结果:找到“Variance”相关内容587个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
【课件与资料】风控数据分析与建模
1 个回复 - 1901 次查看 内容较多,欢迎下载学习 评分卡资料 风控文档 风控学习资料 风控课程 风控总监训练营 第9课贷后管理与催收策略上.pdf 第8课风险模型客户营销与细分中的运用.pdf 第7课大 ...2022-5-8 18:48 - wz151400 - 现金交易版
随机过程ELEC5300 stochastic process:香港科技大学学习资料整理
1 个回复 - 2080 次查看 随机过程ELEC5300 stochastic process:香港科技大学学习资料整理 5300 lecture 5300-mid HW Solution Matlab code 5300 samples.zip bayesian estimation and tracking techniques applicable to nonli ...2022-2-28 10:47 - lotus_sss - 现金交易版
用中位数估计均值和方差Estimating the mean and variance from the median
0 个回复 - 545 次查看 用中位数估计均值和方差Estimating the mean and variance from the median 用中位数估计均值和方差Estimating the mean and variance from the median 用中位数估计均值和方差Estimating the mean and va ...2022-1-31 10:50 - Lotus_ss - 现金交易版
[下载]Analysis of messy data 卷三:analysis of covariance
8 个回复 - 3666 次查看 George A. Milliken Dallas E. Johnson 帮同学找这本书,结果在因为一个很偶然的机会在某国外网站上下到了。在这个论坛搜过发现没有,顺手发上来算了。 免费,论坛币什么的就是浮云。 书籍资料和评价参考: ...2010-4-23 09:48 - syzdemonhunter - 计量经济学与统计软件
Mean Variance Portfolio Optimization均值方差投资组合模型案例(数据和MATLAB代码)
42 个回复 - 26696 次查看 Mean Variance Portfolio Optimization均值方差投资组合模型案例(数据和MATLAB代码) 代码都有详细解释,可以快速熟悉并使用Mean Variance Portfolio Optimization均值方差投资组合模型2017-6-7 09:07 - 匿名 - 现金交易版
common method variance CMV共同方法偏差的统计检验:经典案例分析与解读
0 个回复 - 2002 次查看 common method variance CMV[/backcolor]共同方法偏差的统计检验:经典案例分析与解读 共同方法偏差的统计检验:经典案例分析与解读 共同方法偏差的统计检验:经典案例分析与解读 共同方法偏差的统计检验:经 ...2020-8-8 13:56 - lotus_sss - 现金交易版
Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance
46 个回复 - 10910 次查看 Scattering on rough surfaces with alpha-stable non-Gaussian height distributions 。pdf 格式2010-7-7 09:51 - yuanhu - 经管书评
Principles of analysis of variance
3 个回复 - 320 次查看 【作者(必填)】 A.M.H. van der Veen & J. Pauwels 【文题(必填)】 Uncertainty calculations in the certification of reference materials. 1. Principles of analysis of variance【年份(必填)】 2000 【全 ...2023-3-6 22:11 - Jerry96 - 求助成功区
Pricing Models of Volatility Products and Exotic Variance Derivatives
8 个回复 - 1090 次查看 Pricing Models of Volatility Products and Exotic Variance Derivatives summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. The book be ...2023-2-19 18:19 - cheeyuen1994 - 金融工程(数量金融)与金融衍生品
Large Sample Covariance Matrices and High-Dimensional Data Analyisis
1 个回复 - 435 次查看 学习大数据非常好的一本书,作者: Jianfeng Yao has rich research experience on random matrix theory and its applications to high-dimensional statistics. In recent years, he has published many authoritat ...2023-2-6 09:36 - guoellicx - 商业数据分析
Probabilistic Symmetries and Invariance Principles
3 个回复 - 1011 次查看 Probabilistic Symmetries and Invariance Principles-Springer (2005)(Olav Kallenberg)2014-6-13 22:05 - 天狮 - 计量经济学与统计软件
【统计理论与方法】 Analysis of Variance, Design, and Regression (2016, 2e)
110 个回复 - 11817 次查看 Analysis of Variance, Design, and Regression: Linear Modeling for Unbalanced Data, Second Edition Ronald Christensen Analysis of Variance, Design, and Regression: Linear Modeling for Unbalan ...2017-1-25 04:48 - cmwei333 - 金融学(理论版)
空间杜宾模型中Variance sigma2_e代表什么意思呢?
9 个回复 - 14164 次查看 空间杜宾模型中Variance sigma2_e代表什么意思呢?2020-5-25 15:02 - 1023715119 - Stata专版
Warning: variance matrix is nonsymmetric or highly singular是什么意思
7 个回复 - 7660 次查看 做PVAR的时候,用的连老师的程序 输入pvar2 1 2 3 4 ,lag(5) soc,之后就出现了 Warning: variance matrix is nonsymmetric or highly singular(警告:方差矩阵不对称或高度奇异),不知都啥意思,也不知道咋办2021-8-16 14:23 - 18848374585 - Stata专版
出现 omitted because of no within-group variance的原因
3 个回复 - 5534 次查看 做clogit条件逻辑模型的时候,有个0,1虚拟变量imp,但跑的时候出现 imp omitted because of no within-group variance 这是为什么?2014-3-12 14:42 - vanf1004 - Stata专版
Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance
11 个回复 - 2960 次查看 没人理我的帖子。。。给第一个回帖的人!2010-7-6 04:22 - 111222xy - 金融学(理论版)
Components of Variance
2 个回复 - 1101 次查看 【作者(必填)】David C. Hoaglin, Frederick Mosteller, John W. Tukey 【文题(必填)】Components of Variance 【年份(必填)】2008 【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/10. ...2013-5-27 12:49 - violinangel - 求助成功区
【论坛首发】Variance Components
10 个回复 - 3305 次查看 **** 本内容被作者隐藏 **** Variance Components 2006年第一版, 作者: Shayle R. Searle , George Casella , Charles E. McCulloch 共537页, 亚马孙四星半好评 This book focuses on summarizing the ...2015-2-22 06:51 - wh7064rg - 经济金融数学专区
【德国风味】Variance Estimation in Complex Surveys Using Resampling Methods
2 个回复 - 1264 次查看 Variance Estimation in Complex Surveys Using Resampling Methods 2013年版本,共122页2015-1-19 15:01 - wh7064rg - 计量经济学与统计软件
Wiley Series in Probability and Statistics:High-Dimensional Covariance Estimati
10 个回复 - 2749 次查看 Methods for estimating sparse and large covariance matrices Covariance and correlation matrices play fundamental roles in every aspect of the analysis of multivariate data collected from a variety of ...2013-10-9 08:11 - wpy7983 - 计量经济学与统计软件
Introduction to Mixed Modelling: Beyond Regression and Analysis of Variance
2 个回复 - 1882 次查看 ntroduction to Mixed Modelling: Beyond Regression and Analysis of Variance By N. W. Galwey publisher: Wiley Number Of Pages: 376 Publication Date: 2006-11-17 ISBN-10 / ASIN: 0470014962 ISBN- ...2010-10-9 10:34 - linusx - 金融学(理论版)
Concepts and Examples in Analysis of Variance
2 个回复 - 763 次查看 【作者(必填)】David C. Hoaglin, Frederick Mosteller, John W. Tukey 【文题(必填)】Concepts and Examples in Analysis of Variance 【年份(必填)】2008 【全文链接或数据库名称(选填)】http://onlineli ...2013-5-27 12:31 - violinangel - 求助成功区
Bayesian Estimation for Inequality Constrained Analysis of Variance
3 个回复 - 815 次查看 【作者(必填)】 Irene klugkist, Joris mulder 【文题(必填)】 Bayesian Estimation for Inequality Constrained Analysis of Variance 【年份(必填)】 2008 【全文链接或数据库名称(选填)】 http://link.spr ...2012-12-25 17:33 - hfshi - 求助成功区
Analysis of Variance for Random Models Volume II
4 个回复 - 1961 次查看 因为是第二卷,因此是从第九章开始的,大家各取所需吧。 Analysis of Variance for Random Models Volume II-Unbalanced Data Theory, Methods, Applications, and Data Analysis Hardeo Sahai Center for ...2009-9-27 14:49 - ddxy - 金融学(理论版)
电子书共享:Two-Way Analysis of Variance Statistical Tests and Graphics Using R
7 个回复 - 1246 次查看 In statistics, analysis of variance (ANOVA) is a collection of statistical models used to distinguish between an observed variance in a particular variable and its component parts. In its simpl ...2013-6-30 09:10 - xinchuzu - 计量经济学与统计软件
analysis_of_variance_for_random_models__birkhauser
3 个回复 - 1463 次查看 analysis_of_variance_for_random_models__birkhauser2011-2-22 20:11 - gongyg1 - 计量经济学与统计软件
Analysis of Variance via Confidence Intervals
5 个回复 - 3445 次查看 Analysis of Variance via Confidence IntervalsKevin D. BirdSAGE PublicationsFirst published 2004All rights reserved. No part of this publication may be reproduced, stored in a retrieval system,transmit ...2009-5-28 11:48 - zbwang729 - 计量经济学与统计软件
Analysis of variance and covariance
4 个回复 - 2411 次查看 Analysis of variance and covariance.. How to choose and construct models for the life sciences (CUP, 2007)2014-7-24 00:41 - 天狮 - 计量经济学与统计软件
Analysis of Variance for Random Models Volume II: Unbalanced Data
1 个回复 - 1257 次查看 H a r d e o Sa h a i M a r i o Mi g u e l Oj e d a Analysis of Variance for Random Models Volume II: Unbalanced Data T h e o r y, Me t h o d s , A p p l i c a t i o n s , a n d Da t a A n a l y ...2014-10-15 09:59 - li_mao - 计量经济学与统计软件
Analysis of variance design and regression linear modeling for unbalanced data
2 个回复 - 1286 次查看 title:Analysis of variance, design, and regression: linear modeling for unbalanced data author:Christensen, Ronald Year:20162018-3-21 14:33 - ipaint - 数据分析与数据挖掘
Christensen, Ronald Analysis of variance, design, and regression(高清第二版)
1 个回复 - 604 次查看 此书介绍ANOVA,Regression非常详细,值得参考2018-4-12 12:49 - 贵州省5 - 计量经济学与统计软件
Handbook of Statistics v01-Analysis of Variance
8 个回复 - 4129 次查看 Handbook of Statistics27卷统计手册中的 V1 Series edited by C.R. Rao , Pennsylvania State University, University Park, PA, USA Vol 01 - Analysis of Variance Vol 02 - Classification, Pattern Rec ...2010-3-20 11:52 - zengpingsanxing - 经济统计专版
High Dimensional Analysis of Variance in Multivariate Linear Regression
3 个回复 - 393 次查看 【作者(必填)】 23 【文题(必填)】 High Dimensional Analysis of Variance in Multivariate Linear Regression 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/advance-a ...2023-1-19 16:40 - internet.hzx - 求助成功区
Analysis of Variance and Functional Measurement: A Practical Guide
2 个回复 - 1436 次查看 Title: Analysis of Variance and Functional Measurement: A Practical Guide Author: David J. Weiss Publisher: Oxford University Press 1. Introduction 2. One-Way ANOVA 3. Using the Computer 4. Fa ...2014-6-17 00:50 - jiinjiin - 计量经济学与统计软件
Variance swaps under the threshold Ornstein–Uhlenbeck model
2 个回复 - 296 次查看 【作者(必填)】Fangyuan Dong, Hoi Ying Wong 【文题(必填)】Variance swaps under the threshold Ornstein–Uhlenbeck model 【年份(必填)】05 May 2017 【全文链接或数据库名称(选填)】Variance swaps unde ...2023-1-7 15:50 - ssylzz - 求助成功区
平均方差提取值(Average Variance Extracted, AVE)怎样求解
8 个回复 - 51066 次查看 各位高水好:请问平均方差提取值(Average Variance Extracted, AVE)怎样求解,用什么软件计算2012-5-17 22:58 - zf251 - 计量经济学与统计软件
工具变量2sls显示Warning: variance matrix is nonsymmetric or highly singular
1 个回复 - 2049 次查看 用城市滞后一期的解释变量与全国层面的解释变量一阶差分交叉做bartik工具变量,stata报错Warning: variance matrix is nonsymmetric or highly singular,可是我变量都是连续数值型,这怎么回事啊?怎么处理?2022-8-31 14:04 - hhhhhhhuihui - Stata专版
On the network topology of variance decompositions
1 个回复 - 341 次查看 【作者(必填)】 Francis X.Diebolda KamilYılmazb 【文题(必填)】 On the network topology of variance decompositions: Measuring the connectedness of financial firms【年份(必填)】2014 【全文 ...2022-11-24 12:45 - peter - 求助成功区
Testing Kronecker Product Covariance Matrices for High-Dimensional Matrix-Variat
1 个回复 - 286 次查看 【作者(必填)】 2323 【文题(必填)】 Testing Kronecker Product Covariance Matrices for High-Dimensional Matrix-Variate Data 【年份(必填)】 233 【全文链接或数据库名称(选填)】https://academic.oup.co ...2022-11-18 09:40 - internet.hzx - 求助成功区
Unit root tests with a break in innovation variance
4 个回复 - 731 次查看 【作者(必填)】 Tae-HwanKim,Stephen Leybourne 【文题(必填)】 Unit root tests with a break in innovation variance 【年份(必填)】 2002 【全文链接或数据库名称(选填)】2015-12-18 10:04 - mico123 - 求助成功区
Symmetry and economic invariance an introduction
1 个回复 - 490 次查看 文献:Symmetry and economic invariance an introduction分享给大家2022-9-21 14:41 - xiaoweioliver - Forum
Estimation of the nonparametric mean and covariance functions for multivariate l
1 个回复 - 629 次查看 【作者(必填)】X Tengteng, R Zhang 【文题(必填)】Estimation of the nonparametric mean and covariance functions for multivariate l 【年份(必填)】2022 【全文链接或数据库名称(选填)】https://www.t ...2022-8-15 10:04 - liu2008shu - 求助成功区
Functional PCA With Covariate-Dependent Mean and Covariance Structure
1 个回复 - 480 次查看 【作者(必填)】F Ding, S He, DE Jones, JZ Huang 【文题(必填)】Functional PCA With Covariate-Dependent Mean and Covariance Structure 【年份(必填)】2022 【全文链接或数据库名称(选填)】https://www ...2022-8-13 09:46 - liu2008shu - 求助成功区
Interpoint-ranking sign covariance for the test of independence
1 个回复 - 345 次查看 【作者(必填)】 23 【文题(必填)】 Interpoint-ranking sign covariance for the test of independence 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/article-abstract/ ...2022-7-31 01:17 - internet.hzx - 求助成功区
Interpoint-ranking sign covariance for the test of independence
1 个回复 - 432 次查看 【作者(必填)】 233 【文题(必填)】 Interpoint-ranking sign covariance for the test of independence 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/article-abstract ...2022-7-31 01:24 - internet.hzx - 求助成功区
amos潜变量相关系数的显著性,为什么covariances里面只能看到模型前面几个潜变量的P
2 个回复 - 712 次查看 如图所示,已经知道潜变量的相关系数显著性可以通过estimate-scalars-covariances查看了,但是只能看到模型前边几个潜变量的,中介变量和模型后面几个变量的相关系数的显著性要怎么看呢? 是我的amos有问题吗?还是 ...2022-4-30 16:36 - 凡汀啦 - LISREL、AMOS等结构方程模型分析软件
【经典教材系列】The Analysis of Covariance and Alternatives: Statistical Methods
106 个回复 - 13244 次查看 经典教材2011年第二版,降价出售期已过,想要随时跟踪最新好书,请点击头像下方“加关注”。关注成功后,查看这里即可:三步走把千本好书“一网打尽”!。 [相关阅读] 【经典教材系列】(资料汇总帖,附链接, ...2015-11-24 10:23 - wwqqer - 计量经济学与统计软件
Variance-Constrained Multi-Objective Stochastic
55 个回复 - 8477 次查看 2015年最新教材,降价出售期已过,想要随时跟踪最新好书,请点击头像下方“加关注”。关注成功后,查看这里即可:三步走把千本好书“一网打尽”!。 [相关阅读] 【经典教材系列】(资料汇总帖,附链接,持续添加 ...2016-1-26 20:35 - wwqqer - 经济金融数学专区
FDI performance: a stochastic frontier analysis of location and variance determi
1 个回复 - 749 次查看 【作者(必填)】 Marie M. Stacka*, Geetha Ravishankara & Eric J. Pentecostb 【文题(必填)】 FDI performance: a stochastic frontier analysis of location and variance determinants 【年份(必填)】 2015年 ...2015-11-20 14:23 - lang20052001 - 求助成功区
【Wiley 金融工程 + Python】 Listed Volatility and Variance Derivatives (2016)
82 个回复 - 14559 次查看 Listed Volatility and Variance Derivatives: A Python-based Guide Yves Hilpisch Leverage Python for expert-level volatility and variance derivative trading Listed Volatility and Variance D ...2016-11-16 20:20 - cmwei333 - 金融学(理论版)
Estimation of error variance via ridge regression
1 个回复 - 589 次查看 【作者(必填)】 3 【文题(必填)】 Estimation of error variance via ridge regression 【年份(必填)】 3 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/article-abstract/107/2/481/571627 ...2022-3-28 16:28 - internet.hzx - 求助成功区
Ball Covariance: A Generic Measure of Dependence in Banach Space
1 个回复 - 493 次查看 【作者(必填)】 23 【文题(必填)】 Ball Covariance: A Generic Measure of Dependence in Banach Space 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/full/10.1080/016 ...2022-3-19 22:37 - internet.hzx - 求助成功区
Testing for unit roots based on sample autocovariances
1 个回复 - 561 次查看 【作者(必填)】 23 【文题(必填)】 Testing for unit roots based on sample autocovariances 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/advance-article-abstract/d ...2022-3-16 23:09 - internet.hzx - 求助成功区
请教如何做方差比(Variance Ratio) 检验
6 个回复 - 15065 次查看 想做一些我国市场有效性的检验,有一种叫做方差比检验,看文章没太明白,不知道有没有高手会用EVIEWS做的啊,麻烦指点一下,不胜感谢!2011-9-8 01:38 - gino_cx - EViews专版
A Bootstrap Test for Comparing Two Variances: Simulation of Size and Power in Sm
1 个回复 - 374 次查看 【作者(必填)】 23 【文题(必填)】 A Bootstrap Test for Comparing Two Variances: Simulation of Size and Power in Small Samples 【年份(必填)】 223 【全文链接或数据库名称(选填)】https://wwwtandfonli ...2022-3-18 09:22 - internet.hzx - 求助成功区
Testing for unit roots based on sample autocovariances
2 个回复 - 168 次查看 【作者(必填)】 23 【文题(必填)】 Testing for unit roots based on sample autocovariances 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/advance-article-abstract/ ...2022-3-16 23:19 - internet.hzx - 文献求助专区
Convergence of covariance and spectral density estimates for high-dimensional lo
3 个回复 - 907 次查看 【作者(必填)】 Danna Zhang, Wei Biao Wu 【文题(必填)】Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes 【年份(必填)】 2021 【全文链接或 ...2022-3-14 14:08 - 512661101 - 文献求助专区
Interpoint-ranking sign covariance for the test of independence
2 个回复 - 707 次查看 【作者(必填)】 23 【文题(必填)】 Interpoint-ranking sign covariance for the test of independence 【年份(必填)】 2 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/article-abstract/ ...2022-3-15 08:55 - internet.hzx - 求助成功区
Semiparametric partial common principal component analysis for covariance matric
1 个回复 - 566 次查看 【作者(必填)】 23 【文题(必填)】 Semiparametric partial common principal component analysis for covariance matrices【年份(必填)】 23 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/ ...2022-3-15 13:42 - internet.hzx - 求助成功区
On F-modeling based Empirical Bayes Estimation of Variances
1 个回复 - 581 次查看 【作者(必填)】 23 【文题(必填)】 On F-modeling based Empirical Bayes Estimation of Variances 【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/advance-article-abs ...2022-3-15 08:52 - internet.hzx - 求助成功区
Valuation of options under a constant elasticity of variance process and stochas
3 个回复 - 833 次查看 【作者(必填)】Mohammed A. AbaOud 【文题(必填)】Valuation of options under a constant elasticity of variance process and stochastic volatility 【年份(必填)】2021 【全文链接或数据库名称(选填)】Va ...2022-2-15 21:43 - ssylzz - 求助成功区
Pricing Discretely Sampled Variance Swaps with Cap/Floor Under Heston Stochastic
2 个回复 - 574 次查看 【作者(必填)】Stanislav Stoykov 【文题(必填)】Pricing Discretely Sampled Variance Swaps with Cap/Floor Under Heston Stochastic Volatility Model 【年份(必填)】2021 【全文链接或数据库名称(选填) ...2022-2-15 21:41 - ssylzz - 求助成功区
系统提示Warning: variance matrix is nonsymmetric or highly singular
8 个回复 - 8483 次查看 做工具变量分位数时,系统提示:Warning: variance matrix is nonsymmetric or highly singular,求大神指教!2017-9-28 09:12 - 易老师喵了个咪 - Stata专版
Pairwise multiple comparisons in the homogeneous variance, unequal sample size c
1 个回复 - 423 次查看 【作者(必填)】Dunnett, C. W. 【文题(必填)】Pairwise multiple comparisons in the homogeneousvariance, unequal sample size case. 【年份(必填)】 1980 【全文链接或数据库名称(选填)】Journal of the ...2021-9-25 10:00 - nalan22 - 求助成功区
Testing for unit roots based on sample autocovariances
1 个回复 - 439 次查看 【作者(必填)】 23 【文题(必填)】 Testing for unit roots based on sample autocovariances【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://academic.oup.com/biomet/advance-article-abstract/d ...2021-9-13 10:54 - internet.hzx - 求助成功区
pvar2做方差分解,结果显示Variance decomposition: s = 1,conformability error
7 个回复 - 3360 次查看 pvar2做方差分解,结果显示Variance decomposition: s = 1,conformability error 错误在哪里?怎么纠正呢? 请各位指教~2019-5-29 21:27 - zyx_snow - Stata专版
重金求Large Sample Covariance Matrices and High Dimensional Data Analysis
16 个回复 - 3743 次查看 求此书的电子版。不要那个前几章的预览版哟。2017-12-26 20:09 - crystal8832 - 悬赏大厅
The Market Measure of Carbon Risk and its Impact on the Minimum Variance Portfol
1 个回复 - 685 次查看 【作者(必填)】Théo Roncalli, Théo Le Guenedal, Frédéric Lepetit, Thierry Roncalli and Takaya Sekine 【文题(必填)】The Market Measure of Carbon Risk and its Impact on the Minimum Variance Portfo ...2021-8-29 10:11 - rawstone - 求助成功区
The Gini Equivalents of the Covariance, the Correlation, and the Regression Coef
1 个回复 - 365 次查看 【作者(必填)】Shlomo YitzhakiEdna Schechtman 【文题(必填)】The Gini Equivalents of the Covariance, the Correlation, and the Regression Coefficient 【年份(必填)】2012 【全文链接或数据库名称(选填 ...2021-8-25 10:05 - sgltrue - 求助成功区
[Lectue Notes]Measurement Invariance and Differential Item Functioning in IRT/IF
3 个回复 - 1349 次查看 Measurement Invariance and Differential Item Functioning in IRT/IFA Lesa Hoffman **** 本内容被作者隐藏 ****2016-5-29 03:29 - Nicolle - winbugs及其他软件专版
variance swap求助
1 个回复 - 1484 次查看 求助,这里(a)的option期限跟variance swap的期限不一样,那在算average variance squared的时候怎么处理呀? 我是不是应该t用1/12,然后在算value的时候直接将average variance*3,相当于我买三次option.. ...2021-5-13 19:19 - penny11223 - 金融工程(数量金融)与金融衍生品
GARCH模型中加入虚拟变量在Mean Equation 和variance区别
0 个回复 - 812 次查看 想问一下 一个事件发生对股票收益率的影响,现在加入虚拟变量,不知道应该加入mean equation 中还是 Variance 中,不清楚这两个的区别。 求大佬帮帮忙啊2021-5-15 11:17 - 欢乐小太阳一号 - EViews专版
Variance prior specification for a basket trial design using Bayesian hierarchic
1 个回复 - 613 次查看 【作者(必填)】Kristen M Cunanan, Alexia Iasonos, Ronglai Shen, Mithat Gönen 【文题(必填)】Variance prior specification for a basket trial design using Bayesian hierarchical modeling 【年份(必 ...2021-2-18 10:51 - dxystata - 文献求助专区
Listed Volatility and Variance Derivatives: A Python-based Guide (2016)
37 个回复 - 4862 次查看 Listed Volatility and Variance Derivatives: A Python-based Guide Yves Hilpisch Leverage Python for expert-level volatility and variance derivative trading Listed Volatility and Variance D ...2016-11-16 20:25 - cmwei333 - python论坛
Determinant residual covariance
0 个回复 - 764 次查看 计算联立方程的时候,eviews给出来Determinant residual covariance ,这是什么指标?求助~2020-12-12 09:00 - 远程作业输入 - EViews专版
Testing mutual independence in high dimension via distance covariance
1 个回复 - 456 次查看 【作者(必填)】 23 【文题(必填)】 Testing mutual independence in high dimension via distance covariance 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://rss.onlinelibrary.wiley.com/doi/1 ...2020-11-16 10:16 - internet.hzx - 求助成功区
Eviews Kalman滤波WARNING: Singular covariance - coefficients are not unique
10 个回复 - 5251 次查看 用Eviews构建状态空间模型出现WARNING: Singular covariance - coefficients are not unique 是什么原因,怎么解决啊?求各位大神……2013-4-6 16:59 - ZhongDingJian - EViews专版
Forecasting the covariance matrix with the DCC GARCH model
1 个回复 - 2975 次查看 How to forecast the covariance matrix with the DCC GARCH model using software package?Many thanks!2009-3-19 14:08 - dieme - 金融学(理论版)
Income Variance Dynamics and Heterogeneity
1 个回复 - 391 次查看 【作者(必填)】 【文题(必填)】Income Variance Dynamics and Heterogeneity 【年份(必填)】 【全文链接或数据库名称(选填)】 https://xueshu.baidu.com/usercenter/paper/show?paperid=1y6w0xm04t530j30 ...2020-8-1 18:12 - 江夏雁 - 求助成功区
Econometrica: MARKET MICROSTRUCTURE INVARIANCE (Kyle)
2 个回复 - 1469 次查看 2018-9-21 02:56 - joohoo - 量化投资