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100907s2009 nyua ob 001 0 eng d |
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|a UAMI
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1 |
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|a Büyükşahin, Bahattin.
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1 |
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|a Commodities and equities :
|b a "market of one"? /
|c Bahattin Büyükşahin, Michael S. Haigh, and Michel A. Robe.
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260 |
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|a New York :
|b Nova Science,
|c ©2009.
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300 |
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|a 1 online resource (66 pages) :
|b illustrations (some color)
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336 |
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|a text
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|a Includes bibliographical references (pages 61-62) and index.
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|a Print version record.
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|a COMMODITIES AND EQUITIES:A ""MARKET OF ONE""?; CONTENTS; PREFACE; INTRODUCTION; DATA AND DESCRIPTIVESTATISTICS; 2.1. Returns Data; 2.2. Returns on Equity and Commodity Indices:Summary Statistics; 2.3. Simple Cross-Asset Correlations: Returnsand Return Volatilities; 2.4. Returns on Specific Categories of Commodities; 2.4.1. Summary Statistics; 2.4.2. Simple Correlations; SHORT-TERM CO-MOVEMENTS; 3.1. Methodology; 3.2. Equities and Commodities; 3.3. Commodity Sub-Indices; LONG-TERM CO-MOVEMENTS; 4.1. Cointegration Analysis; 4.2. Recursive Cointegration Analysis; EXTREME EVENTS.
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|a 5.1. Summary Statistics5.2. Extreme Correlation Analysis; CONCLUSION; APPENDIX:SUPPLEMENTAL DATA; REFERENCES; INDEX.
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|a eBooks on EBSCOhost
|b EBSCO eBook Subscription Academic Collection - Worldwide
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|a ProQuest Ebook Central
|b Ebook Central Academic Complete
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650 |
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|a Stocks
|x Prices.
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|a Price indexes.
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|a Actions (Titres de société)
|x Prix.
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6 |
|a Indice des prix.
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650 |
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7 |
|a BUSINESS & ECONOMICS
|x Investments & Securities
|x Stocks.
|2 bisacsh
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650 |
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7 |
|a Price indexes
|2 fast
|
650 |
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7 |
|a Stocks
|x Prices
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700 |
1 |
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|a Haigh, Michael S.
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700 |
1 |
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|a Robe, Michel A.
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758 |
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|i has work:
|a Commodities and equities (Text)
|1 https://id.oclc.org/worldcat/entity/E39PCH3YDBDqJrbrbGWCmQ6vpd
|4 https://id.oclc.org/worldcat/ontology/hasWork
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|i Print version:
|a Büyükşahin, Bahattin.
|t Commodities and equities.
|d New York : Nova Science, ©2009
|z 9781606920183
|w (DLC) 2009464255
|w (OCoLC)276808700
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856 |
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|u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=3020852
|z Texto completo
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938 |
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