Comparing Cross-Section and Time-Series Factor Models 0 个回复 - 947 次查看
Comparing Cross-Section and Time-Series Factor Models
Eugene F. Fama
Booth School of Business, University of Chicago
Kenneth R. French*
Amos Tuck School of Business, Dartmouth College
RFS
We u ...2020-4-25 16:11 - 2464_1576338390 - 论文版
Time-series and cross-sectional momentum, volatility and dispersion 2 个回复 - 2322 次查看
Variations of several momentum strategies are examined in an asset-allocation setting as well as for a set of industry portfolios. Simple models of momentum returns are considered. The difference betw ...2016-11-11 05:35 - ytw1018 - 量化投资
Introduction to Securitization (Frank J. Fabozzi Series) 8 个回复 - 2702 次查看
Introduction to Securitization (Frank J. Fabozzi Series)
http://www.amazon.com/Introduction-Securitization-Frank-J-Fabozzi-ebook/dp/B001P4N45I/ref=sr_1_1_title_1_kin?s=books&ie=UTF8&qid=1407858911&s ...2014-8-13 00:16 - 匿名 - 金融学(理论版)
[下载][PDF]SAS for Forecasting Time Series, Second Edition 113 个回复 - 31836 次查看
SAS for Forecasting Time Series, Second Edition【书名】 SAS for Forecasting Time Series, Second Edition 【作者】John C.; Ph.D. Brocklebank; David A. Dickey【出版社】SAS Publishing【版本】第二版( ...2008-11-3 14:33 - Isscaliu - 商业数据分析
Correcting for Cross‐Sectional and Time‐Series Dependence 1 个回复 - 729 次查看
【作者(必填)】
Ian D. Gow, Gaizka Ormazabal, and Daniel J. Taylor
【文题(必填)】
Correcting for Cross‐Sectional and Time‐Series Dependence in Accounting Research. The Accounting Review: March 20 ...2015-10-17 07:59 - pan1111111 - 求助成功区
introduction to time series and forecasting second edition 2 个回复 - 1037 次查看
introduction to time series and forecasting second edition
Peter J. Brockwell
Richard A. Davis
This book is aimed at the reader who wishes to gain a working knowledge of time
series and forecasti ...2015-3-14 19:47 - 爽爽胖胖 - 经济统计专版
SAS ebook: SAS4; for Forecasting Time Series, Second Edition 7 个回复 - 3568 次查看
a good SAS book:
SAS4; for Forecasting Time Series, Second Edition
Contents
Preface ................................................................................................... ...2010-6-29 07:23 - zgp480 - 商业数据分析
Correcting for Cross‐Sectional and Time‐Series Dependence 3 个回复 - 1427 次查看
【作者(必填)】Ian D. Gow, Gaizka Ormazabal, and Daniel J. Taylor
【文题(必填)】 Correcting for Cross‐Sectional and Time‐Series Dependence in Accounting Research. The Accounting Review: March 201 ...2013-4-20 10:41 - pan1111111 - 求助成功区
原版Analysis of Financial Time Series(Second Edition) 7 个回复 - 1871 次查看
Provides statistical tools and techniques needed to understand today's financial markets The Second Edition of this critically acclaimed text provides a comprehensive and systematic introduction to fi ...2010-9-8 18:28 - cbnakata - 金融学(理论版)
原版Analysis of Financial Time Series(Second Edition) 3 个回复 - 1260 次查看
**** 本内容被作者隐藏 ****Provides statistical tools and techniques needed to understand today's financial markets The Second Edition of this critically acclaimed text provides a comprehensive and sys ...2010-9-8 18:23 - cbnakata - 商业数据分析
Analysis of financial time series(Second Edition) 6 个回复 - 1689 次查看
Analysis of financial time series(Second Edition)
Author: Ruey S. Tsay
包括书里的code
Preface
The subject of financial time series analysis has attracted substantial attention in
recent years, es ...2009-11-30 00:30 - tomatorr - 计量经济学与统计软件
紧急请教高人:关于cross section time series 2 个回复 - 1693 次查看
1. 3个国家,时间长度分别为13\20\18的cross section time series 可否使用 panel data估计?也就是说,序列长度是否太短?
2.利用EVIEWS5.0可否进行cross section time series 估计?2010-1-17 12:47 - srchcn - 计量经济学与统计软件