作者: ABIDE 時間: 2025-3-21 22:28
https://doi.org/10.1007/978-3-663-06750-4 search is to pursue the optimality in approximation that the basic requirement for these presumed variables or factors will satisfy the coherence condition where cross-sectional dependence is persistent.作者: ingrate 時間: 2025-3-22 03:02 作者: theta-waves 時間: 2025-3-22 06:16
Hypothesis Testing with Model Search search is to pursue the optimality in approximation that the basic requirement for these presumed variables or factors will satisfy the coherence condition where cross-sectional dependence is persistent.作者: 認(rèn)識 時間: 2025-3-22 12:36
sset pricing models.Details model selection criteria and seqThis book analyzes the verification of empirical asset pricing models when returns of securities are projected onto a set of presumed (or observed) factors. Particular emphasis is placed on the verification of essential factors and features作者: 呼吸 時間: 2025-3-22 14:38
https://doi.org/10.1007/978-3-476-05375-6eturns are projected onto some lower-dimensional sets of factors that possibly explain the major variations of asset returns. The aim is to identify major determinants for the fluctuations of asset returns where these determinants satisfy some systematic properties that ensure their indispensable roles.作者: 呼吸 時間: 2025-3-22 20:30 作者: arthroscopy 時間: 2025-3-23 00:03 作者: arsenal 時間: 2025-3-23 03:27 作者: NAUT 時間: 2025-3-23 06:59 作者: Ejaculate 時間: 2025-3-23 11:03 作者: HARP 時間: 2025-3-23 17:29
Jau-Lian JengPositions forecastability as one of several statistical criteria for verifying model specification.Discusses cross-sectional properties of asset pricing models.Details model selection criteria and seq作者: 蜿蜒而流 時間: 2025-3-23 20:40 作者: 無能力之人 時間: 2025-3-24 00:08
https://doi.org/10.1007/978-3-319-74192-5forecastability; diversifiability; dimensionality; ; kernel; measurability; asset pricing; risk management; 作者: Free-Radical 時間: 2025-3-24 04:16
https://doi.org/10.1007/978-3-476-05375-6 to approximate the core or pricing kernel of asset returns. A theoretical foundation may start with discussion on factor pricing models where asset returns are projected onto some lower-dimensional sets of factors that possibly explain the major variations of asset returns. The aim is to identify m作者: BOON 時間: 2025-3-24 08:32
Günter Müller-Stewens,Adrian Müller theoretical setting and model specification tests. For instance, factor analysis and (asymptotic) principal component analysis are provided for searching for these pricing cores or kernels of asset returns. Unfortunately, these earlier studies incur the difficulty of observability of these factors 作者: membrane 時間: 2025-3-24 14:38
Katja Gelbrich,Erich Greipl,Stefan Müllerely, with criteria that either emphasize the forecastability of models or impose a penalty for the increase of dimensionality (or complexity), the search for empirical asset pricing models tends to ignore the necessary role of the identified variables or factors to portrait the systematic and intrin作者: 圓桶 時間: 2025-3-24 15:21
https://doi.org/10.1007/978-3-642-77188-0 for asset returns asymptotically, and (2) test statistics that can be applied to test these cross-sectional properties for empirical asset pricing models. Many model specification tests for these models have emphasized the statistical inferences on time-series properties of estimators and test stat作者: 欲望小妹 時間: 2025-3-24 19:16
https://doi.org/10.1007/978-3-663-06750-4 particular, model selection with forward selection for variables in empirical asset pricing models is introduced. The purpose of this chapter is to consider the sequential model search where model selection tests (or criteria) with additional asymptotic properties for common factors of asset return作者: reception 時間: 2025-3-25 01:43 作者: CONE 時間: 2025-3-25 04:08 作者: Aggressive 時間: 2025-3-25 09:52
978-3-030-08932-0The Editor(s) (if applicable) and The Author(s) 2018作者: INERT 時間: 2025-3-25 13:03 作者: 不知疲倦 時間: 2025-3-25 18:51
Statistical Inferences with Specification Tests theoretical setting and model specification tests. For instance, factor analysis and (asymptotic) principal component analysis are provided for searching for these pricing cores or kernels of asset returns. Unfortunately, these earlier studies incur the difficulty of observability of these factors 作者: 模仿 時間: 2025-3-25 20:11
Statistical Inferences with Model Selection Criteriaely, with criteria that either emphasize the forecastability of models or impose a penalty for the increase of dimensionality (or complexity), the search for empirical asset pricing models tends to ignore the necessary role of the identified variables or factors to portrait the systematic and intrin作者: Tdd526 時間: 2025-3-26 02:01
Finding Essential Variables in Empirical Asset Pricing Models for asset returns asymptotically, and (2) test statistics that can be applied to test these cross-sectional properties for empirical asset pricing models. Many model specification tests for these models have emphasized the statistical inferences on time-series properties of estimators and test stat作者: 不能和解 時間: 2025-3-26 07:44 作者: extrovert 時間: 2025-3-26 09:55
asset pricing models are of interest. In particular, the model search approach (with this dichotomy emphasized) for empirical model selection of asset pricing is applied to discover the pricing kernels of asset returns.978-3-030-08932-0978-3-319-74192-5作者: 大包裹 時間: 2025-3-26 15:36
Einleitung,rachige Ausland. Seine wissenschaftliche Karriere begründete Thomas Dei?inger in den Jahren 1986–1997 als wissenschaftlicher Mitarbeiter und Assistent von Herrn Prof. Dr. Jürgen Zabeck am Lehrstuhl Erziehungswissenschaft I der Universit?t Mannheim.作者: 衍生 時間: 2025-3-26 19:35 作者: glamor 時間: 2025-3-27 00:59 作者: leniency 時間: 2025-3-27 03:37
Graham Law,Andrew Maundernadequacy makes it necessary to avoid communication. Certainty about one’s role combined with a basic ability to recognise both verbal and non-verbal messages will make it possible to communicate more effectively. That the responses may at first be inept has to be accepted. It is the intention, and the will to improve, that are important.作者: calamity 時間: 2025-3-27 08:42
Gian Carlo Di Renzo MD,PhD,FRCOG(hon),FACOG(hon),Irene Giardina,Giulia Babucci,Chiara Antonelli,Sandro Gerli,Graziano Clericitives Zuh?ren h?ufig?kontraproduktiv ist und wie wir wieder ins Zuh?ren kommen,?stellt die Autorin Anja Niekerken aus allt?glicher Sicht und leicht verst?ndlich vor..978-3-658-29707-7978-3-658-29708-4作者: Thyroiditis 時間: 2025-3-27 12:41 作者: Choreography 時間: 2025-3-27 14:06
Lizhou Wu,Jianting Zhoustice that is both cutting edge as well as of very high scientific quality and prestige. This 10-volume work provides a complete and systematic coverage of the field that is unprecedented.? The. Encyclopedia ."defines the field" through its choice of organization and entries. It identifies and bring作者: Gourmet 時間: 2025-3-27 19:30
1431-1941 athematical statistics and quality engineering, such as Bayes’ rule, maximum likelihood estimation, six sigma algorithm, and standardization equation, to derive and introduce EQI, as a novel operations research978-3-030-77161-4978-3-030-77159-1Series ISSN 1431-1941 Series E-ISSN 2197-716X
