Chinese Journal of Management Science 2009 Issue 3 Analysis of Sub-Prime Loan Crisis Contagion Based on Change Point Testing Method of Copula

Analysis of Sub-Prime Loan Crisis Contagion Based on Change Point Testing Method of Copula
YE Wu-yi;MIAO Bai-qi

..............page:1-7

Research on Change-Points in Shanghai Composite Index Based on Bayesian Inference
WANG Wei-guo;WANG Xia

..............page:8-17

Levy Tempered Stable Distributions for Financial Assets Return and Its Method of Estimation by Characteristic Function Based on GMM with a Continuum of Moment Conditions
LIU Zhi-dong;CHEN Xiao-jing

..............page:18-26

The Premium of Stochastic Compound Risk
MAO Ze-chun

..............page:27-33

Stochastic Innovation Power Options Pricing Based on the Measure Transformation Methods
ZHAO Wei;HE Jian-min

..............page:34-39

Markov-Regime Switching and Stochastic Volatility Model of Short-Term Interest Rate in China
WU Ji-lin;TAO Wang-sheng

..............page:40-46

Asymmetric Effects of China's Monetary Policy: Evidence from a Nonlinear VAR Model
LIU Jin-quan;SUI Jian-li;LI Nan

..............page:47-55

Multi-Systematic Risk Factors CreditRisk+ Model Based on Sector Character
PENG Jian-gang

..............page:56-64

Price Competition and Equilibrium Analysis in Supply Chain with Double Hybrid Distribution Channels
GUO Chun-rong;CHEN Gong-yu

..............page:65-71

Study on the Pricing and Coordinating Mechanism with Incomplete Information in Remanufacturing Reverse Supply Chain
LI Feng;SUN Hao;DA Qing-li

..............page:72-80

Optimal Production Policy with Emission Permits and Trading
DU Shao-fu;DONG Jun-feng;LIANG Liang;ZHANG Jing-jiang

..............page:81-86

The Ecosystem Evaluation Model Based on Correspondence Analysis and the Empirical Research on 14 Provinces in China
CHI Guo-tai;SHEN Yi-xia;QIN Xue-zhi

..............page:183-192

Research on Restraining Role of Potential Risks in Pursuing Private Benefits of Control——An explanation of paradox of private benefits of control
RAN Rong;LIU Xing;CHEN Qi-an

..............page:173-182

Research of Optimal R & D Subsidy Strategic with Product Differentiation
FANG Hai-yan;DA Qing-li

..............page:166-172

The Game Analysis on Financing Guarantee Contract with Debt Exceeding
SUN Yan;GUO Ju-e;WANG Le

..............page:159-165

Study on the Financing Structure of Listed Companies Based on Enterprise Life Cycle
CAO Yu;CHEN Xiao-hong;WAN Guang-yu

..............page:150-158

Research on Modeling of Sponsored Search Auctions and Comparison Between Two Ranking Mechanisms
JIANG Hui;WANG Huan-chen;GUAN Shu-yong

..............page:142-149

Study on the Sequence of Weakening Buffer Operators Based on Back Cumulative-Sum Method
WU Zheng-peng;LIU Si-feng;MI Chuan-min;WANG Jian-ling;CUI Li-zhi

..............page:136-141

A New Method of Ascertaining Attribute Weight Based on Rough Sets Conditional Information Entropy
BAO Xin-zhong;ZHANG Jian-bin;LIU Cheng

..............page:131-135

The Effect of Product Modularity on Organization Performance: An Empirical Study in Chinese Context
CHEN Jian-xun;ZHANG Ting-ting;WU Long-zeng

..............page:121-130

The Impacts of Small Worlds On Innovation
CHEN Zi-Feng;GUAN Jian-Cheng

..............page:115-120

Social Groups Multi-Dimensional Deprivation Model and Its Application
FU Yun;Niu Wen-yuan

..............page:107-114

Competitive Analysis for the Online Multistage Leasing Problem
WANG Yang;DONG Yu-cheng;XU Yin-feng;XU Wei-jun

..............page:101-106

Hazardous Materials Transportation Path Problem in Stochastic, Time-varying Network with Constrain of Time Windows
WEI Hang

..............page:93-100

A Study on Risk-based Vehicle Scheduling Problem under the Cost Constraints and Allowing for Waiting
MENG Qing-chun;ZHANG Jiang-hua

..............page:87-92