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结果：找到“CTE VaR”相关内容73个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”

基于滚窗VAR模型的DY溢出指数connectedness index
12 个回复 - 14570 次查看 Diebold和Yılmaz创造的这种方法是计量经济学中的一个里程碑，因为它证明了冲击是如何在预定的系统内传播的，从而有助于可视化不同危机的传播机制如何通过各种经济渠道发挥作用。正如Diebold和Yılmaz（ ...2021-4-11 02:39 - 0521787641 - 现金交易版

Selected Chapters in the Calculus of Variations
1 个回复 - 760 次查看 2018-5-8 21:56 - kawazhang - 运营管理（物流与供应链管理）

【日本事物】 Things Japanese: Being Notes on Various Subjects Connected with Jpn
11 个回复 - 764 次查看 Things Japanese: Being Notes on Various Subjects Connected with Japan (Stone Bridge Classics) by Basil Hall Chamberlain (Author) An engaging collection about everything from the abacus to z ...2016-11-13 15:20 - cmwei333 - 经管书评

平均方差提取值（Average Variance Extracted, AVE）怎样求解
8 个回复 - 50998 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

Conditional VAR and Expected Shortfall: A New Functional Approach
1 个回复 - 717 次查看【作者(必填)】 23 【文题(必填)】 Conditional VAR and Expected Shortfall: A New Functional Approach 【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/abs/10.1080/0 ...2021-8-8 21:17 - internet.hzx - 求助成功区

Conditional VAR and Expected Shortfall: A New Functional Approach
1 个回复 - 408 次查看【作者(必填)】 23 【文题(必填)】 Conditional VAR[/backcolor] and Expected Shortfall: A New Functional Approach 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/ful ...2021-6-17 02:52 - internet.hzx - 求助成功区

Time-varying dynamics of expected shortfall in commodity futures markets
1 个回复 - 628 次查看【作者(必填)】 23 【文题(必填)】 Time-varying dynamics of expected shortfall in commodity futures markets【年份(必填)】 323 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/doi/abs/1 ...2021-6-13 23:09 - internet.hzx - 求助成功区

Financial Characteristics of Merged Firms: A Multivariate Analysis
1 个回复 - 303 次查看【作者(必填)】Donald L. Steven 【文题(必填)】Financial Characteristics of Merged Firms: A Multivariate Analysis 【年份(必填)】 1973 【全文链接或数据库名称(选填)】https://www.jstor.org/stable/23 ...2020-2-4 15:39 - blueskyy - 求助成功区

2017_Strain Variation in the Mycobacterium tuberculosis Complex_Its_Role_in_Biol
3 个回复 - 521 次查看 Contents 1 The Nature and Evolution of Genomic Diversity in the Mycobacterium tuberculosis Complex . . . . . . . . . . . . . . . . . . . . . . 1 Daniela Brites and Sebastien Gagneux 2 The ...2018-6-13 21:56 - xdfhz - 经管书评

Estimation of the marginal expected shortfall: the mean when a related variable
3 个回复 - 1332 次查看【作者(必填)】 [*]Juan-Juan Cai1,*, [*]John H. J. Einmahl2, [*]Laurens de Haan3,4 and [*]Chen Zhou5 【文题(必填)】 Estimation of the marginal expected shortfall: the mean when a related variab ...2014-6-22 09:38 - internet.hzx - 求助成功区

stata显示'x' found where numeric variable expected
3 个回复 - 9304 次查看描述性统计结果时，显示'x'（变量） found where numeric variable expected 请教大神，这种怎么处理，这个变量是字母，是不是没有转化为数值的原因，这种怎么转化为数值，直接用destring x，replace force转化就会 ...2019-8-14 11:01 - Albert3 - Stata专版

数据库查询出错，[Err] ERROR: operator does not exist: integer = character var
5 个回复 - 3060 次查看我在进行一个数据库查询时出现错误，出现下面提示，请哪位懂得老师帮我解决下，万分感谢！！！ [Err] ERROR: operator does not exist: integer = character varying LINE 87: on ie.icustay_id = labs.icustay ...2019-6-24 00:31 - lcyxwrl - SQL及关系型数据库数据分析

Refined measures of dynamic connectedness based on tvp-var
1 个回复 - 1277 次查看【作者(必填)】【文题(必填)】Refined measures of dynamic connectedness based on tvp-varN Antonakakis, D Gabauer - 2017 - mpra.ub.uni-muenchen.de 【年份(必填)】【全文链接或数据库名称(选填)】2018-10-31 09:19 - 金融坦然 - 求助成功区

Stock return variation and expected dividends
1 个回复 - 401 次查看【作者(必填)】SP Kothari, J Shanken 【文题(必填)】Stock return variation and expected dividends 【年份(必填)】1992 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article ...2018-5-29 21:58 - fxq2327 - 求助成功区

On the Problem of Testing Location in Multivariate Populations for Restricted Al
1 个回复 - 528 次查看【作者(必填)】Peter E. Nüesch[/backcolor] 【文题(必填)】On the Problem of Testing Location in Multivariate Populations for Restricted Alternatives[/backcolor] 【年份(必填)】The Annals of Mathem ...2018-5-11 12:21 - xjg1983 - 求助成功区

请教在RATS 7.0 或者Eviews上面实现sign restricted VAR 或者贝叶斯SVAR
1 个回复 - 829 次查看请教在RATS 7.0 或者Eviews上面实现sign restricted VAR 或者贝叶斯SVAR。如题。第一次发帖，请大神们多指教。我没有论坛币，如果有大神愿意指导操作，愿意以现金方式支付。谢谢！2018-1-24 21:58 - qinwen文 - 灌水吧

Skill‐utilization, skill‐variety and the job characteristics model
2 个回复 - 405 次查看 Skill‐utilization, skill‐variety and the job characteristics model GE O'brien - Australian Journal of Psychology, 1983 - Wiley Online Library2017-8-28 21:34 - aronson - 求助成功区

projecteuclid Sparse oracle inequalities for variable selection
2 个回复 - 892 次查看【作者(必填)】Clément Levrard 【文题(必填)】Sparse oracle inequalities for variable selection via regularized quantization 【年份(必填)】2018 【全文链接或数据库名称(选填)】https://projecteuc ...2017-8-7 01:33 - 352693585 - 求助成功区

A Multivariate Methodological Approach to Relate Wine to Characteristics
1 个回复 - 539 次查看【作者(必填)】Valentina Canuti, Monica Picchi, Bruno Zanoni, Giovanna Fia, Mario Bertuccioli 【文题(必填)】A Multivariate Methodological Approach to Relate Wine to Characteristics of Grape Composit ...2017-5-25 16:26 - bwhbwh - 求助成功区

Characterization of efficient frontier for mean–variance model with a drawdown
2 个回复 - 694 次查看【作者(必填)】Yao Haixiang 【文题(必填)】Characterization of efficient frontier for mean–variance model with a drawdown constraint[J] 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://ww ...2017-5-6 12:34 - wead456789 - 求助成功区

Characterization of efficient frontier for mean-variance model with a drawdown c
1 个回复 - 613 次查看【作者(必填)】马庆华【文题】 Characterization of efficient frontier for mean-variance model with a drawdown constraint 【年份(必填)】 Appl. Math. Comput 2013 【全文链接或数据库名称(选填) ...2017-5-6 12:07 - 小乐v - 求助成功区

stata中出现character ignored because string variable
4 个回复 - 9436 次查看在相关性检验时出现(character ignored because string variable)，character这个变量出不来，回归分析也是，能告知是怎样解决吗？谢谢~2017-4-3 21:38 - NSXJessica - Stata专版

求助：用R求VaR和Expected Shortfall
6 个回复 - 7979 次查看本人正在做一个用garch模型分析VaR和Expected Shortfall的论文，现在有几个问题，想跟大家请教一下。 1.我的论文从收益率的非条件分布开始，这样求VaR和Expected Shortfall就成了求quantile的问题。在正态分布的假设 ...2009-8-21 16:20 - yipkay - R语言论坛

Expected Stock Returns and Variance Risk Premia
2 个回复 - 1580 次查看【作者(必填)】Tim Bollerslev; George Tauchen; Hao Zhou 【文题(必填)】Expected Stock Returns and Variance Risk Premia 【年份(必填)】2009 【全文链接或数据库名称(选填)】http://rfs.oxfordjournals.o ...2016-11-20 22:52 - hnhs100 - 求助成功区

Bias-Corrected AIC for Selecting Variables in Poisson Regression Models
2 个回复 - 941 次查看【作者(必填)】Ken-Ichi Kamoa*, Hirokazu Yanagiharab & Kenichi Satohc 【文题(必填)】Bias-Corrected AIC for Selecting Variables in Poisson Regression Models 【年份(必填)】Volume 42, Issue 11, ...2013-10-23 10:14 - ynlihuiqiong - 求助成功区

Discrete distributions connected with the bivariate binomial
4 个回复 - 1153 次查看【作者(必填)】 I Bairamov，OE Gultekin 【文题(必填)】Discrete distributions connected with the bivariate binomial 【年份(必填)】2010 【全文链接或数据库名称(选填)】2015-11-24 22:42 - ynlihuiqiong - 求助成功区

New multivariate aging notions based on the corrected orthant and the standard c
1 个回复 - 665 次查看【作者(必填)】J.M. Fernández-Poncea, F. Pelleryb & M.R. Rodríguez-Grinñoloc* 【文题(必填)】 New multivariate aging notions based on the corrected orthant and the standard construction【年份 ...2015-7-20 14:39 - @zhuanyong - 求助成功区

求助如何用MATLAB计算VAR和Expected shortfall
7 个回复 - 8537 次查看如何在MATLAB中对计算我国股票市场1992 到2012的return的 VAR值和ES值如何用图形来表示ES比VAR更能反映实际的损失。我写的论文的主题就是 Expected shortfall 相比较于VAR 在中国股票市场上是更好的风险管理的办 ...2012-8-14 00:07 - wc88381859 - MATLAB等数学软件专版

projecteuclid Parametric Stein operators and variance bounds
1 个回复 - 591 次查看【作者(必填)】Christophe Ley and Yvik Swan 【文题(必填)】Parametric Stein operators and variance bounds 【年份(必填)】2016 【全文链接或数据库名称(选填)】https://projecteuclid.org/euclid.bjps/ ...2016-5-18 21:05 - 352693585 - 求助成功区

projecteuclid Lasso and probabilistic inequalities for multivariate point proce
4 个回复 - 970 次查看【作者(必填)】Niels Richard Hansen, Patricia Reynaud-Bouret, and Vincent Rivoirard 【文题(必填)】Lasso and probabilistic inequalities for multivariate point processes 【年份(必填)】2015 【全文 ...2016-5-14 23:47 - 352693585 - 求助成功区

Characterisation of the Main Playing Variables Affecting the Service
1 个回复 - 548 次查看【作者(必填)】Mirian E. Quiroga, David Rodriguez-Ruiz, SamuelSarmiento, Luis Fernando Muchaga, Marzo Da Silva Grigoletto, Juan M. Garcia- Manso 【文题(必填)】Characterisation of the Main Playing Va ...2016-4-13 14:09 - dliangfranklin - 求助成功区

On the characterization of a class of binary operations on bivariate distributio
1 个回复 - 573 次查看【作者(必填)】Fabrizio Durante and Carlo Sempi 【文题(必填)】On the characterization of a class of binary operations on bivariate distribution functions 【年份(必填)】2006 【全文链接或数据库名 ...2016-3-29 12:00 - @zhuanyong - 求助成功区

Mean–variance approximations to expected utility
3 个回复 - 937 次查看【作者(必填)】Harry Markowitz 【文题(必填)】Mean–variance approximations to expected utility 【年份(必填)】2014 【全文链接或数据库名称(选填)】2016-3-13 15:50 - sailing3200 - 求助成功区

请教关于 input中@character-variable 的用法问题
0 个回复 - 1094 次查看关于 @character-variable 的问题，我看了SAS的帮助，我的理解是@变量名这语法的前提是这个变量名必须在之前已经出现过，而@变量名这个语法是跳过之前这个变量所在位置的值，并取后面的第一个非空值，所以对于下面的 ...2015-6-2 22:50 - saximi - SAS专版

【winbugs】 check model出现expected variable name，如何解决？急><
1 个回复 - 6248 次查看我刚刚开始学习使用winbugs，对结构不太了解。 check model出现expected variable name，但我不明白到底哪个变量有问题，希望好心人能帮帮我，不胜感激！！我在网上找到的都是ppt或是很简单的教程，如果有大神能推荐 ...2015-5-12 16:31 - tanasv - R语言论坛

check model出现expected variable name，是什么问题呀？
0 个回复 - 2334 次查看我刚刚开始学习使用winbugs，对结构不太了解。 check model出现expected variable name，但我不明白到底哪个变量有问题，希望好心人能帮帮我，不胜感激！！我在网上找到的都是ppt或是很简单的教程，如果有大神能推荐 ...2015-5-13 10:27 - tanasv - winbugs及其他软件专版

Asymptotic variance parameters for the boundary local times of reflected brownia
1 个回复 - 743 次查看【作者(必填)】Williams, R.J., 1992. 【文题(必填)】 Asymptotic variance parameters for the boundary local times of reflected brownian motion on a compact interval. 【年份(必填)】【全文链接或数 ...2015-1-21 10:54 - ssylzz - 求助成功区

Mean–variance approximations to expected utility
1 个回复 - 955 次查看【作者(必填)】Harry Markowitz 【文题(必填)】Mean–variance approximations to expected utility 【年份(必填)】2014 【全文链接或数据库名称(选填)】European Journal of Operational Research Volume ...2014-11-26 08:49 - elephann - 求助成功区

restricted VAR
1 个回复 - 1521 次查看看到一篇文献，有六个变量，记为向量Yt；然后做主成分分析，取前三个主成分，记为Ft=L*Yt，L是主成分系数。然后将Yt对滞后一期的F进行回归，作者说这就是restricted VAR，想问在软件中怎么实现啊？求各位帮忙解惑~先 ...2013-11-3 23:43 - mufuqu - Stata专版

文献求助：Optimal Reinsurance Under VaR and CTE Risk Measures When Ceded Loss
1 个回复 - 1115 次查看【作者(必填)】Zhi-Yi Lu etc. 【文题(必填)】Optimal Reinsurance Under VaR and CTE Risk Measures When Ceded Loss Function is Concave【年份(必填)】【全文链接或数据库名称(选填)】http://www.tandfonline ...2014-7-3 06:53 - lzy225 - 求助成功区

Nonparametric Methods for Estimating Conditional VaR and Expected Shortfall
2 个回复 - 2155 次查看 2013-6-20 09:28 - edwardchenl - 计量经济学与统计软件

请问用stata怎么求VaR和ES（expected shortfall）啊
0 个回复 - 1637 次查看 rt：请问用stata怎么求VaR和ES（expected shortfall）啊多谢各位高人>_2014-1-27 15:37 - left921020 - Stata专版

Sensitivity of portfolio VaR and CVaR to portfolio return characteristics
1 个回复 - 1316 次查看分享给大家，一篇比较新的关于组合策略的文章。作者里面有FrankJ.Fabozzi, 偏向实际应用。分享给大家欣赏。 Abstract Risk management through marginal rebalancing is important for institutional investors ...2013-11-28 12:53 - vodkabuaa - 金融工程（数量金融）与金融衍生品

Expected value of fuzzy variable and fuzzy expected value models
0 个回复 - 1398 次查看刘宝碇教授的论文，Expected value of fuzzy variable and fuzzy expected value models，有关于模糊数求期望值的方法介绍和探讨。2013-11-5 15:27 - wanghq_bupt - 计量经济学与统计软件

restricted VAR在软件中如何实现
1 个回复 - 1140 次查看看到一篇文献，有六个变量，记为Yt；然后做主成分分析，取前三个主成分，记为Ft=L*Yt，L是主成分系数。然后将Yt对滞后一期的F进行回归，作者说这就是restricted VAR，想问在软件中怎么实现啊？与一般的VAR对话框不符 ...2013-11-3 23:41 - mufuqu - 爱问频道

Merge by character variable, different length
1 个回复 - 1009 次查看要根据一个character variable 合并两张表, 但是这个Character variable 在这两个表格中的length 不一样，format也不一样。不知道能不能改变Length? 谢谢了！2013-10-15 13:50 - 一眼瞬间 - SAS专版

求助如何软件计算VAR和Expected Shortfall
1 个回复 - 1888 次查看我的论文的主题是：通过中国股票市场的数据研究来证明expected shortfall 比 Var 更好。怎么才能计算我国02年到10年股票市场log return的VAR值和ES值。如何用图像或者数据来反映ES比VAR更能反映实际的损失！！！离 ...2012-8-14 08:20 - wc88381859 - 爱问频道

计算 Var, Expected shortfall (ES)
0 个回复 - 5211 次查看 (a) A company operates two subsidiaries, one in Western Australia and one in Queensland. The 10-day absolute 99% VaR in Queensland is estimated at $100,000 and the 10-day absolute 99% VaR in WA is e ...2013-8-24 12:54 - garfielddxc - 金融学（理论版）

Estimation of covariance parameters in kriging via restricted maximum likelihood
1 个回复 - 997 次查看【作者(必填)】C. R. Dietrich, M. R. Osborne 【文题(必填)】Estimation of covariance parameters in kriging via restricted maximum likelihood 【年份(必填)】Mathematical Geology January 1991, Volume ...2013-6-27 04:35 - qoiqpwqr - 求助成功区

问下multivariate conditional logistic中的restricted cubic spline！
1 个回复 - 4128 次查看 求教各位高手，我对STATA基本一片茫然，看到一片文献中提到multivariate conditional logistic中的restricted cubic spline，并用 reverse spline function画出了曲线，</p ...2009-3-25 22:52 - huyiming - Stata专版

Characterization of Admissible Linear Estimators in Multivariate Linear Model wi
2 个回复 - 784 次查看【作者(必填)】Shangli Zhangab*, Zhide Fangc & Gang Liud 【文题(必填)】Characterization of Admissible Linear Estimators in Multivariate Linear Model with Respect to Inequality Constraints under Mat ...2013-4-13 00:33 - djheahnu - 求助成功区

再请教用simulation 算VAR和CTE
4 个回复 - 1667 次查看看好多版本的书，有些糊涂假如进行了1000次模拟，那VAR(99) 是不是从小到大排名第991 的那个值，还是990的那个值？ CTE(99) 是不是从991 到1000个值的均值，还是992到1000的均值？非常感谢，看得好晕。。 ...2013-2-17 17:36 - sailingyf - Forum

请教CTE和Tail VAR的差别
5 个回复 - 5854 次查看 ERM的module里介绍，CTE和TVAR，说他们在尾部连续的时候是想同的，但是如果不连续的话，就不相同了吗？怎么感觉定义是一样的？都是尾部的平均？？？谢谢！！2013-2-2 14:13 - sailingyf - Forum

请问CTE和TVaR有什么区别
4 个回复 - 10385 次查看请问CTE(conditional tail expectation)和TVaR有什么区别？有的地方说两者是一样的。有的说是当分布连续的时候是一样的，但是离散的时候有区别，想请问下有什么区别万分感谢！因为没有提问类型，就只能发个心 ...2012-11-6 10:26 - sxr112 - CAA、SOA精算师等考证版

Empirical characterization of random forest variable importance measures
2 个回复 - 1517 次查看题名 Empirical characterization of random forest variable importance measures 作者 Kellie J. Archer, 1, a, , and Ryan V. Kimesa 期刊、会议、单位名称 Computational Statistics & Data Analysis 年 ...2011-5-20 12:45 - ttatacter - 求助成功区

Expected value of fuzzy variable and fuzzy expected value models
3 个回复 - 869 次查看【作者(必填)】 Baoding Liu 【文题(必填)】 Expected value of fuzzy variable and fuzzy expected value models 【年份(必填)】 2002 【全文链接或数据库名称(选填)】 http://ieeexplore.ieee.org/xpl/log ...2012-10-24 12:04 - 下雨就打伞 - 求助成功区

Harvard Business Review 2007.03 Selected Articles6.6M
0 个回复 - 5549 次查看 mulu:Crisis at the Summit,Leading Clever People,Should Harbinson Recommend Further Investment in Seven Peaks,Competitive Advantage on a Warming Planet 2007-3-9 02:11 - jfyd2 - 商学院

用matlab等软件计算组合的VaR 和Expected Shortfall，求助！
5 个回复 - 5954 次查看请用MATLAB或R等金融软件计算2种不同portfolio 的VaR 和Expected Shortfall。请用 delta-normal, delta-gamma, montecarlo，risk-metrics中的三种不同方法求VAR和Expected Shortfall 的值和图像。第一种portfolio是 ...2011-8-3 14:57 - linzhang219 - 悬赏大厅

how to convernt character variable into datetime format
3 个回复 - 2327 次查看 I have the character format value for one variable: Date 2010-05-05 00:00:00 But I want to change it into datetime format. How can I do it? I tried: date_new = input(Date, YYMMDD10.) -- B ...2010-12-3 23:04 - rockfido - SAS专版

求Daniel & Titman (1998) Characteristics or covariances
2 个回复 - 2250 次查看 Daniel & Titman (1998) Characteristics or covariances， journal of portfolio management, 24, 24-33，那位仁兄有，分享下吧，死活找不到，急着要啊~~2010-1-10 19:06 - echo074 - 文献求助专区

求助SPSS操作中提示An equals sign was not found when expected after target variable in a
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