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Statistics and Data Analysis for Financial Engineering with R Examples 第二版
98 个回复 - 21178 次查看 Statistics and Data Analysis for Financial Engineering with R Examples（第二版）高清电子书，非常好的一本学习R编程语言在Financial Engineering的应用的书，是本人在美国上学下载到的，目前网上还没有第二版的 ...2015-9-25 09:59 - huruipeng - 现金交易版

First hitting times for doubly t>skewedt> Ornstein–Uhlenbeck processes
5 个回复 - 1527 次查看【作者(必填)】【文题(必填)】First hitting times for doubly t>skewedt> Ornstein–Uhlenbeck processes 【年份(必填)】Statistics & Probability LettersVolume 96, January 2015, Pages 212–222 【全文链接或 ...2014-12-2 06:20 - ssylzz - 求助成功区

A comparison of the GB2 and t>skewedt> generalized log-t distributions with an appli
1 个回复 - 338 次查看【作者(必填)】 2323 【文题(必填)】 A comparison of the GB2 and t>skewedt> generalized log-t distributions with an application in financeAuthor links open overlay panel 【年份(必填)】 2323 【 ...2021-8-8 12:27 - internet.hzx - 求助成功区

1977年的Some Effects of Proportions on Group Life: Skewed Sex Ratios and Respons
2 个回复 - 531 次查看【作者(必填)】Rosabeth Moss Kanter 【文题(必填)】Some Effects of Proportions on Group Life: Skewed Sex Ratios and Responses to Token Women 【年份(必填)】1977 【全文链接或数据库名称(选填)】The ...2020-3-18 20:36 - 983585458 - 求助成功区

Exponentially Smoothing the Skewed Laplace Distribution for Value-at-Risk Foreca
4 个回复 - 714 次查看【作者(必填)】Richard Gerlach1,*, Zudi Lu2 andHai Huang3 【文题(必填)】Exponentially Smoothing the Skewed Laplace Distribution for Value-at-Risk Forecasting 【年份(必填)】2013 【全文链接或数据 ...2016-6-25 07:38 - hnhs100 - 求助成功区

Skewed Normal Variance-Mean Models for Asset Pricing and the Method of Moments
1 个回复 - 716 次查看【作者(必填)】 23 【文题(必填)】 Skewed Normal Variance-Mean Models for Asset Pricing and the Method of Moments【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.jstor.org/stable/2547269 ...2019-1-30 00:33 - internet.hzx - 求助成功区

Multistate Travel Time Reliability Models with Skewed Component Distributions
1 个回复 - 526 次查看【作者(必填)】 Feng Guo 【文题(必填)】 Multistate Travel Time Reliability Models with Skewed Component Distributions 【年份(必填)】 2012 【全文链接或数据库名称(选填)】https://trrjournalonline.tr ...2018-6-5 09:22 - peterxu1969 - 求助成功区

Model comparison of coordinate-free multivariate t>skewedt> distributions with an ap
1 个回复 - 539 次查看【作者(必填)】Jos′e T.A.S. Ferreira and Mark F.J. Steel∗ 【文题(必填)】 Model comparison of coordinate-free multivariate t>skewedt> distributions with an application to stochastic frontiers 【 ...2017-10-1 22:21 - magicsun - 求助成功区

Option pricing under GARCH models with Hansen's t>skewedt>-
2 个回复 - 931 次查看【作者(必填)】 someone 【文题(必填)】 Option pricing under GARCH models with Hansen's t>skewedt>-t distributed innovations【年份(必填)】 2015 【全文链接或数据库名称(选填)】http://www.sciencedirect.co ...2017-4-14 00:22 - internet.hzx - 求助成功区

A general approach to integrated risk management with t>skewedt>, fat-tailed risks
2 个回复 - 576 次查看【作者(必填)】 Joshua V. Rosenberg1, , Til Schuermann 【文题(必填)】 A general approach to integrated risk management with t>skewedt>, fat-tailed risks【年份(必填)】 2006 【全文链接或数据库名称(选填) ...2016-5-4 11:55 - internet.hzx - 求助成功区

Skewed distributions in finance and actuarial science: a review
1 个回复 - 640 次查看【作者(必填)】 Christopher Adcocka*, Martin Elingb & Nicola Loperfidoc 【文题(必填)】 Skewed distributions in finance and actuarial science: a review 【年份(必填)】 2015 【全文链接或数据库名称(选 ...2016-4-7 17:52 - internet.hzx - 求助成功区

Energy policy is t>skewedt>
1 个回复 - 694 次查看 Energy policy is t>skewedt>By Nick Butler One of the toughest challenges of public policymaking in an age of populism is that the opinions of the public are frequently based on false beliefs. These can of ...2018-10-6 14:31 - xujingjun - 真实世界经济学(含财经时事)

关于如何估计ARMA-GJR-GRACH-Skewed t 模型?
4 个回复 - 1611 次查看有很多软件可以估计ARMA-GJR-GRACH-t 却没有可以估计ARMA-GJR-GRACH-Skewed t的模型，请问谁知道怎么来估计这种模型？谢谢2014-2-1 06:12 - internet.hzx - 悬赏大厅

Financial data and the t>skewedt> generalized t distribution
2 个回复 - 1205 次查看【作者(必填)】 P Theodossiou 【文题(必填)】 Financial data and the t>skewedt> generalized tdistribution 【年份(必填)】 1998 【全文链接或数据库名称(选填)】http://pub ...2015-12-9 22:42 - internet.hzx - 求助成功区

Skewed Bivariate Distributions Generated by Marginal Replacement with Pearson Ty
1 个回复 - 641 次查看【作者(必填)】 Saralees Nadarajaha & Samuel Kotzb 【文题(必填)】 Skewed Bivariate Distributions Generated by Marginal Replacement with Pearson Type II Kernel【年份(必填)】 2004 【全文链接或数据库 ...2016-1-22 14:49 - internet.hzx - 文献求助专区

Testing multiple hypotheses with t>skewedt> alternatives
1 个回复 - 863 次查看 Testing multiple hypotheses with t>skewedt> alternatives4h [/url] 由 Naveen K. Bansal, Gholamhossein G. Hamedani, Mehdi Maadooliat[/url] 通过 Biometrics[/url] SummaryIn many practic ...2015-11-5 09:32 - oliyiyi - LATEX论坛

Fat-Tailed and Skewed Asset Return Distributions
3 个回复 - 2562 次查看内容提要： While mainstream financial theories and applications assume that asset returns are normally distributed, overwhelming empirical evidence shows otherwise. Yet many professionals don’t ap ...2009-12-26 18:21 - zxzChaos - 金融学（理论版）

t>skewedt> generalized T distribution的具体分位数怎么计算
1 个回复 - 3277 次查看各位大侠，有没有人知道怎么求t>skewedt> generalized T distribution的具体分位数的？有现成的或者编程求的都可以。谢谢了！！2008-10-24 12:40 - qiuguihua2000 - MATLAB等数学软件专版

200RMB或1000论坛币求大神帮忙用GARCH Model和 t>skewedt> t distribution 做VaR
2 个回复 - 1866 次查看用1000个daily price 通过GARCH Model 和 t>skewedt> t distribution 做one day ahead 的VaR。并且以21为周期，rolling 1000天,得出的VaR.2012-7-13 08:13 - vivian0909 - R语言论坛

为什么return of long call 的distribution is positively t>skewedt>？
3 个回复 - 2340 次查看为什么return of long call 的distribution is positively t>skewedt>？谁有图像吗？谢谢！2014-5-5 14:33 - thjkkkzan - CFA、CVA、FRM等金融考证论坛

‘Inequality’ of innovation t>skewedt> distributions and the returns to innovation
1 个回复 - 832 次查看【作者(必填)】ORIETTA MARSILI & AMMON SALTER 【文题(必填)】‘Inequality’ of innovation: t>skewedt> distributions and the returns to innovation in Dutch manufacturing 【年份(必填)】2007 【全文链接或 ...2014-5-2 16:15 - 郑光凤 - 求助成功区

Can I use the chi-squared test of independence with t>skewedt> data?
1 个回复 - 894 次查看 I have two variables, both categorical, one with t>skewedt> responses. How do you deal with t>skewedt> data in the chi-squared test? Are there any other relevant tests? I want to perform the test in SPSS.2014-4-22 23:37 - ReneeBK - SPSS论坛

求助各位大神怎么估计garch-grj-t>skewedt>-t的参数~
1 个回复 - 1250 次查看各位大神！garch-grj-t>skewedt>-t怎么估计啊！eviews只有garch-grj的高斯分布和T分布，没有偏t分布。matlab里面的ucsd garch工具箱里面只有普通garch 偏t分布……怎么把两个综合起来啊，里面的M文件编程过程完全跟乱码一 ...2013-12-1 22:42 - 何叶苏 - 爱问频道

（已免费）09FRM CORE READINGS---Fat-Tailed and Skewed Asset Return Distributions
49 个回复 - 9282 次查看 Fat-Tailed and Skewed Asset Return Distributions: Implications for Risk Management, Portfolio Selection, and Option Pricing Svetlozar T. Rachev, Christian Menn, Frank J. Fabozzi ISBN: 978-0-471-7 ...2009-7-15 15:04 - yhongl12 - CFA、CVA、FRM等金融考证论坛

Skewed distributions in finance and actuarial science: a review
3 个回复 - 2787 次查看【作者(必填)】Christopher Adcocka*, Martin Elingb & Nicola Loperfidoc 【文题(必填)】Skewed distributions in finance and actuarial science: a review 【年份(必填)】2012 【全文链接或数据库名称 ...2013-3-7 20:10 - ssylzz - 求助成功区

求在R中怎么用GARCH Model 和 t>skewedt> t distribution做VaR
0 个回复 - 2340 次查看我想用1000个daily price，通过GARCH Model 和 t>skewedt> t distribution预测 one day ahead 的value at risk. 应该做啊？2012-7-13 03:46 - vivian0909 - R语言论坛

用Under-Skewed-GED分布的GARCH模型预测中国股市波动性
1 个回复 - 1768 次查看 Forecasting China Stock Markets Volatility via GARCH Models Under Skewed-GED Distribution -- Liu, Lee and Lee (2009) 去年发布的一篇关于用Under-Skewed-GED分布的GARCH模型预测中国股市波动性的文章, 值 ...2010-8-15 05:48 - atoutou007 - 金融学（理论版）

t>skewedt> generalized T distribution 的分位数计算
0 个回复 - 3229 次查看各位大侠，有没有人知道怎么求t>skewedt> generalized T distribution的具体分位数的？有现成的或者编程求的都可以。谢谢了！！2008-10-24 12:30 - qiuguihua2000 - R语言论坛

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