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基于极值理论的POT方法计算VaR与ES
4 个回复 - 1576 次查看以比特币2017-12-18到2021-06-20的日对数收益率为例。代码里面含有注释，即使没有R语言基础的也可以模仿学习 1.数据加载 2.对数收益率 3.参数估计由以上估计结果可知：ξ，σ，μ ...2021-6-28 17:32 - 201518050108 - 现金交易版

求：Asymmetric covariance in spot-futures markets
1 个回复 - 492 次查看题目：Asymmetric covariance in spot-futures markets 作者：Vicente Meneu andHipòlit Torró* 期刊：Journal of Futures Markets Volume 23, Issue 11, pages 1019–1046, November 2003 链接：http://onlin ...2017-8-26 19:27 - daodaory - 求助成功区

The time-varying and asymmetric dependence between crude oil spot and futures ma
6 个回复 - 1153 次查看【作者(必填)】 B Gebka，ME Wohar 【文题(必填)】 The time-varying and asymmetric dependencebetween crude oil spot and futures markets: Evidence from themixture copula-based ARJI-GA ...2017-4-19 18:48 - internet.hzx - 求助成功区

Export-led growth hypothesis: Multivariate rolling window analysis of Pakistan
2 个回复 - 743 次查看【作者(必填)】Hye, Q. M. A.Siddiqui, M. M. 【文题(必填)】Export-led growth hypothesis: Multivariate rolling window analysis of Pakistan 【年份(必填)】2011 【全文链接或数据库名称(选填)】2016-11-4 10:25 - 三世相思2013 - 求助成功区

Re-examining export-led growth hypothesis: a multivariate cointegration analysis
1 个回复 - 788 次查看【作者(必填)】 URVASHI DHAWAN[/backcolor]& BAGALA BISWAL[/backcolor] 【文题(必填)】Re-examining export-led growth hypothesis: a multivariate cointegration analysis for India 【年份(必填)】2010 【 ...2016-11-3 16:35 - 三世相思2013 - 求助成功区

The Effect of Futures Markets and Corners on Storage and Spot Price Variability
1 个回复 - 787 次查看【作者(必填)】Janet S. Netz 【文题(必填)】The Effect of Futures Markets and Corners on Storage and Spot Price Variability 【年份(必填)】1995 【全文链接或数据库名称(选填)】http://ajae.oxfordjo ...2016-11-2 11:19 - xllbl - 求助成功区

Hypotheses about relations between scaled variables in the learning of probabili
1 个回复 - 552 次查看【作者(必填)】Brehmer B 【文题(必填)】Hypotheses about relations between scaled variables in the learning of probabilistic inference tasks 【年份(必填)】1974 【全文链接或数据库名称(选填)】 Organ ...2016-5-18 11:20 - r9205009 - 求助成功区

求论文Estimating Potential Output as a Latent Variable
3 个回复 - 1087 次查看【作者(必填)】KN Kuttner[/backcolor] 【文题(必填)】Estimating Potential. [/backcolor]Output as a. [/backcolor]Latent. [/backcolor]Variable [/backcolor] 【年份(必填)】1994 【全文链接或数据库名称 ...2012-6-28 16:32 - sjm1972 - 求助成功区

A simple multivariate filter for the measurement of potential output
4 个回复 - 730 次查看【作者(必填)】laxton，Douglas，Robert 【文题(必填)】A simple multivariate filter for the measurement of potential output 【年份(必填)】1992 【全文链接或数据库名称(选填)】2016-1-24 21:10 - zhengzhizhu - 求助成功区

The integration of continuous and discrete latent variable models: Potential pro
1 个回复 - 909 次查看【作者(必填)】 Bauer, D. J., & Curran, P. J. 【文题(必填)】 The integration ofcontinuous and discrete latent variable models: Potential problemsand promising opportunities【年份(必填)】 2004 【全 ...2014-10-3 11:05 - xxrongxr - 求助成功区

The Harvard Business Review - Turning High-Potentials into Successful Leaders
3 个回复 - 383 次查看 The Harvard Business Review - Turning High-Potentials into Successful Leaders2018-11-20 19:35 - blueyippie - 版权审核区（不对外开放）

求助：用极值POT方法求VaR的程序及算法
1 个回复 - 1741 次查看求助：用极值POT方法求VaR的程序及算法，如能付实际数据，将感激不尽。2013-4-3 21:38 - wzb914510 - 爱问频道

【双周论坛】（11月16日） Bayesian Hypothesis Testing in Latent Variable Models
0 个回复 - 1019 次查看【本期主题】 Bayesian Hypothesis Testing in Latent Variable Models Hypothesis testing using Bayes factors (BFs) is known not to be well deﬁnedunder the improper prior. In the context of ...2011-11-15 09:57 - lydia0823 - 学术资源/课程/会议/讲座

[求助]请问在做chow test和dummy variable检验的时候null hypothesis要假设成什么？
1 个回复 - 3480 次查看如题基本检验是检验是否有structual change但是null hypothesis要设成there is no structual change/constant，还是设成there is a structual change？谢谢好心人！2008-12-2 21:35 - sying2540 - 计量经济学与统计软件

求助论文一篇：Fitting copulas to bivariate earthquake data:The seismic gap hypothesis r
2 个回复 - 2211 次查看 Nikoloulopoulos.A.K, Karlis.D 2008. Fitting copulas to bivariate earthquake data:The seismic gap hypothesis revisited. Environmetrics 19(3), 251-269求购价50 [此贴子已经被作者于2008-9-16 12:13:02编辑过 ...2008-9-16 12:12 - clzu - 文献求助专区

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