標(biāo)題: Titlebook: Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models; Greg N. Gregoriou (Professor of Finance, Research [打印本頁(yè)] 作者: sprawl 時(shí)間: 2025-3-21 19:57
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書目名稱Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models讀者反饋
書目名稱Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models讀者反饋學(xué)科排名
作者: 1FAWN 時(shí)間: 2025-3-21 20:56
Hedging Effectiveness in the Index Futures Market that in most cases the basis will not be continually zero, one can create a hedge in the same proportion (“the hedge ratio”) as the slope coefficient in the regression of the cash on the futures price.作者: Ablation 時(shí)間: 2025-3-22 03:33
Is There a Relation between Discrete-Time GARCH and Continuous-Time Diffusion Models?pirical regularities of stock prices. First, equity returns are fat-tailed and this leptokurtosis cannot be eliminated by the time-varying variances of GARCH processes because even allowing for changing variances, there remain too many very large events.作者: circumvent 時(shí)間: 2025-3-22 04:56
The Recursions of Subset VECM/State-Space Models and Their Applications to Nonlinear Relationships oisks of major interruptions to business and economic activity, later in this century and into the next, on a scale similar to those associated with the Second World War and the economic depression of the twentieth century.作者: phlegm 時(shí)間: 2025-3-22 09:04 作者: 喚醒 時(shí)間: 2025-3-22 13:09 作者: anatomical 時(shí)間: 2025-3-22 18:16
The Yield of Constant Maturity 10-Year US Treasury Notese interest in an accurate forecast of the constant maturity yields of 10-year US Treasury notes (T-note yields) is immense.. Hence, it does not surprise that a large body of literature is devoted to forecasting T-note yields.. The existing empirical literature approaches the problem of bond yield de作者: 階層 時(shí)間: 2025-3-23 00:25
Estimating the Arbitrage Pricing Theory Factor Sensitivities Using Quantile Regressione portfolios. The idiosyncratic risks that affect asset returns on an individual level cancel out so that only systematic risks affecting all assets in the economy have to be considered. The capital asset pricing model (CAPM) (Sharpe 1964; Lintner 1965; Black 1972) laid the cornerstone for the theor作者: 項(xiàng)目 時(shí)間: 2025-3-23 03:18
Financial Risk Forecasting with Non-Stationarityk et al. 1996). Under this framework, it is assumed that asset price changes may not be solely due to new information, as simply described by the random walk model, but are also governed by some underlying dynamics. Such nonlinearities can only be described in higher dimensions, for which the observ作者: 拋物線 時(shí)間: 2025-3-23 09:27 作者: implore 時(shí)間: 2025-3-23 12:24
Quantification of Risk and Return for Portfolio Optimizationsset return distribution can be estimated. Of greater importance in portfolio analysis is the covariance matrix that captures the co-movement of the assets. In particular, the risk for a portfolio depends not only on individual variances but also on the correlation structure of assets returns. In ge作者: 壓碎 時(shí)間: 2025-3-23 16:58 作者: 喃喃而言 時(shí)間: 2025-3-23 18:08 作者: 灌溉 時(shí)間: 2025-3-24 02:01
GARCH, Outliers, and Forecasting Volatilitymuch) more often than might be expected for a normally distributed variable, and these large returns tend to occur in clusters, resembling sequences of outliers. The generalized autoregressive conditional heteroskedasticity (GARCH) model often is applied to describe these two stylized facts (see Bol作者: Dawdle 時(shí)間: 2025-3-24 04:39
Is There a Relation between Discrete-Time GARCH and Continuous-Time Diffusion Models?986), there have been numerous refinements of this approach to modeling conditional volatility. Most of these refinements have been driven by three empirical regularities of stock prices. First, equity returns are fat-tailed and this leptokurtosis cannot be eliminated by the time-varying variances o作者: 繞著哥哥問(wèn) 時(shí)間: 2025-3-24 08:18 作者: Irksome 時(shí)間: 2025-3-24 14:12 作者: 哺乳動(dòng)物 時(shí)間: 2025-3-24 18:01 作者: 偶像 時(shí)間: 2025-3-24 19:52
Rafael Weiβbach,Wladyslaw Poniatowski,Guido Zimmermannd methodological framework applied to concrete case studies..Maritime cultural landscapes are collections of submerged archaeological sites, or combinations of terrestrial and submerged sites that reflect the relationship between humans and the water.? These landscapes can range in size from a singl作者: 乳汁 時(shí)間: 2025-3-25 01:47
Zeno Adams,Roland Füss,Philipp Grüber,Ulrich Hommel,Holger Wohlenbergelationship between humans and the water.? These landscapes can range in size from a single beach to an entire coastline and can include areas of terrestrial sites now inundated as well as underwater sites that are now desiccated.? .However, what binds all of these sites together is the premise that作者: CAB 時(shí)間: 2025-3-25 07:06 作者: 商議 時(shí)間: 2025-3-25 09:19 作者: decipher 時(shí)間: 2025-3-25 14:18
Nikos S. Thomaidis,Efthimios I. Roumpis,Vassilios N. Karavaselationship between humans and the water.? These landscapes can range in size from a single beach to an entire coastline and can include areas of terrestrial sites now inundated as well as underwater sites that are now desiccated.? .However, what binds all of these sites together is the premise that作者: Iniquitous 時(shí)間: 2025-3-25 17:37
Laurence Copeland,Yanhui Zhud methodological framework applied to concrete case studies..Maritime cultural landscapes are collections of submerged archaeological sites, or combinations of terrestrial and submerged sites that reflect the relationship between humans and the water.? These landscapes can range in size from a singl作者: impaction 時(shí)間: 2025-3-25 21:33
d methodological framework applied to concrete case studies..Maritime cultural landscapes are collections of submerged archaeological sites, or combinations of terrestrial and submerged sites that reflect the relationship between humans and the water.? These landscapes can range in size from a singl作者: byline 時(shí)間: 2025-3-26 03:08
Oussama Chakroun,Ramzi Ben-Abdallahelationship between humans and the water.? These landscapes can range in size from a single beach to an entire coastline and can include areas of terrestrial sites now inundated as well as underwater sites that are now desiccated.? .However, what binds all of these sites together is the premise that作者: poliosis 時(shí)間: 2025-3-26 04:19
Philip Hans Franses,Dick van Dijkelationship between humans and the water.? These landscapes can range in size from a single beach to an entire coastline and can include areas of terrestrial sites now inundated as well as underwater sites that are now desiccated.? .However, what binds all of these sites together is the premise that作者: Predigest 時(shí)間: 2025-3-26 12:18
Turan G. Baliny to the southwest in 1829, and the 1863 movement of Australian born settlers to colonize the northwest region. .The Western Australian story is overwhelmingly the story of the spread of market capitalism, a narrative which is at the foundation of modern western world economy and culture. Due to th作者: acrimony 時(shí)間: 2025-3-26 13:34 作者: initiate 時(shí)間: 2025-3-26 18:37
cal archaeological data.In-depth case studies of two settlem.The area claimed by the British Empire as Western Australia was primarily colonized through two major thrusts: the development of the Swan River Colony to the southwest in 1829, and the 1863 movement of Australian born settlers to colonize作者: 省略 時(shí)間: 2025-3-26 23:14
nd underwater archaeology as well as prehistoric and historic archaeology; consequently, providing a framework for integrating such diverse topics as trade, resource procurement, habitation, industrial production, and warfare into a holistic study of the past. .Landscape studies foster broader persp作者: 就職 時(shí)間: 2025-3-27 01:50 作者: infatuation 時(shí)間: 2025-3-27 06:03 作者: ORE 時(shí)間: 2025-3-27 11:45 作者: profligate 時(shí)間: 2025-3-27 14:49
Nikos S. Thomaidis,Efthimios I. Roumpis,Vassilios N. Karavasnd underwater archaeology as well as prehistoric and historic archaeology; consequently, providing a framework for integrating such diverse topics as trade, resource procurement, habitation, industrial production, and warfare into a holistic study of the past. .Landscape studies foster broader persp作者: organism 時(shí)間: 2025-3-27 21:40
Oussama Chakroun,Ramzi Ben-Abdallahnd underwater archaeology as well as prehistoric and historic archaeology; consequently, providing a framework for integrating such diverse topics as trade, resource procurement, habitation, industrial production, and warfare into a holistic study of the past. .Landscape studies foster broader persp作者: 投票 時(shí)間: 2025-3-28 00:01 作者: nugatory 時(shí)間: 2025-3-28 04:11 作者: orthopedist 時(shí)間: 2025-3-28 08:05
Rafael Weiβbach,Wladyslaw Poniatowski,Guido Zimmermannroviding a framework for integrating such diverse topics as trade, resource procurement, habitation, industrial production, and warfare into a holistic study of the past. .Landscape studies foster broader persp978-1-4614-2888-6978-1-4419-8210-0Series ISSN 1869-6783 Series E-ISSN 1869-6791 作者: 惰性女人 時(shí)間: 2025-3-28 13:50 作者: Aromatic 時(shí)間: 2025-3-28 17:51
Laurence Copeland,Yanhui Zhuroviding a framework for integrating such diverse topics as trade, resource procurement, habitation, industrial production, and warfare into a holistic study of the past. .Landscape studies foster broader persp978-1-4614-2888-6978-1-4419-8210-0Series ISSN 1869-6783 Series E-ISSN 1869-6791 作者: 外貌 時(shí)間: 2025-3-28 19:32
roviding a framework for integrating such diverse topics as trade, resource procurement, habitation, industrial production, and warfare into a holistic study of the past. .Landscape studies foster broader persp978-1-4614-2888-6978-1-4419-8210-0Series ISSN 1869-6783 Series E-ISSN 1869-6791 作者: 無(wú)可爭(zhēng)辯 時(shí)間: 2025-3-29 00:31 作者: Trabeculoplasty 時(shí)間: 2025-3-29 03:19
and time and universal in allowing an understanding of how such complicated regional, interregional and global forces shape a settler society..Through an examination of historical records, town layout and arch978-1-4614-2861-9978-1-4419-8318-3Series ISSN 1574-0439 作者: Coronary-Spasm 時(shí)間: 2025-3-29 07:19
Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
