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结果：找到“SV model”相关内容57个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”

求助：The Leverage Effect Puzzle under Semi-nonparametric SV Models
1 个回复 - 274 次查看【作者(必填)】Dachuan Chen Chenxu Li Cheng Yong Tang Jun Yan 【文题(必填)】 The Leverage Effect Puzzle under Semi-nonparametric Stochastic Volatility Models 【年份(必填)】2024 【全文链接或数 ...2024-5-31 17:33 - cooper56 - 求助成功区

MATLAB SVAR model toolboxs
5 个回复 - 2418 次查看 DSGE: SVAR model Do it best ,economy and management. 中国人民大学，经济学院。刘旭东 (Daniel tulips liu) main (use three ` and char C print like C++ program) main %% SVAR: An application % Paper ...2020-6-7 13:22 - tulipsliu - MATLAB等数学软件专版

期权定价的二次有限元及预处理SVCJ模型方法,SVCJ model
1 个回复 - 1003 次查看期权定价的二次有限元及预处理SVCJ模型方法Quadratic finite element and preconditioning methods for options pricing in the SVcJ model 期权定价的二次有限元及预处理SVCJ模型方法Quadratic finite element ...2020-9-13 14:41 - Fu-pear - 现金交易版

SVJ model, SVCJ model, SVIJ model ：Errata on the Impact of Jumps in Volatility
4 个回复 - 1085 次查看 SVJ model, SVCJ model, SVIJ model ：Errata on the Impact of Jumps in Volatility and Returns SVCJ model, SVIJ model ：Errata on the Impact of Jumps in Volatility and Returns SVJ model, SVCJ model, SV ...2020-9-13 15:03 - Fu-pear - 现金交易版

MSVAR model
15 个回复 - 2790 次查看马尔可夫向量自回归模型，MSVAR模型，MS-VAR模型的GiveWin软件安装和操作过程+MS-VAR各种图形制作（区制转换图、脉冲图、模型预测图等等）+最优区制数和模型形式判断（MSI-VAR、MSM-VAR、MSO-VAR三大模型形式的最优选 ...2022-2-24 16:42 - AWEGgth - 现金交易版

Quasi-Explicit Calibration of Gatheral's SVI model
2 个回复 - 3322 次查看 Quasi-Explicit Calibration of Gatheral's SVI model的文章看到别的文库需要很贵的价格，拿来和大家分享一下~2014-12-6 16:50 - ls1585 - 量化投资

SPSS modeler使用SVM中出现初始化评分引擎发生错误，何解？
6 个回复 - 8612 次查看各位大侠，SPSS modeler使用SVM中，想用输出使用表格和分析，但系统出现初始化评分引擎发生错误，何解？谢谢啦。2018-6-8 17:45 - 石溪小鱼 - SPSS论坛

Improved profit functions for newsvendor models with normally distributed demand
2 个回复 - 1094 次查看【作者(必填)】 Jianli Hu1, Charles L. Munson2 【文题(必填)】 Improved profit functions for newsvendor models with normally distributed demand 【年份(必填)】2010 【全文链接或数据库名称(选填)】 ...2013-2-1 21:44 - zccltt - 求助成功区

A Risk-Averse Newsvendor Model Under the CVaR Criterion
2 个回复 - 847 次查看【作者(必填)】Chen, Youhua (Frank); Xu, Minghui; Zhang, Zhe George; 【文题(必填)】A Risk-Averse Newsvendor Model Under the CVaR Criterion 【年份(必填)】2009 【全文链接或数据库名称(选填)】2018-11-29 21:07 - sailing3200 - 求助成功区

Product damage and free sampling: a newsvendor model with passive and proactive
3 个回复 - 509 次查看【作者(必填)】 Fang Liu 【文题(必填)】 Product damage and free sampling: a newsvendor model with passive and proactive 【年份(必填)】 2016 【全文链接或数据库名称(选填)】https://www.tandfonline. ...2018-12-29 11:13 - timesever - 求助成功区

SV Model, Stochastic volatility model, 随机波动率模型， stata, eviews, OxMetrics
6 个回复 - 4461 次查看最近写论文需要用到SV和SV的扩展模型预测汇率，数据已经弄好，需要用simulated maximum likelihood估计，并且用滚动窗口预测未来100天汇率波动率，最好用OxMetrics或者stata，eviews做，R语言也可以不过我不会用。模 ...2018-7-23 07:49 - 莫学庞涓怯孙膑0 - winbugs及其他软件专版

[Julia]TopicModelsVB.jl
7 个回复 - 1183 次查看 **** 本内容被作者隐藏 ****2018-7-19 03:35 - Nicolle - winbugs及其他软件专版

Newsvendor model for a dyadic supply chain with Nash bargaining fairness concern
2 个回复 - 808 次查看【作者(必填)】【文题(必填)】 Newsvendor model for a dyadic supply chain with Nash bargaining fairness concerns 【年份(必填)】【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/abs ...2018-4-4 02:29 - ticket1988 - 求助成功区

Signaling to Partially Informed Investors in the Newsvendor Model
5 个回复 - 507 次查看【作者(必填)】William Schmidt 【文题(必填)】Signaling to Partially Informed Investors in the Newsvendor Model 【年份(必填)】2016 【全文链接或数据库名称(选填)】2018-3-27 20:20 - sailing3200 - 求助成功区

Bounded Rationality in Newsvendor Models
1 个回复 - 594 次查看【作者(必填)】 Xuanming Su 【文题(必填)】 Bounded Rationality in Newsvendor Models 【年份(必填)】 2006 【全文链接或数据库名称(选填)】https://pubsonline.informs.org/doi/pdf/10.1287/msom.1070.0200 ...2018-3-11 21:06 - ticket1988 - 求助成功区

SPSS Modeler 建模示例---细胞样本分类（SVM）学习
4 个回复 - 13580 次查看 SPSS Modeler 建模示例---细胞样本分类（SVM）学习一.背景&目标：一位医学研究人员获得了一个包含大量人体细胞样本特征的数据集，这些样本是从极有可能患上癌症的患者身上提取的。通过对原始数据进行分析，发现良 ...2014-5-14 02:19 - ReneeBK - SPSS论坛

The reference effect in newsvendor model with strategic customers
2 个回复 - 586 次查看【作者(必填)】 Liu, JM (Liu, Jiaming)[ 1 ] ; 1 ] ; Su, TY (Su, Tianyi) 【文题(必填)】 The reference effect in newsvendor model with strategic customers 【年份(必填)】 2017 ...2017-8-21 10:48 - zhanggupeng - 求助成功区

A Risk-Averse Newsvendor Model Under Trade Credit Contract with CVaR Read More
1 个回复 - 759 次查看【作者(必填)】Jianxin Chen, Yong-Wu Zhou 【文题(必填)】A Risk-Averse Newsvendor Model Under Trade Credit Contract with CVaR[/backcolor] 【年份(必填)】2017 【全文链接或数据库名称(选填)】http ...2017-8-28 08:54 - david398121 - 求助成功区

用spss modeler版打开90w条记录的csv格式文件，输出成表格的时候会串列，怎么处理?
2 个回复 - 2259 次查看使用modeler版，用可变文件打开csv格式文件，输出成表时，只有前面1w行正常显示，后面的会不断的缺少列数2017-7-26 17:25 - 王二小飞 - SPSS论坛

Designs for crossvalidating approximation models
3 个回复 - 856 次查看【作者(必填)】 Qiong Zhang and [*]Peter Z. G. Qian 【文题(必填)】Designs for crossvalidating approximation models 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://biomet.oxfordjourn ...2013-9-16 22:12 - ozj9325 - 求助成功区

在研究SPSS modeler做SVM有很多东西不懂需要求教各位大神
0 个回复 - 3367 次查看图片中的规则化参数（C）是惩罚性参数吗？RBF伽马是指什么？如何确定RBF核函数的核宽度？如果想计算误判率应该怎么进行？可以通过SPSS Modeler来进行实现吗？2017-3-19 12:28 - 花雅 - SPSS论坛

求助：A newsvendor model with capital constraint and demand forecast update
2 个回复 - 1625 次查看【作者(必填)】Xiaoming Yana & Yong Wangb* 【文题(必填)】A newsvendor model with capital constraint and demand forecast update 【年份(必填)】2014 【全文链接或数据库名称(选填)】http://www.tandf ...2014-4-17 09:56 - ljf2007 - 求助成功区

MSVAR(Markov-Switching Vector Autoregressions)model
4 个回复 - 3565 次查看学习分享一篇关于Makov区制转换VAR模型的经典理论文献2012-10-2 11:40 - jinfang8866 - 新手入门区

Markov-Switching Models using MSVARlib (Benoˆıt Bellone )
3 个回复 - 3985 次查看 MSVARlib 2.0, Markov-Switching Vector Autoregression Library, is an upgraded opensource basic package designed to model univariate or multivariate regime dependent time series. Among the available p ...2010-6-14 12:53 - laineyliverpool - Gauss专版

SV mixture models with application to S&P 500 index returns
1 个回复 - 571 次查看【作者(必填)】Garland B. Durham 【文题(必填)】SV mixture models with application to S&P 500 index returns 【年份(必填)】2007 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/sci ... i/S ...2016-9-22 11:01 - hnhs100 - 求助成功区

A Risk-Averse Newsvendor Model Under the CVaR Criterion, 《Operations Research》
2 个回复 - 951 次查看【作者(必填)】Chen Y, Xu M, Zhang ZG 【文题(必填)】A Risk-Averse Newsvendor Model Under the CVaR Criterion, 【年份(必填)】2009 【全文链接或数据库名称(选填)】《Operations Research》, 2009, 57(4 ...2016-6-3 20:11 - snowguy - 文献求助专区

A Risk-Averse Newsvendor Model Under CVaR Decision Criterion（刊出版）
3 个回复 - 846 次查看【作者(必填)】Youhua Frank Chen 【文题(必填)】A Risk-Averse Newsvendor Model Under CVaR Decision Criterion 【年份(必填)】2009 【全文链接或数据库名称(选填)】2016-3-29 14:34 - sailing3200 - 求助成功区

Mean-downside-risk and mean-variance newsvendor models
3 个回复 - 811 次查看【作者(必填)】Tsan-Ming Choi 【文题(必填)】Mean-downside-risk and mean-variance newsvendor models 【年份(必填)】2012 【全文链接或数据库名称(选填)】2016-3-13 15:33 - sailing3200 - 求助成功区

Mean–variance analysis of the newsvendor model with stockout cost
3 个回复 - 877 次查看【作者(必填)】Jun Wu 【文题(必填)】Mean–variance analysis of the newsvendor model with stockout cost 【年份(必填)】2009 【全文链接或数据库名称(选填)】2016-3-2 22:13 - sailing3200 - 求助成功区

Signaling to Partially Informed Investors in the Newsvendor Model
7 个回复 - 1049 次查看【作者(必填)】William Schmidt 【文题(必填)】Signaling to Partially Informed Investors in the Newsvendor Model 【年份(必填)】2015 【全文链接或数据库名称(选填)】2016-1-27 11:37 - sailing3200 - 求助成功区

stochvol: Efficient Bayesian Inference for Stochastic Volatility (SV) Models
0 个回复 - 1691 次查看 stochvol: Efficient Bayesian Inference for Stochastic Volatility (SV) ModelsThis package provides efficient algorithms for fully Bayesian estimation of stochastic volatility (SV) models via Markov cha ...2014-7-7 22:51 - Nicolle - winbugs及其他软件专版

Signaling to Partially Informed Investors in the Newsvendor Model
1 个回复 - 482 次查看【作者(必填)】 [*]William Schmidt1, [*]Vishal Gaur1, [*]Richard Lai2and [*]Ananth Raman3 【文题(必填)】 Signaling to Partially Informed Investors in the Newsvendor Model【年份(必填)】 2015 ...2015-10-5 20:38 - jeaff - 求助成功区

short‐run and long‐run restrictions in sVAR models svar eviews addin
0 个回复 - 1537 次查看安装办法： simply click on the Add-in name, instruct your browser to open the file using EViews, and let EViews do the rest.双击附件，让eviews打开附件文件，一路确认即可。安装后，在Eviews ADDIN菜单里 ...2015-8-24 21:16 - holdsor1 - EViews专版

A newsvendor model with capital constraint and demand forecast update
1 个回复 - 868 次查看【作者(必填)】 Xiaoming Yana & Yong Wangb* 【文题(必填)】 A newsvendor model with capital constraint and demand forecast update【年份(必填)】 2014 【全文链接或数据库名称(选填)】2015-1-26 16:32 - jeaff - 求助成功区

[求助]建构各天期公债殖利率的程序(Svensson model)
1 个回复 - 2525 次查看请问有人有写过建构各天期公债殖利率的程序吗?是Svensson(1994)在Nelson-Siegel model多加一个额外的驼峰，请大家帮个忙，谢谢。2008-9-22 00:21 - denlison1983 - R语言论坛

NSVCM2014-Non- and Semiparametric Volatility and Correlation Models
8 个回复 - 2369 次查看 The study of semiparametric volatility and correlation models is a very quickly developing area of financial econometrics since about one decade. There is a broad variety of such models, which exte ...2014-5-5 21:50 - jigesi - 站务与外事

求助文献：A newsvendor model
1 个回复 - 963 次查看【作者(必填)】Xiaoming Yana & Yong Wangb* 【文题(必填)】A newsvendor model with capital constraint and demand forecast update 【年份(必填)】2014 【全文链接或数据库名称(选填)】http://www.tandf ...2014-8-26 09:47 - chyb007 - 求助成功区

Bayesian estimation and comparison of MGARCH and MSV models via WinBUGS
0 个回复 - 1437 次查看【作者(必填)】Chen-Ye Changa, Xi-Yuan Qiana* & Sheng-Yuan Jiana 【文题(必填)】Bayesian estimation and comparison of MGARCH and MSV models via WinBUGS 【年份(必填)】2012 【全文链接或数据库名称 ...2014-8-13 21:50 - lipj - 求助成功区

本人刚开始学gauss，想运行Markov-Switching Models using MSVARlib
24 个回复 - 11096 次查看本人刚开始学gauss，想运行Markov-Switching Models using MSVARlib （论坛上有免费下载的链接）。可是，gauss老是出错。本人精通matlab，对gauss刚刚开始，希望有人能够教我，如何在gauss上实现Markov-Switching ...2010-7-26 16:46 - casa - Gauss专版

想請教SV model小問題
0 个回复 - 844 次查看這是基本SV model code model{ ###likelihood: joint distribution of y for(i in 1:n) {p2014-3-19 18:08 - bana192 - 计量经济学与统计软件

求《Loss-averse newsvendor model with two ordering opportunities and market
3 个回复 - 768 次查看求《Loss-averse newsvendor modelwith two ordering opportunities and market information updating》全文。以下是其详细信息。 [/td][/tr] [/table]2014-2-12 10:36 - xhqpanda - 求助成功区

A Taylor series approach to pricing and implied vol for LSV models
1 个回复 - 939 次查看【作者(必填)】Matthew Lorig, Stefano Pagliarani, Andrea Pascucci 【文题(必填)】A Taylor series approach to pricing and implied vol for LSV models 【年份(必填)】【全文链接或数据库名称(选填)】2013-10-3 00:10 - ssylzz - 求助成功区

Technical note—a risk-averse newsvendor model under the cvar criterion
1 个回复 - 749 次查看【作者(必填)】Chen Y F, Xu M, Zhang Z G 【文题(必填)】 Technical note—a risk-averse newsvendor model under the cvar criterion 【年份(必填)】2009 【全文链接或数据库名称(选填)】http://or.jou ...2013-7-31 23:55 - fwdd - 求助成功区

Newsvendor Models with Alternative Risk. Preferences Within Expected Utility and
1 个回复 - 861 次查看【作者(必填)】Charles X. Wang, Scott Webster, Sidong Zhang 【文题(必填)】Newsvendor Models with Alternative Risk Preferences Within Expected Utility Theory and Prospect Theory Frameworks 【年份 ...2013-6-14 21:12 - ljf2007 - 求助成功区

SVAR 2篇(Structural Vector Autoregressive Models)
10 个回复 - 4906 次查看 2007-8-24 18:40 - xuehe - 计量经济学与统计软件

The effect of supply uncertainty in price-setting newsvendor models
2 个回复 - 1012 次查看【作者(必填)】Minghui Xua, , Ye Lub, 【文题(必填)】The effect of supply uncertainty in price-setting newsvendor models 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://www.sciencedirec ...2013-4-1 08:57 - zccltt - 求助成功区

Mean-downside-risk and mean-variance newsvendor models: Implications for susta
2 个回复 - 1103 次查看【作者(必填)】Tsan-Ming Choia, Chun-Hung Chiu 【文题(必填)】Mean-downside-risk and mean-variance newsvendor models: Implications for sustainable fashion retailing 【年份(必填)】 2012 【全文链接 ...2013-3-8 22:31 - zccltt - 求助成功区

Technical Note—A Risk-Averse Newsvendor Model Under the CVaR Criterion
2 个回复 - 1137 次查看【作者(必填)】 [*]Youhua (Frank) Chen [*]Minghui Xu and [*]Zhe George Zhang 【文题(必填)】Technical Note—A Risk-Averse Newsvendor Model Under the CVaR Criterion 【年份(必填)】2009 【全文链 ...2013-3-8 22:13 - zccltt - 求助成功区

求助:MSSV用什么软件估计？Markov switching stochastic volatility model
11 个回复 - 5101 次查看请问各位前辈 Markov switching stochastic volatility model 用什么软件估计呀？2010-6-4 13:50 - frilin1001 - 计量经济学与统计软件

请问有谁会用Stata做SVAR Model
4 个回复 - 4018 次查看计划用STATA（10）做一个英国利率-房价-消费水平关系的计算（这是一个货币政策传导机制），使用Time series data，需要用SVAR模型。之前做了ADFtest 检验 integration，计划再做 Johansen Test 检验 Co-integratio ...2009-9-15 21:05 - zhengwei0414 - Stata专版

关于markov switching regime VAR model (MSVAR)程序运行结果问题
4 个回复 - 4297 次查看我看了关于http://bbs.pinggu.org/forum.php? ... ;extra=#pid13311598讨论，我对结果还是很糊涂，想请教下，比如结果 ---------------------------------------------------------------------------------- St ...2012-6-5 17:47 - maggietan - Gauss专版

国外大学讲义：SVAR Modeling in STATA
13 个回复 - 4680 次查看 SVAR Modeling in STATA2011-1-9 22:47 - xge2000 - Stata专版

GARCH and SV Models
13 个回复 - 5298 次查看 GARCH and SV Models2004-11-20 23:44 - maomaoren - 计量经济学与统计软件

R可用来做markov swicthing model,SV model吗？
5 个回复 - 3251 次查看请问R可用来做markov swicthing model,SV model吗？可有现成的code?2007-3-9 00:42 - skyjanet - R语言论坛

[讨论]SV Model in SAS?
6 个回复 - 2962 次查看 Could you tell me how to estimate SV model in SAS? Thanks for your help! [此贴子已经被作者于2006-2-19 8:14:25编辑过]2005-9-20 09:54 - Trevor - SAS专版

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