Chinese Journal of Management Science 2012 Issue 1 Nonparametric Threshold Estimation on Jump-diffusion Model of Short Rate

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Chinese Journal of Management Science
1003-207X
2012 Issue 1

Nonparametric Threshold Estimation on Jump-diffusion Model of Short Rate
tan zheng da ; hu hai ou

..............page:8-15

Interbank Asset Liquidating Order Optimization and the Risk Contagion Immunization Mechanism
tong zhong wen

..............page:51-58

di shi si jie zhong guo guan li ke xue xue shu nian hui zheng wen tong zhi

..............page:15-15

Auction of Divisible Goods Based on Variable Supply and Its Application
rao cong jun ; zhao yong ; wang qing

..............page:129-138

Price Stackelberg Competition and Capacity Constraints
meng ling peng ; han chuan feng ; wang jian min

..............page:139-144

Jump Test on Time Points and Jump Dynamics：Empirical Study on CSI 300
shen gen xiang

..............page:43-50

The Investor Behavior and Futures＇ Volatility： A Two-Stage OLG Model and Empirical Study Based on Intraday Data
wang yun ; hua ren hai

..............page:91-101

Can Disruption Cost be Greatly Cut Down Via Capacity-Sharing？ A Model Research Based on Two Kinds of Capacity Trading Mode
bao xing

..............page:123-128

The Research on the Model that the Remanufacturer Collaborates with the Manufacturer in the Same Channel
wang kai ; xiong zhong kai ; xiong yu

..............page:145-151

The Granger Relationship Between the Volatility and Tracking Error of the ETF in Chinese Stock Market with High Frequency Data
wang liang ; feng tao

..............page:59-70

Nonparametric Methods Based Stock Index Option Pricing
han li yan ; ye hao ; li wei

..............page:23-29

The Impact of Customer Satisfaction on Corporation Financial Performance
wang yi ; zhao ping

..............page:185-192

Information Sharing in a Supply Chain with Supplier and Retailer＇s Partial Information
zhang ju liang ; zhang xiang zuo

..............page:109-116

Evaluating Research on the Impacts of Implementation of Building Energy Efficiency Standards on Macro Economic and Environmental Attributes
liu xiu li ; yang cui hong ; wang shou yang

..............page:152-160

Financial Factors of Banks＇ Failure： Evidence from American Banking Industry under Sub-prime Crisis
yang hai zhen ; jing zhong bo ; wei xian hua ; yang xiao guang

..............page:71-78

Theoretical and Empirical Study on the Relationship between Financial Development and Economic Growth --Cointegration Analysis on Provincial Panel Data of China
lu jing

..............page:177-184

The Effect of Signal Strategies in C2C E-marketplaces
xiao jun ji ; liu ling

..............page:161-170

Study on Risk Sharing Contract Design of Retailer-Leading Supply Chain with Downside-Risk Control
chen ju hong ; zhang ya zuo ; shi cheng dong

..............page:117-122

Study on Loan-to-value Ratios of Bank in the Supply Chain Finance
yi xue hui ; zhou zong fang

..............page:102-108

Assets and Liabilities Optimization Model of the Risk Control Based on Nonlinear Interval Number
feng bao jun ; run da wen ; chi guo tai

..............page:79-90

Research on Insurance Portfolio Selection under Based on Risk-Adjusted Return under the Constraint of Policy
wang li zhen ; li jing

..............page:16-22

Inflation Expectation and Effectiveness of Monetary Policy
peng fang ping ; hu xin ming ; zhan kai

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

Collaborative Comprehensive Evaluation Approach Based on Differentiation Principle
dong qing xing ; guo ya jun ; ma feng mei

..............page:171-176

Dynamic Inflation Target, Money Supply Mechanism and China＇s Economic Fluctuation.A DSGE-based Analysis
jian zhi hong ; zhu bai song ; li shuang

..............page:30-42