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手工收集系列珍贵数据集：绿色专利、碳交易市场、环保约谈系列（三）
3 个回复 - 1255 次查看作者经过手工收集系列珍贵数据集和参考相关数据库，整理了中国所有地级市2000/2003—2019年绿色专利、碳市场交易、企业注册、城市气温、环保约谈等珍贵数据集，比较具有代表性和权威性。小编为作者分析方便，此外，分 ...2022-6-30 21:53 - gaoyangxiaoyao - 现金交易版

TVP-VAR-DY R语言软件包及操作手册
21 个回复 - 6024 次查看 TVP-VAR-DY模型 R语言软件包代码及ｗｏｒｄ操作手册基于ＴＶＰ　－ＶＡＲ　模型算出DY溢出指数。可以输出总溢出指数、各个指标溢出情况、各个指标溢入情况、各个指标净溢出数据和图形。已成功采用该代码得出８个 ...2022-6-5 16:53 - 大0小2 - 现金交易版

LT-TVP-VAR模型OX程序
8 个回复 - 3233 次查看 TVP-VAR模型已经烂大街了，是个人都在用这个方法做实证，想发出来论文的难度可想而知，而Latent threshold time-varying VAR models （LT-TVP-VAR）模型在国内做实证分析并发表出来的论文寥寥无几，想发核心期刊的欲 ...2020-6-2 21:57 - 小树林儿 - 现金交易版

Modeling Time-Varying Tail Dependence, with Application to Systemic Risk Forecas
1 个回复 - 400 次查看【作者(必填)】Yannick Hoga 【文题(必填)】Modeling Time-Varying Tail Dependence, with Application to Systemic Risk Forecasting 【年份(必填)】2022 【全文链接或数据库名称(选填)】https://academic ...2022-10-30 15:56 - hnhs100 - 求助成功区

Time-varying dependence dynamics between international commodity prices and Aust
1 个回复 - 603 次查看【作者(必填)】Aviral KumarTiwari, Emmanuel Joel AikinsAbakah, Nana KwasiKarikari, ShawkatHammoudeh 【文题(必填)】Time-varying dependence dynamics between international commodity prices and Australian ...2022-3-10 08:25 - Terry950901 - 求助成功区

Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hed
3 个回复 - 1151 次查看【作者(必填)】 23 【文题(必填)】 Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures【年份(必填)】 23 【全文链接或数据库名称(选填)】https:// ...2021-3-17 22:51 - internet.hzx - 求助成功区

The Effect of Dependence on European Market Risk. A Nonparametric Time Varying A
1 个回复 - 780 次查看【作者(必填)】 23 【文题(必填)】 The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://amstat.tandfonlin ...2022-3-2 11:35 - internet.hzx - 求助成功区

Cox 回归如何达到time-varying term 的CI？
1 个回复 - 511 次查看生存时间的cutoff天数是2000天，如何得出time-varying interaction term 的CI？在网上查了要用hazardratio command 但是出来的interaction 的HR怎么不对以下是code： proc surveyphreg data=final; class smok ...2022-1-23 11:33 - miffy126 - SAS专版

The Effect of Dependence on European Market Risk. A Nonparametric Time Varying A
6 个回复 - 810 次查看【作者(必填)】 23 【文题(必填)】 The Effect of Dependence on European Market Risk. A Nonparametric Time Varying Approach 【年份(必填)】 23 【全文链接或数据库名称(选填)】 https://amstat.tandfonl ...2021-6-2 21:40 - internet.hzx - 求助成功区

Hedge Fund Strategies and Time-Varying Alphas and Betas
2 个回复 - 1119 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

Time-varying cointegration and the Kalman filter
1 个回复 - 605 次查看【作者(必填)】 2323 【文题(必填)】 Time-varying cointegration and the Kalman filter 【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/full/10.1080/07474938.2020.1 ...2021-6-18 19:04 - internet.hzx - 求助成功区

Stochastic Model Specification Search for Time-Varying Parameter VARs
1 个回复 - 415 次查看【作者(必填)】 23 【文题(必填)】 Stochastic Model Specification Search for Time-Varying Parameter VARs[/backcolor] 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi ...2021-6-17 02:54 - internet.hzx - 求助成功区

Testing explosive bubbles with time-varying volatility
1 个回复 - 369 次查看【作者(必填)】 23 【文题(必填)】 Testing explosive bubbles with time-varying volatility 【年份(必填)】 232 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/full/10.1080/07474938.201 ...2021-6-17 03:24 - internet.hzx - 求助成功区

TVP－VAR (Time-varying parameter VAR时变参数向量自回归) 模型实证实现手稿
67 个回复 - 48519 次查看俺学习了TVP-VAR，并仿照编写了code，然后跑出了结果，喜悦之余，就粘贴上来，自娱的同时，也和坛子里的各位朋友分享。 1 IntroductionTVP-VAR(Time-VaryingParameter Vector AutoRegression) is the pack ...2013-11-4 09:41 - gssdzc - MATLAB等数学软件专版

如何用STATA做Time-varying term
0 个回复 - 506 次查看数据是调查问卷 Cox 得用SVY 但是TVC不能用啊求大佬们指点谢谢2021-12-11 08:12 - miffy126 - Stata专版

Time-varying dynamics of expected shortfall in commodity futures markets
1 个回复 - 628 次查看【作者(必填)】 23 【文题(必填)】 Time-varying dynamics of expected shortfall in commodity futures markets【年份(必填)】 323 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/doi/abs/1 ...2021-6-13 23:09 - internet.hzx - 求助成功区

Modeling asset returns under time-varying semi-nonparametric distributions
1 个回复 - 522 次查看【作者(必填)】 23 【文题(必填)】 Modeling asset returns under time-varying semi-nonparametric distributions【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/ar ...2021-6-13 17:28 - internet.hzx - 求助成功区

Risk Estimation with a Time-Varying Probability of Zero Returns
1 个回复 - 563 次查看【作者(必填)】 23 【文题(必填)】 Risk Estimation with a Time-Varying Probability of Zero Returns【年份(必填)】 232 【全文链接或数据库名称(选填)】https://academic.oup.com/jfec/advance-article-abst ...2021-6-13 11:06 - internet.hzx - 文献求助专区

flexpaneldid - A Stata Command for Causal Analysis with Varying Treatment Time a
4 个回复 - 701 次查看【作者(必填)】 Eva DettmannAlexander GieblerAntje Weyh 【文题(必填)】 flexpaneldid - A Stata Command for Causal Analysis with Varying Treatment Time and Duration 【年份(必填)】 2019 【全文链接或 ...2021-5-28 20:16 - chenqiuyaopk - 求助成功区

The time-varying linkages between global oil market and China's
1 个回复 - 370 次查看【作者(必填)】 23 【文题(必填)】 The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analyses【年份(必填)】 23 【全文链接或数据库名称(选 ...2021-2-26 09:27 - internet.hzx - 求助成功区

Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hed
1 个回复 - 501 次查看【作者(必填)】 23 【文题(必填)】 Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures【年份(必填)】 23 【全文链接或数据库名称(选填)】https:// ...2021-2-24 13:10 - internet.hzx - 求助成功区

Return attribution of actively managed or time-varying portfolios
3 个回复 - 744 次查看【作者(必填)】BO Arnarson, S Karason, HO Haraldsson 【文题(必填)】 Return attribution of actively managed or time-varying portfolios【年份(必填)】 2003, 【全文链接或数据库名称(选填)】2017-12-8 15:49 - ssylzz - 求助成功区

Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
1 个回复 - 501 次查看【作者(必填)】 Author links open overlay panelDeguiLi[/backcolor] 【文题(必填)】 Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression【年份(必填)】 2019 【全文链接或数据库名 ...2019-12-8 23:19 - internet.hzx - 求助成功区

Time-varying quantile association regression model with applications to financia
2 个回复 - 633 次查看【作者(必填)】 23 【文题(必填)】 Time-varying quantile association regression model with applications to financial contagion and VaR【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.s ...2019-11-30 18:27 - internet.hzx - 求助成功区

Correlated ARCH (CorrARCH): Modelling the time-varying conditional correlation b
1 个回复 - 355 次查看【作者(必填)】 23 【文题(必填)】 Correlated ARCH (CorrARCH): Modelling the time-varying conditional correlation between financial asset returns【年份(必填)】 23 【全文链接或数据库名称(选填)】 ht ...2019-11-29 16:59 - internet.hzx - 求助成功区

Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads
2 个回复 - 1257 次查看【作者(必填)】 Patton 【文题(必填)】 Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads【年份(必填)】 2018 【全文链接或数据库名称(选填)】https://www.tandfonline.com/d ...2018-7-30 21:39 - internet.hzx - 求助成功区

Time-varying quantile association regression model with applications to financia
2 个回复 - 515 次查看【作者(必填)】 23 【文题(必填)】 Time-varying quantile association regression model with applications to financial contagion and VaR【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sci ...2019-5-29 00:29 - internet.hzx - 求助成功区

Portfolio value-at-risk estimation in energy futures markets with time-varying c
2 个回复 - 402 次查看【作者(必填)】 23 【文题(必填)】 Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model【年份(必填)】 23 【全文链接或数据库名称(选填)】https://link.spri ...2019-5-8 19:14 - internet.hzx - 求助成功区

THE TIME-VARYING CAUSAL RELATIONSHIP BETWEEN INTERNATIONAL CAPITAL FLOWS AND THE
5 个回复 - 641 次查看【作者(必填)】YANPING ZHAO, XIAOYAN LI and JAKOB dE HAAN 【文题(必填)】THE TIME-VARYING CAUSAL RELATIONSHIP BETWEEN INTERNATIONAL CAPITAL FLOWS AND THE REAL EFFECTIVE EXCHANGE RATE: NEW EVIDENCE FO ...2019-3-26 15:35 - qupipizyp - 求助成功区

Value at Risk with time varying variance, skewness and kurtosis
1 个回复 - 560 次查看【作者(必填)】Anders Wilhelmsson 【文题(必填)】Value at Risk with time varying variance, skewness and kurtosis—the NIG‐ACD model 【年份(必填)】2009 【全文链接或数据库名称(选填)】https://onlin ...2019-4-19 21:06 - hnhs100 - 求助成功区

The poles and zeros of a linear time-varying system
4 个回复 - 1034 次查看【作者(必填)】【文题(必填)】The poles and zeros of a linear time-varying system 【年份(必填)】【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/00243795889016812011-12-29 16:37 - chaoyang712 - 求助成功区

文献求助+Peaker Outsourcing for Service Systems with Time-Varying Arrival Rates
2 个回复 - 950 次查看【作者(必填)】 Bondareva, M.; Seidmann, A. 【文题(必填)】Peaker Outsourcing for Service Systems with Time-Varying Arrival Rates 【年份(必填)】2012 【全文链接或数据库名称(选填)】2012 45th ...2013-5-21 15:15 - wwltm - 求助成功区

悬赏Time-Varying Risk Premiums and Term Premiums in Commodity Futures
1 个回复 - 524 次查看【作者(必填)】 Denis B. Chaves 【文题(必填)】 Time-Varying Risk Premiums and Term Premiums in Commodity Futures 【年份(必填)】2017 【全文链接或数据库名称(选填)】https://jai.iijournals.com/con ...2019-1-29 16:19 - pengerge - 求助成功区

The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Applica
5 个回复 - 573 次查看【作者(必填)】 Joshua C. C. Chan[/backcolor] 【文题(必填)】 The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling【年份(必填)】 2017 【全文链接 ...2017-6-15 09:48 - internet.hzx - 求助成功区

Industry Rotation and Time-Varying Sensitivity by VIX
1 个回复 - 878 次查看【作者(必填)】Maggie Copeland, Michael Copeland and Thomas Copeland 【文题(必填)】Industry Rotation and Time-Varying Sensitivity by VIX 【年份(必填)】2018 【全文链接或数据库名称(选填)】http:/ ...2018-10-21 18:28 - 迷途mitu - 求助成功区

Co-movements among major European exchange rates: A multivariate time-varying as
1 个回复 - 491 次查看【作者(必填)】 33 【文题(必填)】 Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach【年份(必填)】 33 【全文链接或数据库名称(选填)】https://www.scien ...2018-8-22 19:59 - internet.hzx - 求助成功区

Determinants of time varying co-movements among international stock markets duri
1 个回复 - 479 次查看【作者(必填)】 AsmaMobareka[/backcolor]GulnurMuradoglu[/backcolor] 【文题(必填)】 Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods【年 ...2018-8-22 19:49 - internet.hzx - 求助成功区

A new time-varying optimal copula model identifying the dependence across market
1 个回复 - 837 次查看【作者(必填)】 2 【文题(必填)】 A new time-varying optimal copula model identifying the dependence across markets【年份(必填)】 2 【全文链接或数据库名2称(选填)】https://www.tandfonline.com/doi/ab ...2018-8-21 18:43 - internet.hzx - 求助成功区

Trends, unit roots, structural changes, and time-varying asymmetries
1 个回复 - 465 次查看【作者(必填)】Sandberg, Rickard 【文题(必填)】Trends, unit roots, structural changes, and time-varying asymmetries in U.S. macroeconomic data: the Stock and Watson data re-examined 【年份(必填)】 ...2018-6-16 16:40 - hkswen - 求助成功区

Stochastic Model Specification Search for Time-Varying Parameter VARs
1 个回复 - 504 次查看【作者(必填)】Eric Eisenstat, Joshua C. C. Chan & Rodney W. Strachan (2016) 【文题(必填)】Stochastic Model Specification Search for Time-Varying Parameter VARs 【年份(必填)】2016 【全文链接或 ...2018-4-18 09:14 - limingmingli - 求助成功区

A new time-varying optimal copula model identifying the dependence across market
1 个回复 - 638 次查看【作者(必填)】 d 【文题(必填)】 A new time-varying optimal copula model identifying the dependence across markets【年份(必填)】 2016 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/ ...2018-4-4 03:06 - internet.hzx - 求助成功区

Estimation of Time-Varying Origin–Destination Patterns
1 个回复 - 441 次查看【作者(必填)】 Xianfeng Yang 【文题(必填)】 Estimation of Time-Varying Origin–Destination Patterns for Design of Multipath Progression on a Signalized Arterial 【年份(必填)】 2017 【全文链接或数 ...2018-2-6 10:21 - peterxu1969 - 求助成功区

Household Response to Time-Varying Electricity Prices （Annual Review of Resourc
1 个回复 - 435 次查看【作者(必填)】Matthew Harding and Steven Sexton 【文题(必填)】Household Response to Time-Varying Electricity Prices 【年份(必填)】2017 【全文链接或数据库名称(选填)】http://www.annualreviews.o ...2018-1-19 14:20 - xyang173 - 求助成功区

A finite-time recurrent neural network for solving online time-varying Sylv..
0 个回复 - 458 次查看摘要：A finite-time recurrent neural network for solving online time-varying Sylvester matrix equation based on a new evolution formula Springer NetherlandsNonlinear Dynamicsdoi:10.1007/s11071-017-375 ...2017-12-31 13:30 - DL-er - 人工智能论文版

Consumption Adjustment under Time-Varying Income Uncertainty
2 个回复 - 373 次查看【作者(必填)】 Joon-Ho Hahm[/backcolor], [/backcolor]Douglas G. Steigerwald[/backcolor] 【文题(必填)】 Consumption Adjustment under Time-VaryingIncome Uncertainty 【年份(必填)】 The Review of ...2019-12-17 15:04 - 1012124855 - 求助成功区

Interpretation on Interactions with Time-varying Predictors
4 个回复 - 1478 次查看 I have a conceptual question regarding interactions with time-varying predictors. Suppose I estimate a two-level longitudinal model predicting Y as a function of TIME (@ level 1) and X (also @ level-1 ...2014-1-12 05:32 - Nicolle - HLM专版

[讨论]Multilevel Model with Time-Varying Predictor using Stata?
1 个回复 - 1706 次查看 Hi all, I'm trying to figure out how to set-up a multilevel model to predict monthly health outcomes with a time-varying predictor of interest using Stata? The model is specified as follows: ...2014-1-5 11:57 - Trevor - HLM专版

Shocks versus Responsiveness: What Drives Time-Varying Dispersion
1 个回复 - 404 次查看【作者(必填)】David Berger Northwestern University and National Bureau of Economic Research Joseph Vavra University of Chicago and National Bureau of Economic Research 【文题(必填)】Shocks ver ...2019-11-25 16:51 - wuyu0405 - 求助成功区

求助Measuring and forecasting time varying liquitry电子版一份
2 个回复 - 528 次查看【作者(必填)】 Engel R, Lange J 【文题(必填)】 Measuring and forecasting time varying liquitry 【年份(必填)】1997 [hr]【全文链接或数据库名称(选填)】2017-9-29 23:37 - 徒步在原野 - 求助成功区

Analysis and Identification of Time-Invariant Systems, Time-Varying Systems, and
10 个回复 - 1155 次查看 2016 | ISBN-10: 3319266829 | 426 pages | PDF | 9 MB This book introduces a new set of orthogonal hybrid functions (HF) which approximates time functions in a piecewise linear manner which is ...2017-11-12 23:25 - igs816 - MATLAB等数学软件专版

Time-Varying Systemic Risk: Evidence from a Dynamic Copula Model of CDS Spreads
10 个回复 - 972 次查看【作者(必填)】Oh and Patton 【文题(必填)】Time-Varying Systemic Risk: Evidence from a Dynamic Copula Model of CDS Spreads 【年份(必填)】2016 【全文链接或数据库名称(选填)】JBES正式版2017-11-6 20:35 - byliu - 求助成功区

Time series analysis of long memory versus structural breaks: a time-varying mem
4 个回复 - 795 次查看【作者(必填)】【文题(必填)】【年份(必填)】【全文链接或数据库名称(选填)】2017-9-5 15:34 - 肖恩同学 - 求助成功区

Modeling Systemic Risk: Time-Varying Tail Dependence When Forecasting Marginal E
9 个回复 - 1253 次查看【作者(必填)】 sdf 【文题(必填)】 Modeling Systemic Risk: Time-Varying Tail Dependence When Forecasting Marginal Expected Shortfall【年份(必填)】 2017 【全文链接或数据库名称(选填)】https://academ ...2017-9-8 00:58 - internet.hzx - 求助成功区

A new time-varying optimal copula model identifying the dependence across market
1 个回复 - 443 次查看【作者(必填)】 BY Liu, Q Ji, Y Fan 【文题(必填)】 A new time-varying optimal copula model identifying the dependence across markets【年份(必填)】 2017 【全文链接或数据库名称(选填)】http://www.tan ...2017-8-25 09:10 - internet.hzx - 求助成功区

Time-varying systemic risk: Evidence from a dynamic copula model of cds spreads
1 个回复 - 456 次查看【作者(必填)】 Patton 【文题(必填)】 Time-varying systemic risk: Evidence from a dynamic copula model of cds spreads【年份(必填)】 2017 【全文链接或数据库名称(选填)】http://www.tandfonline.com/do ...2017-8-25 09:06 - internet.hzx - 求助成功区

Time-Varying Effect Modeling to Address New Questions in Behavioral Researc
2 个回复 - 621 次查看【作者(必填)】 Stephanie T Lanza 【文题(必填)】 Time-Varying Effect Modeling to Address New Questions in Behavioral Research: Examples in Marijuana Use【年份(必填)】 2016 【全文链接或数据库名称( ...2017-8-7 16:21 - yuanhaixia - 求助成功区

Dependence between Non-Energy Commodity Sectors Using Time-Varying Extreme Value
1 个回复 - 398 次查看【作者(必填)】 Zayneb Attaf1,, [/backcolor]Ahmed Ghorbel1, [/backcolor]Younes Boujelbène1 【文题(必填)】 Dependence between Non-Energy Commodity Sectors Using Time-Varying Extreme Value Copula Met ...2017-8-2 09:23 - internet.hzx - 求助成功区

Using big data to model time-varying effects for market resource (re)allocation
2 个回复 - 717 次查看【作者(必填)】Alok R. Saboo, V. Kumar, and Insu Park 【文题(必填)】Using big data to model time-varying effects for market resource (re)allocation 【年份(必填)】2016 【全文链接或数据库名称(选 ...2017-7-20 09:20 - yuanhaixia - 求助成功区

Time-varying higher-order conditional moments and forecasting intraday VaR and E
1 个回复 - 629 次查看【作者(必填)】 A. TolgaErgünOpens the author workspaceOpens the author workspace. Author links open the author workspace.JongbyungJun 【文题(必填)】 Time-varying higher-order conditional moments a ...2017-7-9 11:40 - internet.hzx - 求助成功区

A new time-varying optimal copula model identifying the dependence across market
1 个回复 - 1506 次查看《A new time-varying optimal copula model identifying the dependence across markets》此片论文发表在2017年Quantitative Finance上。作者采用一种时变最佳Copula模型（time-varying optimal copula model） ...2017-6-7 07:02 - DuShu16 - 金融学（理论版）

The exchange rate and macroeconomic determinants: Time-varying transitional dyna
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Gold prices and exchange rates: a time-varying copula analysis
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Time-Varying Transition Probabilities for Markov Regime Switching Models
1 个回复 - 1035 次查看【作者(必填)】Marco Bazzi1, Francisco Blasques2, Siem Jan Koopman2,3,* andAndre Lucas2 【文题(必填)】Time-Varying Transition Probabilities for Markov Regime Switching Models 【年份(必填)】2016 ...2017-4-28 09:25 - hnhs100 - 求助成功区

请教time varying beta，谢谢
2 个回复 - 952 次查看请问使用 conditional capm估价时，可否通过不同的时间序列模型来计算time varying beta? 比如使用不同GARCH 模型分别估算index和个股portfolio的var,或者一个使用GARCH family另一个使用kalman filter？谢谢2017-4-19 08:48 - habitat - 量化投资

Return Attribution of Actively Managed or Time-Varying Portfolios
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The time-varying and asymmetric dependence between crude oil spot and futures ma
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A Capital Asset Pricing Model with Time-Varying Covariances
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Time-varying correlations and interrelations: Firm-level-based sector evidence
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Time-varying managerial overconfidence and corporate debt maturity structure
1 个回复 - 664 次查看【作者(必填)】 Ali Ataullah 【文题(必填)】 Time-varying managerial overconfidence and corporate debt maturity structure【年份(必填)】 2016 【全文链接或数据库名称(选填)】http://www.tandfonline.com ...2017-3-31 17:23 - waterup - 求助成功区

Time-varying quantile association regression model with applications to financia
3 个回复 - 768 次查看【作者(必填)】 Wuyi Yea, , Kebing Luoa, , Xiaoquan Liu【文题(必填)】 Time-varying quantile association regression model with applications to financial contagion and VaR【年份(必填)】 2016 【全文链 ...2016-12-22 16:06 - internet.hzx - 求助成功区

Asset price momentum and monetary policy: time-varying parameter estimation of T
1 个回复 - 532 次查看【作者(必填)】 Ramaprasad Bhar & A. G. Malliaris 【文题(必填)】Asset price momentum and monetary policy: time-varying parameter estima ...2017-3-22 10:20 - zx8387 - 求助成功区

Time‐Varying Risk Premium in Large Cross‐Sectional Equity Data Sets
2 个回复 - 646 次查看【作者(必填)】 P Gagliardini, E Ossola, O Scaillet 【文题(必填)】 Time‐Varying Risk Premium in Large Cross‐Sectional Equity Data Sets 【年份(必填)】 2016 【全文链接或数据库名称(选填)】 Econom ...2017-3-13 23:12 - freiburgskirt - 求助成功区

Panel conditional and multinomial logit with time-varying parameters
2 个回复 - 840 次查看【作者(必填)】【文题(必填)】Panel conditional andmultinomial logit with time-varying parameters 【年份(必填)】2015 【全文链接或数据库名称(选填)】2017-2-24 01:04 - 2行者8805 - 求助成功区

Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model
2 个回复 - 1772 次查看【作者(必填)】Engle, Lilien and Robins 【文题(必填)】Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model 【年份(必填)】1987 【全文链接或数据库名称(选填)】http://www.js ...2013-9-29 18:50 - 天上白玉京 - 求助成功区

Predicting Stock Market Returns with Time-Varying Models and Parameters
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An Alternative Maximum Entropy Model for Time-Varying Moments with Application t
4 个回复 - 628 次查看【作者(必填)】Klaus Herrmann1 / Matthias Fischer2 【文题(必填)】An Alternative Maximum Entropy Model for Time-Varying Moments with Application to Financial Returns 【年份(必填)】2010 【全文链 ...2017-1-6 20:23 - runman - 求助成功区

Inhomogeneous Dependence Modeling with Time-Varying Copulae
2 个回复 - 915 次查看【作者(必填)】 nzo Giacomini[/backcolor], Wolfgang Härdle[/backcolor] & Vladimir Spokoiny[/backcolor] 【文题(必填)】 Inhomogeneous Dependence Modeling with Time-Varying Copulae[/backcolor]【年 ...2016-12-24 13:00 - internet.hzx - 求助成功区

求 Time-varying volatility asymmetry: a conditioned HAR-RV (CJ) EGARCH-M model
5 个回复 - 1267 次查看【作者(必填)】Ceylan Ö. 【文题(必填)】 Time-varying volatility asymmetry: a conditioned HAR-RV (CJ) EGARCH-M model[J] 【年份(必填)】2014 【全文链接或数据库名称(选填)】. The Journal of Ri ...2016-10-12 22:55 - weilinhy - 求助成功区

Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets
1 个回复 - 952 次查看此篇是GAGLIARDINI, OSSOLA, 和SCAILLET在2016年发表在Econometrica的一篇论文。作者创造一种新的计量模型来评估动态风险溢价。 Abstact: We develop an econometric methodology to infer the path of risk p ...2016-9-21 04:32 - DuShu16 - 金融学（理论版）

Time-varying effects of oil supply shocks on the US economy
1 个回复 - 1021 次查看【作者(必填)】【文题(必填)】Time-varying effects of oil supply shocks on the US economyC Baumeister, G Peersman - American Economic Journal: …, 2013 - ingentaconnect.com 【年份(必填)】【全 ...2016-9-10 16:25 - 金融坦然 - 求助成功区

求Estimation of semivarying coefficient time series models with ARMA errors
2 个回复 - 993 次查看【作者(必填)】Huang Lei, Yingcun Xia, and Xu Qin 【文题(必填)】Estimation of semivarying coefficient time series models with ARMA errors 【年份(必填)】2016 【全文链接或数据库名称(选填)】 [ ...2016-8-15 18:00 - weilinhy - 求助成功区

Time-Varying Ambiguity and Asset Pricing Puzzles
1 个回复 - 968 次查看【作者(必填)】 zhan shi 【文题(必填)】Time-Varying Ambiguity and Asset Pricing Puzzles 【年份(必填)】 2014 【全文链接或数据库名称(选填)】2016-4-6 17:32 - shizelong - 文献求助专区

Production frontiers, panel data, and time-varying technical inefficiency
1 个回复 - 1248 次查看【作者(必填)】Subal C. Kumbhakar 【文题(必填)】Production frontiers, panel data, and time-varying technical inefficiency 【年份(必填)】Journal of EconometricsVolume 46, Issues 1–2, October–Nov ...2016-6-14 11:14 - hiderm - 求助成功区

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