结果：找到“log\_ret”相关内容11个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
A Phenomenological Interpretation of WangYang-ming’s Philosophy
2 个回复 - 861 次查看 【作者(必填)】 林丹 【文题(必填)】 A Phenomenological Interpretation of WangYang-ming’s Philosophy 【年份(必填)】 2005 【全文链接或数据库名称(选填)】 http://www.cnki.net/KCMS/detail/detail.asp ...2013-1-25 23:07 - huyifei - 求助成功区
2 个回复 - 861 次查看 【作者(必填)】 林丹 【文题(必填)】 A Phenomenological Interpretation of WangYang-ming’s Philosophy 【年份(必填)】 2005 【全文链接或数据库名称(选填)】 http://www.cnki.net/KCMS/detail/detail.asp ...2013-1-25 23:07 - huyifei - 求助成功区
[求救证明] 如何用simple returns 证明 log returns ?? [计量经济学]
2 个回复 - 1464 次查看 From: Analysis of financial time series (Tsay 2002)---------------------------------------------------------------------- 请教各位神人大大如何从E(Rt)跟 Var(Rt) 去得到 E(rt) 跟Var(rt) 呢 ?小弟研究了两 ...2020-4-6 23:15 - fang077 - 经济金融数学专区
2 个回复 - 1464 次查看 From: Analysis of financial time series (Tsay 2002)---------------------------------------------------------------------- 请教各位神人大大如何从E(Rt)跟 Var(Rt) 去得到 E(rt) 跟Var(rt) 呢 ?小弟研究了两 ...2020-4-6 23:15 - fang077 - 经济金融数学专区
R语言从quantmod获得沪深300数据，求Adjusted的log return时出错，求解！
5 个回复 - 5752 次查看 getSymbols("000300.ss",from="2008-01-03",to="2016-03-02") [1] "000300.SS" Warning message: In download.file(paste(yahoo.URL, "s=", Symbols.name, "&a=", from.m, : downloaded length 109492 != re ...2016-3-3 16:23 - 小谢O(∩_∩)O - R语言论坛
5 个回复 - 5752 次查看 getSymbols("000300.ss",from="2008-01-03",to="2016-03-02") [1] "000300.SS" Warning message: In download.file(paste(yahoo.URL, "s=", Symbols.name, "&a=", from.m, : downloaded length 109492 != re ...2016-3-3 16:23 - 小谢O(∩_∩)O - R语言论坛
R语言从quantmod获得沪深300数据，求Adjusted的log return时出错，求解！
0 个回复 - 1596 次查看 >getSymbols("000300.ss",from="2008-01-03",to="2016-03-02") [1] "000300.SS" Warning message: In download.file(paste(yahoo.URL, "s=", Symbols.name, "&a=", from.m, : downloaded length 109492 != re ...2016-3-3 16:45 - 小谢O(∩_∩)O - R语言论坛
0 个回复 - 1596 次查看 >getSymbols("000300.ss",from="2008-01-03",to="2016-03-02") [1] "000300.SS" Warning message: In download.file(paste(yahoo.URL, "s=", Symbols.name, "&a=", from.m, : downloaded length 109492 != re ...2016-3-3 16:45 - 小谢O(∩_∩)O - R语言论坛
求教计算return和cumulative daily return分别用arithmetic, log return and BHR
2 个回复 - 9167 次查看 题目是这样的Suppose that the company that does well has 1)10 times as many shares on issue as the companythat does badlly 2)one-tenth of the number of shares on issue asthe company that does badly ...2015-3-15 15:29 - 菲嫣 - 爱问频道
2 个回复 - 9167 次查看 题目是这样的Suppose that the company that does well has 1)10 times as many shares on issue as the companythat does badlly 2)one-tenth of the number of shares on issue asthe company that does badly ...2015-3-15 15:29 - 菲嫣 - 爱问频道
求教计算return和cumulative daily return分别用arithmetic, log return and BHR
1 个回复 - 2584 次查看 题目是这样的 Suppose that the company that does well has 1)10 times as many shares on issue as the company that does badlly 2)one-tenth of the number of shares on issue as the company that does ba ...2015-3-15 09:03 - 菲嫣 - 金融学（理论版）
1 个回复 - 2584 次查看 题目是这样的 Suppose that the company that does well has 1)10 times as many shares on issue as the company that does badlly 2)one-tenth of the number of shares on issue as the company that does ba ...2015-3-15 09:03 - 菲嫣 - 金融学（理论版）
请问如何将股票的daily log return 变为monthly log returns
0 个回复 - 4203 次查看 有stock的daily log return 的数据，怎样才能得出这支股票monthly log return的95%置信区间。2015-1-28 06:11 - Ninoznn - R语言论坛
0 个回复 - 4203 次查看 有stock的daily log return 的数据，怎样才能得出这支股票monthly log return的95%置信区间。2015-1-28 06:11 - Ninoznn - R语言论坛
求解答 argument is not numeric or logical: returning NA
3 个回复 - 14554 次查看 data = read.table("clipboard", header = T, sep = '\t') data is.data.frame(data)#显示为TRUE sapply(data,mean,na.rm=T)#报错 > mean(当日销售,na.rm=T) [1] NA Warning message: In mean.default(当日 ...2014-9-9 11:04 - 李书槿 - R语言论坛
3 个回复 - 14554 次查看 data = read.table("clipboard", header = T, sep = '\t') data is.data.frame(data)#显示为TRUE sapply(data,mean,na.rm=T)#报错 > mean(当日销售,na.rm=T) [1] NA Warning message: In mean.default(当日 ...2014-9-9 11:04 - 李书槿 - R语言论坛
怎样在R中利用copula simulate 出 log returns?
0 个回复 - 2273 次查看 通常，选择了一个copula模型后，利用实际log-returns能够估计出此copula的参数，那么利用估计好的copula模型simulate出新的log-returns供做Back-test呢？如下: library(copula) gumbel.cop2014-8-1 23:47 - linlanjun1993 - R语言论坛
0 个回复 - 2273 次查看 通常，选择了一个copula模型后，利用实际log-returns能够估计出此copula的参数，那么利用估计好的copula模型simulate出新的log-returns供做Back-test呢？如下: library(copula) gumbel.cop2014-8-1 23:47 - linlanjun1993 - R语言论坛
[求问]为什么计算parametric的时候不能用log return?
4 个回复 - 5913 次查看 最近自己研究R软件的时候遇到了一个开放性的思考问题，是先用计算一个公司的simple return,然后分别用不同的方法（Hull White，Parametric, Historical Simulation）来算不同置信区间VaR和ES，有几个问题没有思路，求 ...2014-4-4 04:20 - tamalu - R语言论坛
4 个回复 - 5913 次查看 最近自己研究R软件的时候遇到了一个开放性的思考问题，是先用计算一个公司的simple return,然后分别用不同的方法（Hull White，Parametric, Historical Simulation）来算不同置信区间VaR和ES，有几个问题没有思路，求 ...2014-4-4 04:20 - tamalu - R语言论坛
分析股票收益率用arithmetic return还是log return
6 个回复 - 12226 次查看 投资学论文中关于有效前沿的分析是用arithmetic return 合适还是 连续复利的log return？2011-10-14 06:35 - 12thbaby - 爱问频道
6 个回复 - 12226 次查看 投资学论文中关于有效前沿的分析是用arithmetic return 合适还是 连续复利的log return？2011-10-14 06:35 - 12thbaby - 爱问频道
