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（数据与代码）Spectral factor models
1 个回复 - 586 次查看（数据与代码）Spectral factor modelsWe represent risk factors as sums of orthogonal components capturing fluctuations withcycles of different length. The representation leads to novel spectral factor ...2022-10-16 11:08 - Martina904 - 现金交易版

SVAR：时间序列分析 in Matlab 解决SVAR：模型源代码+数据案例+相关论文
1 个回复 - 2092 次查看 SVAR：时间序列分析 in Matlab 解决SVAR：模型代码+数据案例+相关论文，SVAR模型程序代码可直接用 1. Olive Estimating Betas When Factors Are Measured with Eror.pdf 2. MatlabSvar 3.Econometrica 02 nu ...2020-2-6 09:19 - Mujahida - 现金交易版

（数据与代码）Turning alphas into betas Arbitrage and the cross-section of risk
2 个回复 - 806 次查看（数据与代码）Turning alphas into betas Arbitrage and the cross-section of risk2022-10-16 11:39 - Martina904 - 量化投资

Hedge Fund Strategies and Time-Varying Alphas and Betas
2 个回复 - 1144 次查看【作者(必填)】Stein Frydenberg, Kjartan Hrafnkelsson, Vegard Strand Bromseth, and Sjur Westgaard 【文题(必填)】Hedge Fund Strategies and Time-Varying Alphas and Betas 【年份(必填)】Vol. 19, No. ...2017-2-3 05:42 - lopemann - 求助成功区

Choose Your Betas: Benchmarking Alternative Equity Index Strategies (Digest Summ
2 个回复 - 1145 次查看【作者(必填)】Noël Amenc, Felix Goltz, and Ashish Lodh 【文题(必填)】Choose Your Betas: Benchmarking Alternative Equity Index Strategies (Digest Summary) 【年份(必填)】2012 【全文链接或数据 ...2016-6-22 10:07 - 迷途mitu - 求助成功区

From Risk Premia to Smart Betas: A Unified Framework
2 个回复 - 697 次查看【作者(必填)】 Alexandre S. Da Silva and Wai Lee 【文题(必填)】 From Risk Premia to Smart Betas: A Unified Framework【年份(必填)】 The Journal of Portfolio Management Fall 2017, 44 (1) 44-54 【全 ...2018-9-7 00:59 - leosong - 求助成功区

The Cross Section of Expected Returns with MIDAS Betas
2 个回复 - 827 次查看【作者(必填)】Mariano González (a1), Juan Nave (a1) and Gonzalo Rubio 【文题(必填)】The Cross Section of Expected Returns with MIDAS Betas 【年份(必填)】2011 【全文链接或数据库名称(选填)】ht ...2017-4-18 09:39 - MemMao - 求助成功区

Speculative Betas
3 个回复 - 1352 次查看【作者(必填)】HARRISON HONG, DAVID A. SRAER 【文题(必填)】Speculative Betas 【年份(必填)】2016 【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/10.1111/jofi.12431/abstract2017-3-10 09:06 - MemMao - 求助成功区

求Alpha Signals, Smart Betas, and Factor Model Alignment
3 个回复 - 1153 次查看【作者(必填)】Terry Marsh and Paul Pfleiderer 【文题(必填)】Alpha Signals, Smart Betas, and Factor Model Alignment 【年份(必填)】2016 The Journal of Portfolio Management Special QES Issue 2016, Vo ...2016-10-14 16:15 - weilinhy - 求助成功区

Estimating Security Betas Using Prior Information Based on Firm Fundamentals
2 个回复 - 826 次查看【作者(必填)】Mathijs Cosemans 【文题(必填)】Estimating Security Betas Using Prior Information Based on Firm Fundamentals 【年份(必填)】2016 【全文链接或数据库名称(选填)】http://rfs.oxfordjou ...2016-9-19 23:08 - MemMao - 求助成功区

寻求问Prediction of Common Stock Betas
1 个回复 - 947 次查看【作者(必填)】Rosenberg Barr 【文题(必填)】Prediction of Common Stock Betas 【年份(必填)】1985, journal of portfolio management, 12 (2) 【全文链接或数据库名称(选填)】http://www.iijournals.com ...2016-9-3 13:17 - ptjliang - 求助成功区

The ABCs of Hedge Funds: Alphas, Betas, and Costs
3 个回复 - 2606 次查看 The ABCs of Hedge Funds: Alphas, Betas, and Costs2011-11-8 01:30 - 金黄色的风 - 金融学（理论版）

Estimating Betas from Nonsynchronous data
4 个回复 - 1491 次查看【作者(必填)】Scholes, M., Williams, J. (1977) 【文题(必填)】Estimating Betas from Nonsynchronous data 【年份(必填)】1977 【全文链接或数据库名称(选填)】Journal of Financial Economics 5 (3), 3 ...2016-6-13 11:51 - Captain-CUI - 求助成功区

如何检验两组样本的Betas 是否显著不同？
1 个回复 - 1075 次查看在检验调节变量对其它两个变更的调节效应时，将调节变量分为两组，在进行分组回归分析之前，需要检验这两组（方程）的 betas是否具有显著差异性。请问，如何进行这种检验？谢谢！2013-1-19 21:27 - strat - SPSS论坛

Estimating betas from nonsynchronous data
3 个回复 - 2352 次查看 Estimating betas from nonsynchronous data Myron Scholes and Joseph Williams* Journal of Financial Economics Volume 5, Issue 3, December 1977,Pages 309-3272010-12-11 19:23 - mcsyky - 文献求助专区

求文献：Rosenberg ,1985,prediction of comment stock betas
0 个回复 - 1413 次查看如题，谢谢！急，可以以本人所有论坛币奉献2010-4-1 12:36 - xwangg - 文献求助专区

[求助]求论文《Earnings Betas from Nonsynchronous Data》
2 个回复 - 2812 次查看急需论文Earnings Betas from Nonsynchronous Data，怎么找都找不着，请高手帮忙。该论文发表于1977年，journal of financial economics, vol 5, pp305~327,作者：Myron Scholes and Joseph Williams 谢谢！！ [ ...2006-8-12 16:38 - yanxuqi - 商学院

Long- and Short-Run Components of Factor Betas: Implications for Equity Pri...
0 个回复 - 151 次查看 2004-12-9 14:04 - 回归模型882 - Forum

Roughing up Beta: Continuous vs. Discontinuous Betas, and the Cross-Section...
0 个回复 - 250 次查看 2004-11-26 20:53 - 股东权益比率624 - Forum

Forward-Looking Betas-前瞻性的贝塔
0 个回复 - 465 次查看 2004-8-28 17:38 - 情报学722 - Forum

Jumps and Betas: A New Framework for Disentangling and Estimating Systemati...
0 个回复 - 234 次查看 2004-7-31 11:01 - 金融专业464 - Forum

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