结果:找到“Nonlinear Time Series Models in”相关内容16个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
Nonlinear Time Series Models in Empirical Finance
4 个回复 - 2710 次查看 Franses and van Dijk(2000) Nonlinear Time Series Models in Empirical Finance2014-5-21 08:30 - 晨熹村人 - 宏观经济学
【求助】}Nonlinear time series models in empirical finance 数据和程序
2 个回复 - 1617 次查看 最近在学习《Nonlinear time series models in empirical finance》一书,但作者主页已失效,无法下载配套的数据和程序,烦请有相关数据和程序的朋友发我一下。 谢谢,2017-9-17 07:54 - 405234960 - Gauss专版
Gauss:nonlinear time series models in empirical finance
12 个回复 - 7591 次查看 本帖最后由 xuehe 于 2011-12-8 21:34 编辑 是Franse 的教材.相关的gauss程序.上传太慢了,找个别的时间再传.2006-9-30 10:41 - wang_hc - Gauss专版
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models
1 个回复 - 652 次查看 【作者(必填)】 Eric Hillebrand[/backcolor] & Marcelo C. Medeiros[/backcolor] 【文题(必填)】 Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models【年份(必填)】 2016 【全文链接或数 ...2016-12-24 16:36 - internet.hzx - 求助成功区
Estimation in nonlinear time series models I: stationary series
1 个回复 - 961 次查看 【作者(必填)】Tjøstheim,D. 【文题(必填)】Estimation in nonlinear time series models I: stationary series 【年份(必填)】1986 【全文链接或数据库名称(选填)】Stochastic Process. Appl. 21 25 ...2014-9-19 23:55 - 我来了 - 求助成功区
Nonlinear Time Series Models in Empirical Finance
26 个回复 - 10075 次查看 Book DescriptionThis is the most up-to-date and accessible guide to one of the fastest growing areas in financial analysis by two of the most accomplished young econometricians in Europe. This classro ...2007-3-13 10:48 - lyslz - 计量经济学与统计软件
BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES
3 个回复 - 747 次查看 【作者(必填)】 [*]John Geweke, [*]Nobuhiko Terui 【文题(必填)】BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES 【年份(必填)】1993 【全文链接或数据库名称(选填)】http:// ...2014-1-8 11:43 - 我来了 - 文献求助专区
Nonlinear Time Series Models in Empirical Finance
5 个回复 - 2376 次查看 Erasmus School of EconomicsStaff Personal Homepages [*]Erasmus School of Economics [*]Erasmus University Rotterdam laatste wijziging: 17-11-2006 Nonlinear Time Series Models in Empirical ...2013-7-6 12:47 - xuehe - Gauss专版
一起探讨Nonlinear time series models in empirical finance里的程序
8 个回复 - 8828 次查看 最近看van Dijk的Nonlinear time series models in empirical finance遇到一个困惑,希望得到大家的帮助。 在第三章里,程序forwtare.e里有这样一条指令: tdat=trimr(shiftr(ty[maxc(1|(1-maxl)):tn]',seqa(0,1 ...2011-2-25 01:24 - zengsongl - Gauss专版
BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES
5 个回复 - 937 次查看 【作者(必填)】 John Geweke, Nobuhiko Terui 【文题(必填)】BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES 【年份(必填)】1993 Journal of Time Series Analysis Volume 14, Issue 5, pa ...2012-1-1 00:06 - 我来了 - 求助成功区
[注意]Nonlinear Time Series Models in Empirical Finance
1 个回复 - 2152 次查看 lyslz:花了20金买了你发的"  Nonlinear Time Series Models in Empirical Finance "by Philip Hans Franses and Dick van Dijk,根本不能解压,能否重传上来?如果哪位好心人有此书,上传,不胜感激!! [此贴子已经被 ...2008-10-12 19:51 - nathanlin7 - 计量经济学与统计软件
Forecasting with nonlinear time series models
0 个回复 - 272 次查看 2004-10-23 22:33 - 资产评估889 - Forum