fractional integration-经管之家(原经济论坛)-经济、管理、金融、统计在线教育和咨询网站

结果：找到“fractional integration”相关内容18个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”

Fractional Integration and Structural Breaks at unknown Periods of Time
2 个回复 - 796 次查看【作者(必填)】 Gil-Alana, L.A. 【文题(必填)】 Fractional Integration and Structural Breaks at unknown Periods of Time 【年份(必填)】 2008 【全文链接或数据库名称(选填)】Journal of Time Series Ana ...2017-11-11 11:27 - 肖恩同学 - 求助成功区

求论文Integration questions related to fractional Brownian motion
2 个回复 - 890 次查看【作者(必填)】Vladas Pipiras, Murad S. Taqqu[/backcolor] 【文题(必填)】Integration questions related to fractional Brownian motion 【年份(必填)】2000 【全文链接或数据库名称(选填)】 Integration ...2016-8-9 23:37 - weilinhy - 求助成功区

The power of the KPSS-test for cointegration when residuals are fractionally int
1 个回复 - 897 次查看 The power of the KPSS-test for cointegration when residuals are fractionally iintegrated2015-9-26 10:46 - lucky187 - 求助成功区

Alternative bootstrap procedures for testing cointegration in fractionally integ
1 个回复 - 867 次查看 Alternative bootstrap procedures for testing cointegration in fractionally integrated processes2015-9-26 10:49 - lucky187 - 求助成功区

Bootstrap tests for fractional integration and cointegration: A comparison study
1 个回复 - 838 次查看 Bootstrap tests for fractional integration and cointegration: A comparison study2015-9-26 10:43 - lucky187 - 求助成功区

Residual-based test for fractional cointegration
1 个回复 - 766 次查看 Residual-based test for fractional cointegration2015-9-26 10:35 - lucky187 - 求助成功区

fractional integration
1 个回复 - 653 次查看 Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets2015-9-26 10:33 - lucky187 - 求助成功区

Taylor&Fracis: Fractional integration in the equity markets of MENA region
1 个回复 - 1142 次查看【作者(必填)】 A. Assafa 【文题(必填)】 Fractional integration in the equity markets of MENA region 【年份(必填)】 2007 【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080 ...2014-7-10 19:00 - qijiongli - 求助成功区

Francoa+Bootstrap tests for fractional integration and cointegration: A comparis
1 个回复 - 773 次查看【作者(必填)】G.C. Franco, V.A. Reisen, F.A. Alves 【文题(必填)】Bootstrap tests for fractional integration and cointegration: A comparison study 【年份(必填)】2013.2 【全文链接或数据库名称(选 ...2013-2-18 08:07 - harlon1976 - 求助成功区

请教：分整(fractional cointegration)用什么软件可以实现
2 个回复 - 2415 次查看 <p>请教各位：分整(fractional cointegration)用什么软件可以实现，有没有什么现成的程序可以借鉴？</p><p>非常感谢！</p>2008-1-23 14:26 - tju_mickey - 计量经济学与统计软件

Price Integration In Mercosur Countries: A Fractional Cointegration Analysis
0 个回复 - 230 次查看 2006-5-10 03:25 - 非传统安全223 - Forum

Nonstationary cointegration in the fractionally cointegrated VAR model-VAR模...
0 个回复 - 228 次查看 2004-12-11 19:32 - 企业品牌管理632 - Forum

Medium Band Least Squares Estimation of Fractional Cointegration in the Pre...
0 个回复 - 453 次查看 2004-11-30 19:41 - 开题报告范文525 - Forum

Risk and Return: Long-Run Relationships, Fractional Cointegration, and Retu...
0 个回复 - 182 次查看 2004-11-14 16:39 - 行政伦理266 - Forum

Numerical distribution functions of fractional unit root and cointegration ...
0 个回复 - 220 次查看 2004-11-4 17:53 - 毛入学率645 - Forum

A No Arbitrage Fractional Cointegration Analysis Of The Range Based Volatility
0 个回复 - 215 次查看 2004-10-13 17:22 - 十大券商898 - Forum

Nonparametric Cointegration Analysis of Fractional Systems With Unknown Int...
0 个回复 - 1009 次查看 2004-10-1 08:40 - 保理融资389 - Forum

课程推荐