LEADER 01800oam 2200469zu 450 001 9910872771603321 005 20241212214819.0 035 $a(CKB)111026746707070 035 $a(SSID)ssj0000445259 035 $a(PQKBManifestationID)12142503 035 $a(PQKBTitleCode)TC0000445259 035 $a(PQKBWorkID)10481464 035 $a(PQKB)11313269 035 $a(EXLCZ)99111026746707070 100 $a20160829d1993 uy 101 0 $aeng 181 $ctxt 182 $cc 183 $acr 200 10$a1993 International Symposium on VLSI Technology, Systems, and Applications : proceedings of technical papers, May 12-14, 1993, Taipei, Taiwan, R.O.C 210 31$a[Place of publication not identified]$cIEEE Service Center$d1993 300 $aBibliographic Level Mode of Issuance: Monograph 311 08$a9780780309784 311 08$a0780309782 606 $aIntegrated circuits$xVery large scale integration$vCongresses 606 $aElectrical & Computer Engineering$2HILCC 606 $aEngineering & Applied Sciences$2HILCC 606 $aElectrical Engineering$2HILCC 615 0$aIntegrated circuits$xVery large scale integration 615 7$aElectrical & Computer Engineering 615 7$aEngineering & Applied Sciences 615 7$aElectrical Engineering 676 $a621.39/5 712 02$aZhongguo gong cheng shi xue hui, 712 02$aGong ye ji shu yan jiu yuan, 712 02$aGuo jia ke xue wei yuan hui, 712 12$aInternational Symposium on VLSI Technology, Systems, and Applications. 801 0$bPQKB 906 $aBOOK 912 $a9910872771603321 996 $a1993 International Symposium on VLSI Technology, Systems, and Applications : proceedings of technical papers, May 12-14, 1993, Taipei, Taiwan, R.O.C$92525507 997 $aUNINA LEADER 03034nam 2200589 a 450 001 9910974502703321 005 20251117010000.0 010 $a1-61728-669-9 035 $a(CKB)2670000000041960 035 $a(EBL)3020852 035 $a(SSID)ssj0000414426 035 $a(PQKBManifestationID)12163874 035 $a(PQKBTitleCode)TC0000414426 035 $a(PQKBWorkID)10408643 035 $a(PQKB)11403448 035 $a(MiAaPQ)EBC3020852 035 $a(Au-PeEL)EBL3020852 035 $a(CaPaEBR)ebr10680990 035 $a(OCoLC)662452522 035 $a(BIP)33698179 035 $a(BIP)25773040 035 $a(EXLCZ)992670000000041960 100 $a20090629d2009 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aCommodities and equities $ea "market of one"? /$fBahattin Bu?yu?ks?ahin, Michael S. Haigh and Michel A. Robe 205 $a1st ed. 210 $aNew York $cNova Science$dc2009 215 $a1 online resource (78 p.) 300 $aDescription based upon print version of record. 311 08$a1-60692-018-9 320 $aIncludes bibliographical references (p. [61]-62) and index. 327 $aIntro -- 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 -- 5.1. Summary Statistics -- 5.2. Extreme Correlation Analysis -- CONCLUSION -- APPENDIX:SUPPLEMENTAL DATA -- REFERENCES -- INDEX. 330 $aAmidst a sharp rise in commodity investing, many have asked whether commodities nowadays move in sync with traditional financial assets. The authors provide evidence that challenges this idea. Using dynamic correlation and recursive cointegration techniques, they found that the relation between the returns on investable commodity and U.S. equity indices has not changed significantly in the last fifteen years. The authors also find no evidence of any secular increase in co-movement between the returns on commodity and equity investments during periods of extreme returns. 606 $aStocks$xPrices 606 $aPrice indexes 615 0$aStocks$xPrices. 615 0$aPrice indexes. 676 $a332.63/222 700 $aBu?yu?ks?ahin$b Bahattin$01872235 701 $aHaigh$b Michael S$01872236 701 $aRobe$b Michel A$01872237 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910974502703321 996 $aCommodities and equities$94481333 997 $aUNINA