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International stock–bond correlations in a simple affine asset pricing model
2 个回复 - 599 次查看【作者(必填)】 23 【文题(必填)】 International stock–bond correlations in a simple affine asset pricing model【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science ...2021-6-11 22:32 - internet.hzx - 求助成功区

Long memory affine term structure models
4 个回复 - 1272 次查看 Long memory affine term structure models2015-10-27 20:35 - lucky187 - 求助成功区

求文献portfolio optimization in affine models with markov switching
3 个回复 - 508 次查看【作者(必填)】MARCOS ESCOBAR, DANIELA NEYKOVA, and RUDI ZAGST 【文题(必填)】portfolio optimization in affine models with markov switching 【年份(必填)】2015 【全文链接或数据库名称(选填)】http ...2017-7-20 16:18 - macro-quant - 求助成功区

求文献Optimal investment in multidimensional Markov-modulated affine models
2 个回复 - 410 次查看【作者(必填)】Daniela Neykova 【文题(必填)】Optimal investment in multidimensional Markov-modulated affine models 【年份(必填)】2015 【全文链接或数据库名称(选填)】https://link.springer.com/a ...2017-7-20 14:02 - macro-quant - 求助成功区

求 The affine arbitrage-free class of Nelson-Siegel term structure models
4 个回复 - 1375 次查看【作者(必填)】Christensen, Jens H.E. & Diebold, Francis X. & Rudebusch, Glenn D., 2011. 【文题(必填)】The affine arbitrage-free class of Nelson-Siegel term structure models 【年份(必填)】2011 ...2016-10-16 08:44 - q82h2 - 求助成功区

Nonlinear Kalman Filtering in Affine Term Structure Models
1 个回复 - 717 次查看【作者(必填)】Peter Christoffersen 【文题(必填)】Nonlinear Kalman Filtering in Affine Term Structure Models 【年份(必填)】2014 【全文链接或数据库名称(选填)】http://pubsonline.informs.org/doi/pd ...2016-7-1 20:19 - hnhs100 - 求助成功区

Equity-credit modeling under affine jump-diffusion models with jump-to-default
2 个回复 - 713 次查看【作者(必填)】【文题(必填)】Equity-credit modeling under affine jump-diffusion models with jump-to-default 【年份(必填)】ournal of Financial Engineering < Previous Article Next Arti ...2015-1-22 00:01 - ssylzz - 求助成功区

Estimating the Wishart Affine Stochastic Correlation Model using the empirical c
1 个回复 - 590 次查看【作者(必填)】José Da Fonseca1 / Martino Grasselli2 / Florian Ielpo3 【文题(必填)】Estimating the Wishart Affine Stochastic Correlation Model using the empirical characteristic function 【年份(必 ...2014-10-16 09:43 - hnhs100 - 求助成功区

Do affine jump-diffusion models require global calibration ?
1 个回复 - 681 次查看【作者(必填)】Seungho Yang & Jaewook Lee 【文题(必填)】Do affine jump-diffusion models require global calibration? Empirical studies from option markets 【年份(必填)】Quantitative Finance Volu ...2014-3-28 23:52 - nkky2011 - 求助成功区

Estimating and testing non-affine option pricing models with a large unbalanced
1 个回复 - 917 次查看【作者(必填)】 [*]Fabrizio Ferriani, [*]Sergio Pastorello 【文题(必填)】Estimating and testing non-affine option pricing models with a large unbalanced panel of options 【年份(必填)】2012 ...2013-3-1 16:49 - hnhs100 - 求助成功区

RMB 1K+: 求帮忙 MCMC 参数估计Affine Jump Diffusion Model (ADJ)
0 个回复 - 936 次查看 RMB 1K+: 求帮忙 MCMC 参数估计Affine Jump Diffusion Model (ADJ) 最近在做点小论文，发现MCMC对ADJ的参数估计有点吃力。想求大牛帮忙，重金酬谢。也可以合作论文, (JBF is out targeting journal)。有大牛者联系 ...2016-4-1 13:04 - A07120320 - 计量经济学与统计软件

Identification and Estimation of Gaussian Affine Term Structure Models with Regi
11 个回复 - 1662 次查看 2015-1-22 21:08 - 平安励志 - 论文版

The affine arbitrage-free class of Nelson–Siegel term structure models
7 个回复 - 1191 次查看【作者(必填)】 Jens H.E. Christensena, Francis X. Dieboldb, , , Glenn D. Rudebusch 【文题(必填)】The affine arbitrage-free class of Nelson–Siegel term structure models 【年份(必填)】 2011 【全文 ...2012-5-31 07:53 - sqq19860225 - 求助成功区

A Simple Approach to Three-Factor Affine Term Structure Models
4 个回复 - 1030 次查看【作者(必填)】Pierluigi Balduzzi , Sanjiv Ranjan Das , Silverio Foresi and Rangarajan K Sundaram 【文题(必填)】A Simple Approach to Three-Factor Affine Term Structure Models 【年份(必填)】1996 ...2012-5-22 19:26 - xiashi1988 - 文献求助专区

求助关于 Affine model 的作业现在没有论坛币悬赏50个+北京可以请吃饭什么的
2 个回复 - 1251 次查看求助关于 Affine model 的作业真不太明白现在没有论坛币悬赏50个+北京可以请吃饭什么的请联系谢了 1. Consider 1-factor ane models for asset prices. (a) What is the maximal A0(1) model? Derive for ...2012-5-6 08:11 - nghost - 悬赏大厅

Nonlinear Kalman Filtering in Affine Term Structure Models-仿射期限结构模型中的非线性卡尔曼滤波
0 个回复 - 697 次查看 2004-11-20 02:02 - 盈利预测143 - Forum

Nonlinear Kalman Filtering in Affine Term Structure Models
0 个回复 - 247 次查看 2004-11-19 16:30 - 稽核084 - Forum

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