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  • 2020+structural+ecmtrc.rar

    本附件包括：
    • Week 13_ Dynamics and Endogeneity.pdf
    • Topics in Advanced Econometrics (ResEcon 703).pdf
    • Week 0_ Course Overview.pdf
    • Week 1_ Structural Estimation.pdf
    • Week 2_ R Tutorial.pdf
    • Week 3_ Random Utility Mode.pdf
    • Week 4_ Logit Model.pdf
    • Week 6_ Maximum Likelihood Estimation sl.pdf
    • Week 6_ Maximum Likelihood Estimation.pdf
    • Week 7_ Logit Estimation.pdf
    • Week 8_ Generalized Method of Moments.pdf
    • Week 9_ Generalized Extreme Value Models.pdf
    • Week 10_ Mixed Logit Model.pdf
    • Week 11_ Simulation-Based Estimation.pdf
    • Week 12_ Individual-Level Coefficients.pdf
  • 8.87 MB
  • 2021-3-8

  • Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and .rar

    本附件包括：
    • Advances in Regression, Survival Analysis, Extreme Values, Markov Processes and Other Statistical Applications.pdf
  • 5.32 MB
  • 2017-9-25

  • Springer Series in Statistics(2000-2001B).rar

    本附件包括：
    • 2000.Asymptotic Theory of Statistical Inference for Time Series(2000).djvu
    • 2000.Asymptotics in Statistics_ Some Basic Concepts(2000).pdf
    • 2000.Gaussian and Non-Gaussian Linear Time Series and Random Fields(2000).pdf
    • 2000.Linear Mixed Models for Longitudinal Data -Springer (2000).pdf
    • 2000.Monte Carlo Methods in Bayesian Computation-Springer-Verlag New York (2000).pdf
    • 2000.Permutation Tests_ A Practical Guide to Resampling Methods for Testing Hypotheses(2000).pdf
    • 2000.Robust Diagnostic Regression Analysis(2000).pdf
    • 2000.Statistical Inference in Science(2000).pdf
    • 2001.An Introduction to Statistical Modeling of Extreme Values(2001).pdf
    • 2001.Annotated Readings in the History of Statistics(2001).pdf
    • 2001.Bayesian Survival Analysis(2001).djvu
  • 86.6 MB
  • 2017-9-15

  • Lecture Notes in Statistics 51-60.rar

    本附件包括：
    • (Lecture Notes in Statistics 60) Lázió Gyorfi, Wolfgang Hardle, Pascal Sarda (auth.), Lázió Gyorfi, Wolfgang Hardle, Pascal Sarda, Philippe Vieu (eds.)-Nonparametric Curve Estimation from Time Series-.pdf
    • (Lecture Notes in Statistics 51) Michael Falk (auth.), Jürg Hüsler, Rolf-Dieter Reiss (eds.)-Extreme Value Theory_ Proceedings of a Conference held in Oberwolfach, Dec. 6–12, 1987-Springer-Verlag New .pdf
    • (Lecture Notes in Statistics 52) The Matching Methodology_ Some Statistical Properties-Springer-Verlag New York (1989).pdf
    • (Lecture Notes in Statistics 53) Barry C. Arnold, Narayanaswamy Balakrishnan (auth.)-Relations, Bounds and Approximations for Order Statistics-Springer-Verlag New York (1989).pdf
    • (Lecture Notes in Statistics 54) Kirti R. Shah, Bikas K. Sinha (auth.)-Theory of Optimal Designs-Springer-Verlag New York (1989).pdf
    • (Lecture Notes in Statistics 55) Bryan F. J. Manly (auth.), Lyman L. McDonald, Bryan F. J. Manly, Jeffrey A. Lockwood, Jesse A. Logan (eds.)-Estimation and Analysis of Insect Populations_ Proceedings .pdf
    • (Lecture Notes in Statistics 56) James K. Lindsey (auth.)-The Analysis of Categorical Data Using GLIM-Springer-Verlag New York (1989).pdf
    • (Lecture Notes in Statistics 57) A V Swan (auth.), Adriano Decarli, Brian J. Francis, Robert Gilchrist, Gilg U. H. Seeber (eds.)-Statistical Modelling_ Proceedings of GLIM 89 and the 4th International.pdf
    • (Lecture Notes in Statistics 58) Ole E. Barndorff-Nielsen, Preben Blaesild, Poul Svante Eriksen (auth.)-Decomposition and Invariance of Measures, and Statistical Transformation Models-Springer-Verlag N.pdf
    • (Lecture Notes in Statistics 59) Sudhir Gupta, Rahul Mukerjee (auth.)-A Calculus for Factorial Arrangements-Springer-Verlag New York (1989).pdf
  • 55.75 MB
  • 2017-9-9

  • 2006.Extreme Value Theory.rar

    本附件包括：
    • 2006.Extreme Value Theory.pdf
  • 12.13 MB
  • 2017-7-3

  • 1987.Extreme Values, Regular Variation and Point Processes.rar

    本附件包括：
    • 1987.Extreme Values, Regular Variation and Point Processes.djvu
  • 5.03 MB
  • 2017-7-1

  • Extreme Value Distributions.zip

    本附件包括：
    • Extreme Value Distributions.pdf
    • Extreme Value Distributions.epub
  • 2.49 MB
  • 2016-11-20

  • Extreme Events in Finance_A Handbook of Extreme Value Theory and its Applications.zip

    本附件包括：
    • Extreme Events in Finance_A Handbook of Extreme Value Theory and its Applications.pdf
  • 7.55 MB
  • 2016-10-15

  • training.zip

    本附件包括：
    • ICA Training v2.pptx
    • N014.02 Statistical Quality Training Pack - PCA.ppt
    • N014.04 Statistical Quality Standards Training - Extreme Value Theory (EVT).ppt
    • N014.06 Statistical Quality Training - Aggregation.ppt
    • N014.07 Statistical Quality Standards Training - Balance Sheet.ppt
    • Sol II legislative framework.ppt
  • 3.8 MB
  • 2016-5-13

  • High-order moments and extreme value approach for value-at-risk.zip

    本附件包括：
    • High-order moments and extreme value approach for value-at-risk.pdf
  • 257.76 KB
  • 2016-4-7

  • 103kd85jgfl.rar

    本附件包括：
    • Extreme Value Theory An Introduction by L. de Haan and A. Ferreira.pdf
  • 12.2 MB
  • 2015-11-2

  • 1.rar

    本附件包括：
    • Distribution functions of multivariate copulas.pdf
    • Elliptical copulas-applicability and limitations .pdf
    • A Characterization of Joint Distribution of Two-Valued Random Variables and Its Applications .pdf
    • Bivariate Dependence Properties of Order Statistics.pdf
    • Bivariate Distributions with Given Extreme Value Attractor 5.10.pdf
    • Bivariate Failure Rate .pdf
    • Bivariate Survival Models Induced by Frailties.pdf
    • COMMON COPULA OF RANDOM VECTORS AND CONVEX ORDERING.pdf
    • Copula convergence theorems for tail events.pdf
    • Copula model generated by Dabrowska's association measure 祥读.pdf
    • Correspondence analysis and diagonal expansions in terms of distribution functions.pdf
    • Dependence and Order in Families of Archimedean Copulas.pdf
    • Dependent Hazards in Multivariate Survival Problems.pdf
  • 3.44 MB
  • 2010-11-25

  • 2009FRM资料.rar

    本附件包括：
    • 31.Chapter7 Parametric Approaches(II) Extreme Value.pdf
    • 32.Chapter1 An Overview of Mortgages and the Mortgage Market.pdf
    • 32.Chapter31 Valuation of Mortgage Backed Securities.pdf
    • 29.Chapter21¨Mortgage Backed Securities.pdf
    • 31.Chapter2 Measure of Financial Risk.pdf
    • 31.Chapter5 Appendix Modelin Dependence Correlations and Copulas.pdf
  • 13.28 MB
  • 2009-7-19

  • 288957.pdf
       [下载]新年大庆5：Extreme Value Distributions：Theory and Applications

  • 9.71 MB
  • 2009-1-27

  • 288955.pdf
       [下载]新年大庆5：Extreme Value Distributions：Theory and Applications

  • 7.34 MB
  • 2009-1-27

  • 235190.rar
       [分享] Extreme Value Theory-- An Introduction

  • 12.17 MB
  • 2008-8-8

  • 233195.rar
       [下载]Extreme Value Hedging How Activist Hedge Fund Managers Are Taking on the World

    本附件包括：
    • Extreme Value Hedging.PDF
  • 1.58 MB
  • 2008-8-3

  • 212642.zip
       EVIM A Software Package for Extreme Value Analysis in MATLAB

    本附件包括：
    • den.m
    • emplot.m
    • evim.pdf
    • exindex.m
    • findthresh.m
    • gev.m
    • gpd.m
    • gpd_q.m
    • hessi.m
    • hessigev.m
    • hessigpd.m
    • hessipot.m
    • hillplot.m
    • meplot.m
    • negloglikgev.m
    • negloglikgpd.m
    • negloglikpot.m
    • nlcongpd.m
    • parloglik.m
    • pgev.m
    • pgpd.m
    • plot_gev.m
    • plot_gpd.m
    • plot_pot.m
    • plotgpdpot.m
    • pot.m
    • ppoints.m
    • qgev.m
    • qgpd.m
    • qplot.m
    • quant.m
    • records.m
    • rgev.m
    • rgpd.m
    • shape2.asv
    • shape2.m
    • shape.asv
    • shape.m
    • surecol.m
    • block.m
    • bmw.mat
    • cummax.m
    • dan.mat
    • decluster.m
  • 311.57 KB
  • 2008-5-15

  • 199439.pdf
       Extreme Value Theory for Risk Managers

  • 450.44 KB
  • 2008-3-20

  • 198866.pdf
       [下载]Extreme Value Hedging: How Activist Hedge Fund Managers Are Taking on the World

  • 1.81 MB
  • 2008-3-18

  • 169761.rar
       [原创][下载]Journal of Econometrics-Volume 141, Issue 2, Pages 323-1420 (December 2007)

    本附件包括：
    • 19.A consistent characteristic function-based test for conditional independence.pdf
    • 20.A goodness-of-fit test for ARCH(∞) models.pdf
    • 21.Modelling security market events in continuous time- Intensity based, multivariate point process models.pdf
    • 22.Asymptotics for duration-driven long range dependent processes.pdf
    • 23.An adaptive empirical likelihood test for parametric time series regression models.pdf
    • 24.A goodness-of-fit test for ARCH models.pdf
    • 25.Discrete time duration models with group-level heterogeneity.pdf
    • 26.Income distribution and inequality measurement- The problem of extreme values.pdf
    • 27.A zero-inflated ordered probit model, with an application to modelling tobacco consumption.pdf
    • 28.Estimating a generalized correlation coefficient for a generalized bivariate probit model.pdf
    • 29.Nonstationary discrete choice- A corrigendum and addendum.pdf
    • 30.Endogeneity in quantile regression models- A control function approach.pdf
    • 31.Time and causality- A Monte Carlo assessment of the timing-of-events approach.pdf
    • 32.Confidence sets for the date of a single break in linear time series regressions.pdf
    • 33.Finite sample multivariate structural change tests with application to energy demand models.pdf
    • 34.Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese Yuan.pdf
    • 35.Inverse probability weighted estimation for general missing data problems.pdf
    • 36.A simple, robust and powerful test of the trend hypothesis.pdf
    • 38.Nonstationarity-extended local Whittle estimation.pdf
    • 37.A theory of robust long-run variance estimation.pdf
    • 39.Efficient high-dimensional importance sampling.pdf
    • 40.Corrigendum to The pseudo-true score encompassing test for non-nested hypotheses.pdf
    • 41.The large sample behaviour of the generalized method of moments estimator in misspecified models.pdf
    • 42.Erratum to “Generalizing the standard product rule of probability theory and Bayes's Theorem.pdf
    • 43.Error in contents listing of Special issue.pdf
    • 1.Editorial Board.pdf
    • 2.Realized range-based estimation of integrated variance.pdf
    • 3.Instrumental variable estimation based on conditional median restriction.pdf
    • 4.Generalized R-estimators under conditional heteroscedasticity.pdf
    • 5.Incidental trends and the power of panel unit root tests.pdf
    • 6.Non-parametric estimation of sequential english auctions.pdf
    • 7.On the uniqueness of optimal prices set by monopolistic sellers.pdf
    • 8.On the second-order properties of empirical likelihood with moment restrictions.pdf
    • 9.Contemporaneous threshold autoregressive models- Estimation, testing and forecasting.pdf
    • 10.Efficient tests of the seasonal unit root hypothesis.pdf
    • 11.Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach.pdf
    • 12.Asymptotic properties of a robust variance matrix estimator for panel data when T is large.pdf
    • 13.Online forecast combinations of distributions- Worst case bounds.pdf
    • 14.Nonparametric tests for conditional symmetry in dynamic models.pdf
    • 15.Masking identification of discrete choice models under simulation methods.pdf
    • 16.A smoothed least squares estimator for threshold regression models.pdf
    • 17.Can the random walk model be beaten in out-of-sample density forecasts- Evidence from intraday foreign exchange rates.pdf
    • 18.Endogenous selection or treatment model estimation.pdf
  • 13.96 MB
  • 2007-11-3

  • 150574.pdf
       Statistical Analysis of Extreme Values

  • 7.43 MB
  • 2007-9-2

  • 48368.rar
       [分享]2005年Journal of Empirical Finance

    本附件包括：
    • A comparison of extreme value theory approaches for determining value at risk (1).pdf
    • A comparison of extreme value theory approaches for determining value at risk (2).pdf
    • A comparison of extreme value theory approaches for determining value at risk (3).pdf
    • A comparison of extreme value theory approaches for determining value at risk .pdf
    • Equilibrium analysis of volatility clustering .pdf
    • European exchange rate volatility dynamics_ an empirical investigation .pdf
    • Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach .pdf
    • Forecasting asymmetries in aggregate stock market returns_ Evidence from conditional skewness .pdf
    • Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements .pdf
    • Foreign acquisitions by UK limited companies_ short- and long-run performance .pdf
    • Index futures and positive feedback trading_ evidence from major stock exchanges .pdf
    • Index futures arbitrage before and after the introduction of sixteenths on the NYSE .pdf
    • Internationally cross-listed stock prices during overlapping trading hours_ price discovery and exchange rate effects .pdf
    • Measuring tail thickness under GARCH and an application to extreme exchange rate changes .pdf
    • Order imbalance and liquidity supply_ Evidence from the bubble burst of Nasdaq stocks .pdf
    • Ownership concentration and executive compensation in closely held firms_ Evidence from Hong Kong .pdf
    • Price limit performance_ evidence from transactions data and the limit order book .pdf
    • Pricing American options when the underlying asset follows GARCH processes .pdf
    • Regime shifts in interest rate volatility .pdf
    • STAR and ANN models_ forecasting performance on the Spanish ______Ibex-35______ stock index .pdf
    • Testing dividend signaling models .pdf
    • Testing for contagion_ a conditional correlation analysis .pdf
    • Testing forward rate unbiasedness allowing for persistent regressors .pdf
    • The econometrics of efficient portfolios .pdf
    • The pricing discount for limited liquidity_ evidence from SWX Swiss Exchange and the Nasdaq .pdf
    • The relationship between stock returns and inflation_ new evidence from wavelet analysis .pdf
    • The relationship between stock returns and volatility in international stock markets .pdf
    • Trading volume and contract rollover in futures contracts .pdf
    • Winter blues and time variation in the price of risk .pdf
    • Yet another look at mutual fund tournaments .pdf
  • 8.08 MB
  • 2006-4-14

  • 13225.rar
       [下载]integrated risk management

    本附件包括：
    • Overview of Enterprise Risk Management.pdf
    • Practical Volatility and Correlation Modeling for.pdf
    • RISK AND CAPITAL.pdf
    • latest ad in rm.pdf
    • On the Aggregation of Firm-Wide Market and Credit.pdf
    • operation risk.pdf
    • Overnight borrowing, interest rates and extreme value theory.pdf
    • overview.pdf
  • 5.2 MB
  • 2005-4-26

  • 13224.rar
       [下载]integrated risk management

    本附件包括：
    • Extreme value theory and Value-at-Risk.pdf
    • for financial institutions.pdf
    • guide.pdf
    • A Class of Dynamic Risk Measures..pdf
    • A General Approach to Integrated Risk Management.pdf
    • A holistic Risk Management Approach for the Insurance Industry.pdf
    • Basic Frameworks for Risk Management.pdf
    • Capital Allocation Issues.pdf
  • 1.7 MB
  • 2005-4-26
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