
Protected

Academic year: 2017

Membagikan "Directory UMM :Data Elmu:jurnal:J-a:Journal Of Banking And Finance:Vol24.Issue8.2000:"

Copied!
24
0
0

Teks penuh

Loading

Referensi

Dokumen terkait

A first reason is probably that the book covers the field of photosynthesis in a very complete manner, from the primary events to ecology, from ideas to experimental results,

VaR with the Monte Carlo simulation method assumes that the return is normally distributed which is simulated using the appropriate parameters and does not assume that the

Moreover, our adjusted tests are designed for locally misspeci " ed alternatives close to q " o " 0.0, and the main objective of our Monte Carlo study is to investigate

This trading rule could be implemented in 114 days, and its average return, calculated as the price of the bond sold minus the price of the bond bought divided by yesterday Õ s

The VAR systems will include real per capita output as a measure of general economic activity, real per capita M3 as a measure of the intensity of ®nancial intermediation, and one

There are several reasons why the study of price reversals in the index futures market is meaningful: (1) While abnormal returns due to an overreaction in a longer time horizon

Tables 1 and 2 show the results of simulations under a bottom-up control of trophic interactions (the base case). The average standing biomass of hake in the ‘with’ scenario is only

Hence, the required input data sets for these Monte Carlo simulations must incorporate the total cross sec- tions, the integral cross sections for all open channels at each energy, the