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Statistics and Data Analysis for Financial Engineering with R Examples 第二版
98 个回复 - 21365 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

FORECASTING VALUE-AT-RISK WITH TIME-VARYING VARIANCE, SKEWNESS AND KURTOSIS IN A
1 个回复 - 293 次查看【作者(必填)】 22 【文题(必填)】 FORECASTING VALUE-AT-RISK WITH TIME-VARYING VARIANCE, SKEWNESS AND KURTOSIS IN AN EXPONENTIAL WEIGHTED MOVING AVERAGE FRAMEWORK【年份(必填)】 22 【全文链接或数据库 ...2023-8-25 01:11 - internet.hzx - 求助成功区

Forecasting VaR using realized EGARCH model with skewness and kurtosis
1 个回复 - 816 次查看【作者(必填)】 23 【文题(必填)】 Forecasting VaR using realized EGARCH model with skewness and kurtosis【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/arti ...2021-6-13 10:41 - internet.hzx - 求助成功区

Conditional volatility, skewness, and kurtosis: existence, persistence, and como
3 个回复 - 1089 次查看【作者(必填)】 23 【文题(必填)】 Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.c ...2020-2-24 01:55 - internet.hzx - 求助成功区

Value at Risk with time varying variance, skewness and kurtosis
1 个回复 - 573 次查看【作者(必填)】Anders Wilhelmsson 【文题(必填)】Value at Risk with time varying variance, skewness and kurtosis—the NIG‐ACD model 【年份(必填)】2009 【全文链接或数据库名称(选填)】https://onlin ...2019-4-19 21:06 - hnhs100 - 求助成功区

Option Pricing Under Skewness and Kurtosis Using a Cornish–Fisher Expansion
1 个回复 - 650 次查看【作者(必填)】Sofiane Aboura[/backcolor] Didier Maillard[/backcolor] 【文题(必填)】Option Pricing Under Skewness and Kurtosis Using a Cornish–Fisher Expansion 【年份(必填)】2016 【全文链接 ...2019-4-12 22:33 - hnhs100 - 求助成功区

Skewness Versus Kurtosis: Implications for Pricing and Hedging Options
1 个回复 - 595 次查看【作者(必填)】Sol Kim[/backcolor] Geul Lee[/backcolor] Yuen Jung Park[/backcolor] 【文题(必填)】Skewness Versus Kurtosis: Implications for Pricing and Hedging Options 【年份(必填)】2017 ...2019-4-12 22:31 - hnhs100 - 求助成功区

On more robust estimation of skewness and kurtosis
2 个回复 - 713 次查看【作者(必填)】 [*]Tae-Hwan Kima, b, , [*]Halbert Whitec, 【文题(必填)】 On more robust estimation of skewness and kurtosis【年份(必填)】 2004 【全文链接或数据库名称(选填)】http://www.sciencedi ...2015-12-6 14:41 - internet.hzx - 求助成功区

Measures of multivariate skewness and kurtosis with applications
3 个回复 - 1730 次查看【作者(必填)】【文题(必填)】 Measures of multivariate skewness and kurtosis with applications 【年份(必填)】 1970 【全文链接或数据库名称(选填)】http://biomet.oxfordjournals.org/content/57/3/51 ...2014-5-26 07:25 - internet.hzx - 求助成功区

Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal
1 个回复 - 563 次查看【作者(必填)】 WH Cheng, JC Hung 【文题(必填)】 Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns【年份(必填)】 2011 【全文链接或数据库名称(选填)】http ...2017-8-16 13:20 - internet.hzx - 求助成功区

The Role of the Conditional Skewness and Kurtosis in VIX Index Valuation
1 个回复 - 1787 次查看【作者(必填)】Simon Lalancette, Jean-Guy Simonato 【文题(必填)】The Role of the Conditional Skewness and Kurtosis in VIX Index Valuation 【年份(必填)】2016 【全文链接或数据库名称(选填)】http: ...2017-6-23 11:54 - internet.hzx - 求助成功区

skewness kurtosis 检验怎么做？
4 个回复 - 2618 次查看 SPSS里面怎么做，论文原话翻译对各模型残差项进行KS检验，请问在SPSS里面怎么做2018-1-30 21:04 - yscfrank - 爱问频道

Skewness and Kurtosis Implied by Option Prices: A Correction
1 个回复 - 825 次查看【作者(必填)】 CA Brown，DM Robinson 【文题(必填)】 Skewness and Kurtosis Implied by Option Prices: A Correction【年份(必填)】 2002 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd=pape ...2016-12-6 18:06 - internet.hzx - 求助成功区

The role of autoregressive conditional skewness and kurtosis in the estimation o
4 个回复 - 610 次查看【作者(必填)】 Turan G. Balia, b, , , Hengyong Moc, 1, , Yi Tanga, 【文题(必填)】 The role of autoregressive conditional skewness and kurtosis in the estimation of conditional VaR【年份(必填)】 20 ...2016-4-3 14:31 - internet.hzx - 求助成功区

Skewness and Kurtosis in Real Data Samples
7 个回复 - 1059 次查看【作者(必填)】 María J. BlancaRelated informatio , Rebecca Bendayan 【文题(必填)】Skewness and Kurtosis in Real Data Samples 【年份(必填)】 2013 【全文链接或数据库名称(选填)】http://econtent.h ...2016-4-7 19:08 - internet.hzx - 求助成功区

Modeling Asset Returns with Skewness, Kurtosis, and Outliers
3 个回复 - 935 次查看【作者(必填)】 [*]Thomas C. Chiang [*], Jiandong Li 【文题(必填)】 Modeling Asset Returns with Skewness, Kurtosis, and Outliers【年份(必填)】 2014 【全文链接或数据库名称(选填)】http://link.sp ...2016-4-3 14:13 - internet.hzx - 求助成功区

The role of autoregressive conditional skewness and kurtosis in the estimation o
4 个回复 - 767 次查看【作者(必填)】 [*]Turan G. Balia, b, , , [*]Hengyong Moc, 1, , [*]Yi Tanga, 2, 【文题(必填)】 The role of autoregressive conditional skewness and kurtosis in the estimation of conditional VaR【 ...2015-12-7 11:06 - internet.hzx - 求助成功区

Autoregessive Conditional Volatility, Skewness and Kurtosis
1 个回复 - 980 次查看【作者(必填)】 [*]ángel Leóna, , , [*]Gonzalo Rubiob, [*]Gregorio Sernac 【文题(必填)】 Autoregessive Conditional Volatility, Skewness andKurtosis 【年份(必 ...2015-12-6 15:29 - internet.hzx - 求助成功区

[求助]如何用stata做变量的skewness和Kurtosis
1 个回复 - 7507 次查看请问如何用stata做变量的skewness和Kurtosis？另外，做出的结果所谓的ρ值是不是就是R-Squared,但我的结果中有三项R-Squared： R-sq: within = 0.1732 between = 0.0029 ...2007-5-28 09:57 - fionapear - Stata专版

谁知道skewness kurtosis做正态检验适合的n大于多少
8 个回复 - 5653 次查看在做几种正态检测的比较， skewness kurtosis做正态检验适合的n大于多少？在网上搜了下，不知道适合n大于多少，请教大家了！2014-9-9 17:55 - dguizi - Stata专版

[分享]Value at Risk with time varying variance, skewness and kurtosis—the NIG-ACD
10 个回复 - 3834 次查看 Econometrics Journal 09年最新文章5Value at Risk with time varying variance, skewness and kurtosis—the NIG-ACD model 2009-4-21 01:21 - ccsxghcwb - 计量经济学与统计软件

kurtosis和skewness在研究股票价格的时候怎么用？
4 个回复 - 6890 次查看根本没学过，然后上来做一个project就要用这些，还要分析，完全lost了，还请各位帮忙这是个应用过skewness公式以后的数据表格，小于零代表什么呢，大于零又代表什么呢？ ...2009-11-7 08:15 - elliott828 - R语言论坛

文献求助-Measuring skewness and kurtosis
3 个回复 - 1339 次查看【题名】： Measuring skewness and kurtosis 【作者】： RA Groeneveld 【期刊、会议、单位名称】：【年, 卷(期), 起止页码】：【全文链接】：http://w ...2011-4-3 20:38 - 酱油哥哥 - 文献求助专区

Annuannulized Skewness and Kurtosis of weekly return?
1 个回复 - 1746 次查看知道weekly return， annualized variance = weekly variance × 52 annualized standard deviation = weekly std × SQRT（52）如何求annulized Skewness and Kurtosis of weekly return? 谢谢！2010-2-4 12:03 - lanxyn - 金融工程（数量金融）与金融衍生品

annulized Skewness and Kurtosis of weekly return?
1 个回复 - 3635 次查看知道weekly return， annualized variance = weekly variance × 52 annualized standard deviation = weekly std × SQRT（52）如何求annulized Skewness and Kurtosis of weekly return? 谢谢！2010-2-4 12:04 - lanxyn - 金融学（理论版）

annulized Skewness and Kurtosis of weekly return?
0 个回复 - 1867 次查看知道weekly return， annualized variance = weekly variance × 52 annualized standard deviation = weekly std × SQRT（52）如何求annulized Skewness and Kurtosis of weekly return? 谢谢！2010-2-4 14:14 - lanxyn - CFA、CVA、FRM等金融考证论坛

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