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Ruey S. Tsay, 蔡瑞雄, 中英文学习资源，蔡瑞胸，多元时间序列分析和金融应用
3 个回复 - 2395 次查看 Ruey S. Tsay, 蔡瑞雄, 中英文学习资源，蔡瑞胸，多元时间序列分析和金融应用 1. Ruey S. Tsay-Analysis of Financial Time Series, Third..o 2. Ruey S. Tsay-Multivariate Time Series Analysis_ With R a ...2021-5-30 20:41 - mujahida01 - 现金交易版

多元GARCH模型：multivariate time-series estimators in Stata
2 个回复 - 1055 次查看多元GARCH模型：multivariate time-series estimators in Stata, 案例分析+代码code 多元GARCH模型：multivariate time-series estimators in Stata 多元GARCH模型：multivariate time-series estimators in Stata ...2020-7-15 10:37 - lotus_sss - 现金交易版

Copula-Based Models for Financial Time Series 的matlab代码
1 个回复 - 1558 次查看完全复制Copula-Based Models for Financial Time Series论文的matlab代码 Copula-Based Models for Financial Time Series1 First version: 31 August 2006. This version: 19 November 2007. Abstract Th ...2017-11-22 22:51 - xiaorenwuhyl - 现金交易版

Bayesian Change-Point Joint Models for Multivariate Longitudinal and Time-to-Eve
2 个回复 - 256 次查看【作者(必填)】 Jiaqing Chen , Yangxin Huang & Nian-Sheng Tang 【文题(必填)】 Bayesian Change-Point Joint Models for Multivariate Longitudinal and Time-to-Event Data 【年份(必填)】 2020 【全文链接 ...2023-11-13 11:47 - 肖恩同学 - 求助成功区

Multivariate Time Series Analysis and Applications
3 个回复 - 716 次查看 The book explore many important issues, including multivariate time series regression, dimension reduction and model implification, multivariate GARCH (generalized autoregressive conditional heteroske ...2023-2-2 13:26 - chongyanghe - 经管书评

[超级爆]Multivariate Time Series Analysis: With R and Financial Applications
169 个回复 - 33008 次查看【超级爆】+2014新书多元时间序列分析 Multivariate Time Series Analysis: With R and Financial Applications by Ruey S. Tsay English | 2014 | 520 pages | PDF | 5 MB 【教材简介】很多人梦寐以求的教科 ...2014-5-15 17:21 - saintsophia - 经济金融数学专区

2019新书 Multivariate Time Series Analysis and Applications
3 个回复 - 1717 次查看 Multivariate Time Series Analysis and Applications Author(s): William W. S. Wei Series: Wiley Series In Probability And Statistcs Publisher: John Wiley & Sons, Year: 2019 ISBN: 1119502853, ...2019-4-15 11:47 - zfk - 计量经济学与统计软件

Multivariate Time Series Analysis With R & Financial Applications(with code)
22 个回复 - 7593 次查看 Multivariate Time Series Analysis: With R and Financial Applicationsby Ruey S. Tsay (包括书、勘误表、数据和代码) Description An accessible guide to the multivariate time series tools used in nu ...2014-10-24 15:25 - hill302 - R语言论坛

Multivariate Time Series Analysis: With R and Financial Applications
11 个回复 - 7901 次查看 Multivariate Time Series Analysis: With R and Financial Applications Ruey S. Tsay ISBN: 978-1-118-61790-8 520 pages Wiley Series in Probability and Statistics, John Wiley, ISBN 978-1-11 ...2014-5-18 08:46 - zendream - R语言论坛

Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate Time
1 个回复 - 330 次查看【作者(必填)】 233 【文题(必填)】 Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate Time Series Models 【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.tand ...2022-7-22 13:04 - internet.hzx - 求助成功区

【经典教材系列】Multivariate Time Series With Linear State Space Structure
89 个回复 - 9905 次查看欢迎订阅wwqqer文库！2016-5-16 06:42 - wwqqer - 计量经济学与统计软件

Testing independence for multivariate time series via the auto-distance correlat
1 个回复 - 537 次查看【作者(必填)】 23 【文题(必填)】Testing independence for multivariate time series via the auto-distance correlation matrix 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup. ...2022-4-7 08:48 - internet.hzx - 求助成功区

新书 Multivariate Modelling of Non-Stationary Economic Time Series
60 个回复 - 10278 次查看 Multivariate Modelling of Non-Stationary Economic Time SeriesAuthors: Hunter, John, Burke, Simon, Canepa, Alessandra **** 本内容被作者隐藏 ****2017-5-11 09:45 - jarlow - 经济金融数学专区

Time Series Analysis : Univariate and Multivariate Methods (2nd Edition)
53 个回复 - 16870 次查看 Time Series Analysis : Univariate and Multivariate Methods (2nd Edition) By William W.S. Wei [*]Publisher: Addison Wesley[*]Number Of Pages: 624[*]Publication Date: 2005-07-17[*]ISBN-10 / ...2009-9-26 07:25 - laizhouyang - 计量经济学与统计软件

Modeling Multivariate Time Series With Copula-Linked
0 个回复 - 572 次查看【作者(必填)】 23 【文题(必填)】 Modeling Multivariate Time Series With Copula-Linked Univariate D-Vines 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://amstat.tandfonline.com/doi/full/1 ...2021-6-2 13:20 - internet.hzx - 文献求助专区

[英文文献]Multivariate LQG Control under Rational Inattention in Continuous Time
1 个回复 - 1136 次查看 Multivariate LQG Control under Rational Inattention in Continuous Time 连续时间合理无意识下的多元LQG控制摘要：我提出了一个在连续时间内具有合理注意力的多元线性二次高斯控制框架。我提出了一个三步求 ...2020-1-14 11:03 - [_回忆是梦_]_。 - 微观经济学

Semiparametric dynamic max‐copula model for multivariate time series
2 个回复 - 354 次查看【作者(必填)】 23 【文题(必填)】 Semiparametric dynamic max‐copula model for multivariate time series【年份(必填)】 23 【全文链接或数据库名称(选填)】https://rss.onlinelibrary.wiley.com/doi/abs/1 ...2020-9-13 17:29 - internet.hzx - 求助成功区

Semiparametric dynamic max‐copula model for multivariate time series
6 个回复 - 398 次查看【作者(必填)】 23 【文题(必填)】 Semiparametric dynamic max‐copula model for multivariate time series【年份(必填)】 23 【全文链接或数据库名称(选填)】https://rss.onlinelibrary.wiley.com/doi/10.11 ...2020-4-12 11:16 - internet.hzx - 求助成功区

Semiparametric dynamic max‐copula model for multivariate time series
4 个回复 - 429 次查看【作者(必填)】 232 【文题(必填)】 Semiparametric dynamic max‐copula model for multivariate time series【年份(必填)】 323 【全文链接或数据库名称(选填)】https://rss.onlinelibrary.wiley.com/doi/10. ...2020-4-12 03:16 - internet.hzx - 文献求助专区

Semiparametric dynamic max‐copula model for multivariate time series
2 个回复 - 351 次查看【作者(必填)】 232 【文题(必填)】 Semiparametric dynamic max‐copula model for multivariate time series【年份(必填)】 323 【全文链接或数据库名称(选填)】https://rss.onlinelibrary.wiley.com/doi/10. ...2020-4-12 03:15 - internet.hzx - 文献求助专区

Semiparametric dynamic max‐copula model for multivariate time series
1 个回复 - 602 次查看【作者(必填)】 23 【文题(必填)】 Semiparametric dynamic max‐copula model for multivariate time series【年份(必填)】 23 【全文链接或数据库名称(选填)】https://rss.onlinelibrary.wiley.com/doi/10.11 ...2020-4-12 03:24 - internet.hzx - 文献求助专区

跪求Time Series Analysis: Univariate and Multivariate Methods 的习题答案
0 个回复 - 789 次查看如题。教材是Time Series Analysis: Univariate and Multivariate Methods by William W.S. Wei.2020-1-9 11:32 - Raeee - 计量经济学与统计软件

R Package: MTS for Multivariate Time Series
10 个回复 - 8852 次查看 MTS: All-purpose toolkit for analyzing multivariate time series (MTS) and estimating multivariate volatility modelsMultivariate Time Series (MTS) is a general package for analyzing multivariate linear ...2014-5-1 01:53 - Nicolle - R语言论坛

【2019新书】The Statistical Analysis of Multivariate Failure Time Data
15 个回复 - 3070 次查看 The Statistical Analysis of Multivariate Failure Time Data: A Marginal Modeling Approach by Ross L. Prentice (Author), Shanshan Zhao (Author) About the Author Ross L. Prentice is Professor of Bi ...2019-7-25 02:59 - slowry - 金融学（理论版）

Modelling non-stationary multivariate time series of counts via common factors
1 个回复 - 467 次查看【作者(必填)】Wang, Fangfang; Wang, Haonan 【文题(必填)】Modelling non-stationary multivariate time series of counts via common factors 【年份(必填)】2018 【全文链接或数据库名称(选填)】2019-1-22 15:59 - 我来了 - 求助成功区

Multivariate time series analysis: with R and financial applications
16 个回复 - 5690 次查看作者：Ruey S. Tsay 多变量时间序列R解决方案2014-12-5 20:20 - lkean2008 - R语言论坛

Co-movements among major European exchange rates: A multivariate time-varying as
1 个回复 - 505 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

Estimation of Multivariate Models for Time Series of Possibly Different Lengths
1 个回复 - 473 次查看【作者(必填)】 AJ Patton 【文题(必填)】 Estimation of Multivariate Models for Time Series of Possibly Different Lengths 【年份(必填)】 2006 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/ ...2018-4-11 18:35 - internet.hzx - 求助成功区

Nonlinear multivariate and time series analysis by neural network methods
0 个回复 - 547 次查看摘要：Methods in multivariate statistical analysis are essential for working with large amounts of geophysical data, data from observational arrays, from satelli...http://onlinelibrary.wiley.com/doi/1 ...2018-1-30 01:29 - 人工智能-AI - 人工智能论文版

Multivariate Modelling of Non-Stationary Economic Time Series
4 个回复 - 619 次查看 **** 本内容被作者隐藏 ****2018-1-16 09:12 - Nicolle - winbugs及其他软件专版

5000 论坛币: Multivariate Time Series Analysis and Applications
4 个回复 - 392 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)】 [/td][/tr] [/table]2020-1-16 09:28 - pertain - 求助成功区

Deep Learning for Multivariate Financial Time Series
5 个回复 - 1785 次查看 Deep Learning for MultivariateFinancial Time Series Abstract：Deep learning is a framework for training and modelling neural networkswhich recently have surpassed all conventional methods in many ...2017-11-27 11:08 - _wallstreetcat_ - 量化投资

Multivariate Time Series Analysis with R and Financial Applications 代码与数据
1 个回复 - 1655 次查看 2016-11-6 22:27 - 蓝精灵99幸福 - R语言论坛

求助哪有Time series analysis univariate and multivariate methods英文版下载
5 个回复 - 3779 次查看论坛上找到 Time series analysis univariate and multivariate methods(William W.S) 2nd edition 中文版的不过现在急需英文版的。。找了很久都没找到谢谢2010-1-8 02:56 - sallyqiu - 计量经济学与统计软件

Multivariate Time Series Analysis: With R and Financial Applications
16 个回复 - 5567 次查看 2014-2-12 13:15 - 牛尾巴 - 求助成功区

求论文Testing For and Dating Common Breaks in Multivariate Time Series
3 个回复 - 1247 次查看如题，Testing For and Dating Common Breaks in Multivariate Time Series，Review of Economic Studies (1998)2011-9-9 10:57 - sjm1972 - 求助成功区

Higher dimensional Clayton-Oakes models for multivariate failure time data
1 个回复 - 821 次查看 Higher dimensional Clayton-Oakes models for multivariate failure time data [/url] 由 Prentice, R. L.[/url] 通过 Biometrika[/url] The Clayton–Oakes bivariate failure time model ...2015-12-17 14:44 - oliyiyi - LATEX论坛

200币求书，epub或者kindle版的Multivariate Time Series Analysis: With R
2 个回复 - 965 次查看如题，蔡老师的那本2015-11-4 16:41 - alphalionfoxmai - 量化投资

【书籍下载】Multivariate Tests for Time Series Models
0 个回复 - 1410 次查看图书名称：Multivariate Tests for Time Series Models 作者：Cromwell, Jeff B. 出版社：Sage Publications, Inc. 页数：98 出版时间：1994 语言：English 格式：pdf 内容： Co ...2015-9-25 08:40 - toughxiaoqiang - 计量经济学与统计软件

[悬赏2000]Multivariate Time Series Analysis: With R and Financial Applications
10 个回复 - 5695 次查看 Multivariate Time Series Analysis: With R and Financial ApplicationsRuey S. Tsay ISBN: 978-1-118-61790-8 520 pages December 20132013-11-7 11:00 - hanszhu - winbugs及其他软件专版

Elements of Multivariate Time Series Analysis
4 个回复 - 2894 次查看 by Gregory C. Reinsel This book introduces basic concepts and methods useful in the analysis and modeling of multivariate time series data. It concentrates on the time-domain analysis of multivaria ...2014-6-25 00:21 - miragew - 计量经济学与统计软件

Multivariate Time Series Analysis 包括电子书和相关code
0 个回复 - 1427 次查看 Multivariate Time Series Analysis 包括电子书和相关code An accessible guide to the multivariate time series tools used in numerous real-world applications Multivariate Time Series Analysis: With R ...2014-10-29 00:52 - LHP20112012 - 计量经济学与统计软件

哪位大侠帮忙找篇文章A Multivariate Time Series Analysis of Some Flour Price Data
10 个回复 - 1280 次查看【作者(必填)】Howard Grubb 【文题(必填)】A Multivariate Time Series Analysis of Some Flour Price Data 【年份(必填)】1992 【全文链接或数据库名称(选填)】http://www.jstor.org/discover/10.2307/2347 ...2013-11-21 10:47 - wyscjd - 求助成功区

Multivariate Time Series Analysis
1 个回复 - 807 次查看【作者(必填)】George E. P. Box, Gwilym M. Jenkins, Gregory C. Reinsel 【文题(必填)】Multivariate Time Series Analysis 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://onlinelibrary.wil ...2013-6-18 10:50 - violinangel - 求助成功区

Financial crises and stock market contagion in a multivariate time-varying asymm
4 个回复 - 842 次查看【作者(必填)】 [*]Dimitris Kenourgios； [*]Aristeidis Samitas； [*] [*]Nikos Paltalidis 【文题(必填)】 Financial crises and stock market contagion in a multivariate time-varying asymme ...2013-3-24 12:07 - hengchao919 - 求助成功区

Modelling Non-Stationary Time Series : A Multivariate Approach
2 个回复 - 2705 次查看 © Simon P. Burke and John Hunter 20051 Introduction: Cointegration, Economic Equilibrium and the Long Run2 Properties of Univariate Time Series3 Relationships Between Non-Stationary Time Series4 ...2009-5-14 08:10 - songqiuhong - 计量经济学与统计软件

Elements of Multivariate Time Series Analysis
2 个回复 - 2277 次查看求助“Elements of Multivariate Time Series Analysis”这本书，作者：Reinsel, Gregory C.2011-5-14 09:36 - math_dsh - 求助成功区

英文文献：A Multivariate Time Series Analysis of Some Flour Price Data
2 个回复 - 993 次查看【作者(必填)】Grubb, H. 【文题(必填)】A Multivariate Time Series Analysis of Some Flour Price Data 【年份(必填)】1992 【全文链接或数据库名称(选填)】http://www.jstor.org/discover/10.2307/23476 ...2012-3-17 22:30 - wyscjd - 求助成功区

time series analysis univariate and multivariate methods William W.S. We
13 个回复 - 7835 次查看 <br>2008-7-24 16:37 - jigesi - 计量经济学与统计软件

Kalman filter for the estimation of time-variant multivariate AR models
3 个回复 - 1925 次查看 A new Kalman filter approach for the estimation of high-dimensional time-variant multivariate AR models 这篇模型有没有看过或者实现过呢？最后的Partial granger causality index的过程有没有哪位高手 ...2010-10-26 20:04 - xiaoxiaobeifeng - MATLAB等数学软件专版

Time-Series Analysis(节选自Using Multivariate Statistics 5th)
6 个回复 - 1969 次查看 Time-Series Analysis 高清pdf 有SAS 实例节选自Using Multivariate Statistics fifth edition 主编是加州大学著名的统计学教授 Barbara G. Tabachnick & Linda S. Fidell 目录 1 General ...2009-11-19 19:52 - sunshine880607 - 商业数据分析

APPLYING MULTIVARIATE TIME SERIES FORECASTS FOR ACTIVE PORTFOLIO MANAGEMENT
0 个回复 - 1322 次查看 APPLYING MULTIVARIATE TIME SERIES FORECASTS FOR ACTIVE PORTFOLIO MANAGEMENT2009-12-27 22:56 - zengyan1984 - 论文版

about multivariate time series and intervention analysis
3 个回复 - 2500 次查看现在看到很多资料关于干涉模型的都是univariate 的，那位大虾有关于如何处理intervention在multivariate time series model的经验，能够指点一二，多谢多谢！2007-2-26 04:33 - 雪花在飞 - SAS专版

Frocasting Soybean Complex Prices: Univariate and Multivariate Time Series ...
0 个回复 - 247 次查看 2006-5-3 23:26 - 凡勃伦效应890 - Forum

Multivariate Option Pricing with Time Varying Volatility and Correlations-具...
0 个回复 - 229 次查看 2004-10-29 14:41 - 期望效应224 - Forum

Multivariate Option Pricing with Time Varying Volatility and Correlations
0 个回复 - 314 次查看 2004-10-28 07:23 - 民事诉讼法学397 - Forum

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