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A dynamic programming model for fixed income portfolio optimization with multipl.pdf
A dynamic programming model for fixed income portfolio optimization with multiple scenarios.pdf - 7.64 MB
- 2013-3-10
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A Dynamic Programming Model of the U. S. Strategic Petroleum Reserve.pdf
- 439.7 KB
- 2011-4-13
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A Dynamic Programming Model of the U. S. Strategic Petroleum Reserve.pdf
- 439.86 KB
- 2011-4-13
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25776.rar
Journal of Econometrics Vol 96 2000本附件包括：- A simple framework for nonparametric specification testing.pdf
- An empirical analysis of earnings dynamics among men in the PSID-- 1968–1989.pdf
- Duration dependence and nonparametric heterogeneity-- A Monte Carlo study.pdf
- Efficiency results of MLE and GMM estimation with sampling weights.pdf
- Efficient estimation of binary choice models under symmetry.pdf
- Estimating the rational expectations model of speculative storage.pdf
- Index.pdf
- Moments of Markov switching models.pdf
- Nonparametric inference on structural breaks.pdf
- On simulated EM algorithms.pdf
- Reconsidering the continuous time limit of the GARCH(1, 1) process.pdf
- Semiparametric identification and heterogeneity in discrete choice dynamic programming models.pdf
- Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes.pdf
- The spurious regression of fractionally integrated processes.pdf
- 4.22 MB
- 2005-9-9
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