搜索结果: 1-5 共查到“理论经济学 margin”相关记录5条 . 查询时间(0.078 秒)
Paying on the margin for medical care: Evidence from breast cancer treatments
cancer treatments medical care
2015/7/17
We present a simple framework to illustrate the potential welfare gains from a “top up” health
insurance policy that allows patients to pay the incremental price for more expensive treatment options....
东海作为宽广的陆架海域，内有长江、黄河携带大量物质入海，外有强劲黑潮，是开展近海及其与大洋之间海洋通量研究的理想海域。在国家基金重点项目的支持下，于“八五”期间开展了“东海陆架边缘海洋通量的研究”（1992-1995），并与日本合作，开展了“中日东海物质通量合作研究”。本书就是在此研究基础上完成的，也是第一部有关陆架海洋通量研究的专著。本书内容涉及五个方面（东海的水文背景场，东海沉积物的水平输运...
Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements
Spectral risk measures Expected Shortfall Value at Risk GARCH clearinghouse
2011/3/31
This paper applies an AR(1)-GARCH (1, 1) process to detail the conditional distributions of the return distributions for the S&P500, FT100, DAX, Hang Seng, and Nikkei225 futures contracts.
Margin setting with high-frequency data1
Clearinghouse extreme value theory futures markets high-frequency data intraday dynamics margin requirements risk management
2011/3/31
Both in practice and in the academic literature, models for setting margin requirements in futures markets classically use daily closing price changes. However, as well documented by research on high-...
Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements
Spectral risk measures Expected Shortfall Value at Risk Extreme Value clearinghouse
2011/3/31
This paper applies the Extreme-Value (EV) Generalised Pareto distribution to the extreme tails of the return distributions for the S&P500, FT100, DAX, Hang Seng, and Nikkei225 futures contracts.