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Minimax D-optimal designs for multivariate regression models with multi-factors
3 个回复 - 814 次查看【作者(必填)】Lucy L.Gaoa[/backcolor]JulieZhou[/backcolor] 【文题(必填)】Minimax D-optimal designs for multivariate regression models with multi-factors 【年份(必填)】2020 【全文链接或数据库名称 ...2020-4-8 19:43 - ozj9325 - 求助成功区

Study of Dynamic Multifactor Model Application In China A-Shares
0 个回复 - 701 次查看【作者(必填)】 Ying Lan 【文题(必填)】 Study of Dynamic Multifactor Model Application In China A-Shares【年份(必填)】 2022 【全文链接或数据库名称(选填)】 The Journal of Investing joi.2022.1.223; ...2022-2-10 21:10 - jiangwulian7 - 文献求助专区

Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term St
1 个回复 - 429 次查看【作者(必填)】Ren-Raw Chen and Louis Scott 【文题(必填)】Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term Structure of Interest Rates 【年份(必填)】1993 【全文链接 ...2020-5-20 15:42 - tony_mxl - 求助成功区

Multi-factor Models and Signal Processing Techniques
41 个回复 - 5406 次查看 Can we make money by reading this?Why not give a try? In this context, advanced tools and methods from signal processing – the branch of science and engineering that deals with the modeling and an ...2015-6-11 14:05 - leosong - 量化投资

Multifactor Equity Risk Models and Their Applications
1 个回复 - 426 次查看【作者(必填)】Anthony Lazanas PhD[/backcolor] António Baldaque da Silva PhD[/backcolor] Arne D. Staal PhD[/backcolor] Cenk Ural PhD[/backcolor] 【文题(必填)】Multifactor Equity Risk Mod ...2019-9-23 14:03 - sgping - 文献求助专区

悬赏MSCI-THE MSCI MULTI-ASSET CLASS FACTOR MODEL
4 个回复 - 1723 次查看【作者(必填)】 SHEPARD Peter, DEMOND Andrew, ZHOU Chenlu , XIAO Limin 【文题(必填)】 THE MSCI MULTI-ASSET CLASS FACTOR MODEL 【年份(必填)】 2019 【全文链接或数据库名称(选填)】 https://www.m ...2019-1-7 13:52 - pengerge - 文献求助专区

[求助]MAXIMUM LIKELIHOOD ESTIMATION FOR A MULTIFACTOR EQUILIBRIUM MODEL OF THE TER
11 个回复 - 6492 次查看篇号：题名：MAXIMUM LIKELIHOOD ESTIMATION FOR A MULTIFACTOR EQUILIBRIUM MODEL OF THE TERM STRUCTURE OF INTEREST RATES作者： REN-RAW CHEN; LOUIS SCOTT期刊全称或缩写：The Journal of Fixed Income年份， ...2008-5-8 06:23 - summerye - 文献求助专区

Modelling non-stationary multivariate time series of counts via common factors
1 个回复 - 419 次查看【作者(必填)】Wang, Fangfang; Wang, Haonan 【文题(必填)】Modelling non-stationary multivariate time series of counts via common factors 【年份(必填)】2018 【全文链接或数据库名称(选填)】2019-1-22 15:59 - 我来了 - 求助成功区

2008 《multi-factor quantitative model》
2 个回复 - 1510 次查看 2017-5-12 20:19 - tjuzzh - 量化投资

Locally and maximin optimal designs for multi-factor nonlinear models
2 个回复 - 1144 次查看【作者(必填)】C. Rodrígueza*, I. Ortiza & I. Martíneza 【文题(必填)】Locally and maximin optimal designs for multi-factor nonlinear models 【年份(必填)】2014 【全文链接或数据库名称(选填)】h ...2014-7-18 10:56 - ozj9325 - 求助成功区

Locally and maximin optimal designs for multi-factor nonlinear models
2 个回复 - 1007 次查看【作者(必填)】C. Rodrígueza*, I. Ortiza & I. Martíneza 【文题(必填)】Locally and maximin optimal designs for multi-factor nonlinear models 【年份(必填)】2014 【全文链接或数据库名称(选填)】h ...2014-7-18 10:54 - ozj9325 - 求助成功区

Quants Beyond Multi-factor Models
2 个回复 - 916 次查看 Quants Beyond Multi-factor Models2017-7-24 10:38 - accumulation - 金融学（理论版）

R-optimal designs for multi-factor models with heteroscedastic errors
1 个回复 - 396 次查看【作者(必填)】Lei HeRong-Xian Yue 【文题(必填)】R-optimal designs for multi-factor models with heteroscedastic errors 【年份(必填)】2017 【全文链接或数据库名称(选填)】https://link.springer.co ...2017-8-3 17:39 - ozj9325 - 求助成功区

Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Marke
1 个回复 - 789 次查看【作者(必填)】 obert C. Jung[/backcolor], Roman Liesenfeld[/backcolor] & Jean-François Richard[/backcolor] 【文题(必填)】 Dynamic Factor Models for Multivariate Count Data: An Application to S ...2016-12-24 13:21 - internet.hzx - 求助成功区

Higher order comoments of multifactor models and asset allocation
2 个回复 - 817 次查看【作者(必填)】 [*]Kris Boudta, b, , [*]Wanbo Luc, , , [*]Benedict Peetersd, 【文题(必填)】 Higher order comoments of multifactor models and asset allocation【年份(必填)】 2015 【全文链接或 ...2016-4-7 18:09 - internet.hzx - 求助成功区

ARBITRAGE-FREE MULTIFACTOR TERM STRUCTURE MODELS
3 个回复 - 1296 次查看仅供参考来源：Mathematical Finance, Vol. 23, No. 4 (October 2013), 659–6862013-11-4 05:00 - 陈肃1990 - 金融工程（数量金融）与金融衍生品

[100 Multilevel Questions]Factor Scores Level 2 in a Multilevel Model
0 个回复 - 1624 次查看 My question is twofold and concerns weighting in multilevel models and using factor scores as predictors on level 2. I want to estimate (using the meologit command in Stata 13) a multilevel model ...2014-3-14 02:49 - Nicolle - HLM专版

求文献Hierarchically nested factor model from multivariate data
1 个回复 - 919 次查看【作者(必填)】M. Tumminello, F. Lillo and R. N. Mantegna 【文题(必填)】Hierarchically nested factor model from multivariate data【年份(必填)】2007 【全文链接或数据库名称(选填)】http://iopscience ...2014-9-28 20:43 - kylili - 求助成功区

A note on R-optimal designs for multi-factor models
2 个回复 - 648 次查看【作者(必填)】 [*]Xin Liua, , , [*]Rong-Xian Yueb, c, [*]Kashinath Chatterjee 【文题(必填)】A note on R-optimal designs for multi-factor models 【年份(必填)】2013 【全文链接或数据库名称(选 ...2013-10-25 21:08 - ozj9325 - 求助成功区

Applying Multigroup Confirmatory Factor Models for Continuous Outcomes to Likert
1 个回复 - 833 次查看【作者(必填)】Gitta H. Lubke & Bengt O. Muthén 【文题(必填)】Applying Multigroup Confirmatory Factor Models forContinuous Outcomes to Likert Scale Data Complicates Meaningful Group Comparisons ...2013-10-19 21:31 - Renesmee8989 - 求助成功区

一道multifactor model 的问题，在线等求高手解答啊！
0 个回复 - 618 次查看卡在了第三问，有没有高手知道怎么做呢？2013-3-27 23:25 - 8wy023130 - 爱问频道

multi factor cox ingersoll ross models of the term structure :Estimates and test
1 个回复 - 982 次查看【作者(必填)】RR Chen, L Scott 【文题(必填)】multi factor cox ingersoll ross models of the term structure :Estimates and tests from a kalman filter model 【年份(必填)】The Journal of Real Estat ...2013-3-13 20:34 - ssylzz - 求助成功区

A Multifactor Model of Credit Spreads
0 个回复 - 1059 次查看 A Multifactor Model of Credit Spreads2012-11-25 18:37 - ditto - 投资人（实务版）

Craig MacKinlay资本资产定价论文Multifactor models
2 个回复 - 1734 次查看多因素模型不能解释对资本资产定价模型的偏离，Multifactor models do not explain deviations from the CAPM，MacKinlay, A. Craig， Journal of Financial Economics，1995（38) Abstract A number of studies h ...2009-6-25 01:37 - zhaohailei - 金融学（理论版）

Performance of Multi-factor Term Structure Models for Interest Rates
3 个回复 - 939 次查看【作者(必填)】Lee, Yu-Feng; Liu, Fang-I. 【文题(必填)】"Performance of Multi-factor Term Structure Models for Interest Rates: Evidence on U.S. Treasury Market "Empirical Economics Letters, v. ...2012-2-26 15:25 - liuchunhaigreat - 文献求助专区

The multi-state latent factor intensity model for credit rating transitions
2 个回复 - 1026 次查看【题名】：The multi-state latent factor intensity model for credit rating transitions 【作者】：Siem Jan Koopman (s.j.koopman@feweb.vu.nl), Andre Lucas (alucas@feweb.vu.nl) and Andre An ...2011-11-16 22:02 - 硬通货 - 文献求助专区

The structure of multifactor equity risk models
0 个回复 - 970 次查看 The structure of multifactor equity risk models2011-11-6 15:53 - 金黄色的风 - 金融学（理论版）

Northfield Multifactor Model
3 个回复 - 2267 次查看 Northfield Fundamental Equity Risk Model，构建多因子模型用。2011-4-26 16:19 - sjdkuhn - 金融工程（数量金融）与金融衍生品

300币求"Multifactor models of the term structure of interest rates"
2 个回复 - 1682 次查看 Title: Multifactor models of the term structure of interest rates Authors: El Karoui, Nicole Lacoste, Vincent Centre d'Etudes et de Recherche de l'Ecole Superieure des Sciences Economiques et ...2010-10-8 15:00 - summerye - 悬赏大厅

Rough electricity: a new fractal multi-factor model of electricity spot pri...
0 个回复 - 235 次查看 2004-12-2 16:49 - 张量分析866 - Forum

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