標(biāo)題: Titlebook: Handbook of Financial Econometrics and Statistics; Cheng-Few Lee,John C. Lee Reference work 2015 Springer Science+Business Media New York [打印本頁(yè)] 作者: relapse 時(shí)間: 2025-3-21 20:06
書目名稱Handbook of Financial Econometrics and Statistics影響因子(影響力)
書目名稱Handbook of Financial Econometrics and Statistics影響因子(影響力)學(xué)科排名
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書目名稱Handbook of Financial Econometrics and Statistics網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Handbook of Financial Econometrics and Statistics被引頻次
書目名稱Handbook of Financial Econometrics and Statistics被引頻次學(xué)科排名
書目名稱Handbook of Financial Econometrics and Statistics年度引用
書目名稱Handbook of Financial Econometrics and Statistics年度引用學(xué)科排名
書目名稱Handbook of Financial Econometrics and Statistics讀者反饋
書目名稱Handbook of Financial Econometrics and Statistics讀者反饋學(xué)科排名
作者: INTER 時(shí)間: 2025-3-21 21:15 作者: 過于平凡 時(shí)間: 2025-3-22 02:51 作者: ABHOR 時(shí)間: 2025-3-22 07:48 作者: 兇兆 時(shí)間: 2025-3-22 12:06 作者: recession 時(shí)間: 2025-3-22 16:29
https://doi.org/10.1007/978-3-322-86459-8 empirical findings suggest that portfolios using time-varying copulas, particularly the Clayton dependence, outperform those constructed using Pearson correlations. The above results still hold under different weight updating strategies and portfolio rebalancing frequencies.作者: 縱欲 時(shí)間: 2025-3-22 17:04
Motivations for Issuing Putable Debt: An Empirical Analysis, issuing European putable bonds as helping mitigate security mispricing. Our study is an application of important statistical methods in corporate finance, namely, . and the use of general method of moments for cross-sectional regressions.作者: NUDGE 時(shí)間: 2025-3-22 22:21
Can Time-Varying Copulas Improve the Mean-Variance Portfolio?, empirical findings suggest that portfolios using time-varying copulas, particularly the Clayton dependence, outperform those constructed using Pearson correlations. The above results still hold under different weight updating strategies and portfolio rebalancing frequencies.作者: Culpable 時(shí)間: 2025-3-23 02:39
Reference work 2015ologies in econometrics and statistics as applied to financial research.?Including overviews of key concepts by the editors and in-depth contributions from leading scholars around the world, the Handbook is the definitive resource for both classic and cutting-edge theories, policies, and analytical 作者: 急急忙忙 時(shí)間: 2025-3-23 06:27
Methods of Denoising Financial Data,nt decomposition of the systematic pattern (the trend) and noises of financial data will lead to erroneous conclusions since irregularities and roughness of the financial data make the application of traditional methods difficult..In this chapter, we provide a review to discuss some methods applied for denoising analysis of financial data.作者: 改變立場(chǎng) 時(shí)間: 2025-3-23 21:35 作者: A精確的 時(shí)間: 2025-3-23 23:27 作者: drusen 時(shí)間: 2025-3-24 03:39
Introduction to Financial Econometrics and Statistics,accounting research and (ii) to present an overview of 98 chapters which have been included in this handbook. Sections?. and . briefly review and discuss financial econometrics and statistics. Sections?. and . discuss application of financial econometrics and statistics. Section?. first classifies 9作者: 橡子 時(shí)間: 2025-3-24 06:33
Experience, Information Asymmetry, and Rational Forecast Bias,posterior beliefs. Our model predicts a concave relationship between accuracy in forecast and posterior weight that is put on the forecaster’s self-assessment. We then use a panel regression to test our analytical findings and find that an analyst’s experience is indeed concavely related to the fore作者: oxidant 時(shí)間: 2025-3-24 10:53
An Appraisal of Modeling Dimensions for Performance Appraisal of Global Mutual Funds,) found that small mutual funds perform better than large ones and that performance is negatively correlated to management fees but not to fund size or expenses. Hendricks, Patel, and Zeckhauser (.), Goetzmann and Ibbotson (.), and Brown and Goetzmann (.) present evidence of persistence in mutual fu作者: tinnitus 時(shí)間: 2025-3-24 15:15 作者: inundate 時(shí)間: 2025-3-24 22:37 作者: Discrete 時(shí)間: 2025-3-25 00:50 作者: indicate 時(shí)間: 2025-3-25 06:41 作者: chassis 時(shí)間: 2025-3-25 08:43 作者: 旅行路線 時(shí)間: 2025-3-25 12:15
Determinations of Corporate Earnings Forecast Accuracy: Taiwan Market Experience,on, such as corporate earnings forecasts from the management and the financial analyst. Also, the management forecast is another important index investors might use..To examine the accuracy of the earnings forecasts, the following test methodology have been conducted. . are used to examine the effec作者: 高度表 時(shí)間: 2025-3-25 17:23 作者: 貪婪性 時(shí)間: 2025-3-25 20:48 作者: Excitotoxin 時(shí)間: 2025-3-26 02:16
Assessing Importance of Time-Series Versus Cross-Sectional Changes in Panel Data: A Study of Interntwo estimation procedures that can do so and illustrate their application by examining international variations in expected equity premia and financial architecture where a number of variables vary across time but not cross-sectionally, while other variables vary cross-sectionally but not across tim作者: Mechanics 時(shí)間: 2025-3-26 05:49 作者: 羽飾 時(shí)間: 2025-3-26 10:20
Evaluating Long-Horizon Event Study Methodology,ng simulation studies about the performance of commonly used methods. We document in details how to implement a simulation study and report our own findings on large-size samples. The findings have important implications for future research..We examine the performance of more than 20 different testi作者: Meager 時(shí)間: 2025-3-26 13:24 作者: humectant 時(shí)間: 2025-3-26 20:23
Combinatorial Methods for Constructing Credit Risk Ratings,rthiness of financial institutions and countries. LAD is a data mining method based on combinatorics, optimization, and Boolean logic that utilizes combinatorial search techniques to discover various combinations of attribute values that are characteristic of the positive or negative character of ob作者: myelography 時(shí)間: 2025-3-26 22:16
Dynamic Interactions Between Institutional Investors and the Taiwan Stock Returns: One-Regime and Tcompanies (dic) purchases, and net registered trading firms (rtf) purchases) to examine: (i) the interaction among three types of institutional investors, particularly to test whether net foreign purchases lead net domestic purchases by dic and rtf (the so-called demonstration effect); (ii) whether 作者: 吹牛者 時(shí)間: 2025-3-27 03:12
Methods of Denoising Financial Data,for instantaneously collected massive amounts of tick-by-tick data from financial markets for information analysis and knowledge extraction. Inefficient decomposition of the systematic pattern (the trend) and noises of financial data will lead to erroneous conclusions since irregularities and roughn作者: Orgasm 時(shí)間: 2025-3-27 07:58 作者: 削減 時(shí)間: 2025-3-27 13:13 作者: 謊言 時(shí)間: 2025-3-27 15:01 作者: 使入迷 時(shí)間: 2025-3-27 18:32 作者: 兇殘 時(shí)間: 2025-3-28 00:38 作者: Obstreperous 時(shí)間: 2025-3-28 05:30
Zu Neufunden klassisch-griechischer Skulptur that the market favorably views the issue announcement of these bonds that we refer to as bonds with European put options or European putable bonds. This response is in contrast to the response documented by the literature to other bond issues (straight, convertible, and most studies examining pois作者: 倫理學(xué) 時(shí)間: 2025-3-28 06:54 作者: follicle 時(shí)間: 2025-3-28 10:33 作者: Projection 時(shí)間: 2025-3-28 16:55 作者: 很是迷惑 時(shí)間: 2025-3-28 22:30 作者: 古文字學(xué) 時(shí)間: 2025-3-29 01:22 作者: calorie 時(shí)間: 2025-3-29 05:20
https://doi.org/10.1007/978-3-642-72799-3ithin the realm of factor models, default dependence is due to a set of common systemic factors. Conditional on these common factors, defaults are independent. The benefit of a factor model is straightforward coupling with a copula function to give an analytic formulation of the joint distribution o作者: 裝勇敢地做 時(shí)間: 2025-3-29 08:52
https://doi.org/10.1007/978-3-7091-5719-0two estimation procedures that can do so and illustrate their application by examining international variations in expected equity premia and financial architecture where a number of variables vary across time but not cross-sectionally, while other variables vary cross-sectionally but not across tim作者: badinage 時(shí)間: 2025-3-29 15:05 作者: amorphous 時(shí)間: 2025-3-29 18:07
https://doi.org/10.1007/978-3-662-46217-1ng simulation studies about the performance of commonly used methods. We document in details how to implement a simulation study and report our own findings on large-size samples. The findings have important implications for future research..We examine the performance of more than 20 different testi作者: insidious 時(shí)間: 2025-3-29 20:49 作者: 抵消 時(shí)間: 2025-3-30 03:42 作者: 過分 時(shí)間: 2025-3-30 06:14
https://doi.org/10.1007/978-3-322-81746-4companies (dic) purchases, and net registered trading firms (rtf) purchases) to examine: (i) the interaction among three types of institutional investors, particularly to test whether net foreign purchases lead net domestic purchases by dic and rtf (the so-called demonstration effect); (ii) whether 作者: negligence 時(shí)間: 2025-3-30 10:18
https://doi.org/10.1007/978-3-0348-5670-6for instantaneously collected massive amounts of tick-by-tick data from financial markets for information analysis and knowledge extraction. Inefficient decomposition of the systematic pattern (the trend) and noises of financial data will lead to erroneous conclusions since irregularities and roughn作者: FATAL 時(shí)間: 2025-3-30 15:38
https://doi.org/10.1007/978-3-658-11296-7pectral analysis and filtering methods. Spectral analysis can be used to identify and to quantify the different frequency components of a data series. Filters permit to capture specific components (e.g., trends, cycles, seasonalities) of the original time series. Both spectral analysis and standard 作者: OVER 時(shí)間: 2025-3-30 20:26
Experience, Information Asymmetry, and Rational Forecast Bias,st’s rational bias increases with information asymmetry, but is concavely related with experience. Novice analysts post estimates similar to the consensus but as they become more experienced and develop private information channels, their estimates become biased as they deviate from the consensus. H作者: Harness 時(shí)間: 2025-3-30 21:30
An Appraisal of Modeling Dimensions for Performance Appraisal of Global Mutual Funds,00) provide evidence of short-term performance persistence in high-yield bond mutual funds. In their studies of money market mutual funds, Domian and Reichenstein (.) find that the expense ratio is the most important factor in explaining net return differences. Christoffersen (.) shows that fee waiv作者: Irascible 時(shí)間: 2025-3-31 00:55 作者: 白楊 時(shí)間: 2025-3-31 06:00 作者: FELON 時(shí)間: 2025-3-31 12:29
Nonparametric Bounds for European Option Prices, (2006); calculate the dollar beta of the option and expected payoffs of the index and the option; and eventually obtain our bounds. We discover violations in our lower bound and show that those violations present arbitrage profits. In particular, our empirical results show that out-of-the-money cal作者: 機(jī)密 時(shí)間: 2025-3-31 16:54 作者: JUST 時(shí)間: 2025-3-31 21:30
Market-Based Accounting Research (MBAR) Models: A Test of ARIMAX Modeling,on, model II (returns on change in earnings divided by beginning-of-period price and prior period with MSE (minimum squared error) loss function in ARIMAX (2,0,2)) is prevalent. These models take place with backward-looking information instead of forward-looking information that recent literature is作者: LEVER 時(shí)間: 2025-3-31 22:29
An Assessment of Copula Functions Approach in Conjunction with Factor Model in Portfolio Credit Riss (Hawkes. .(1), 83–90, 1971). Using the mixture factor-contagious-effect model, Monte Carlo simulation is performed to generate default times of two hypothesized firms..The goodness-of-fit of the joint distributions based on the most often used copula functions in literature including the normal, .作者: 掃興 時(shí)間: 2025-4-1 05:44
Assessing Importance of Time-Series Versus Cross-Sectional Changes in Panel Data: A Study of Internge across countries but do not change across time, such as cultural dimensions as well as the index of measures against self-dealing, are significant determinants of financial architecture according second estimation but not according to the first estimation. Our results show that using these two es作者: MELON 時(shí)間: 2025-4-1 06:37 作者: 傀儡 時(shí)間: 2025-4-1 10:35 作者: 直覺沒有 時(shí)間: 2025-4-1 18:05 作者: 無法破譯 時(shí)間: 2025-4-1 21:16 作者: 鉆孔 時(shí)間: 2025-4-2 00:15 作者: 我悲傷 時(shí)間: 2025-4-2 04:23 作者: 強(qiáng)壯 時(shí)間: 2025-4-2 08:39
