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  • FINANCIAL ECONOMETRICS 2ed -- Peijie Wang.rar

    本附件包括:
    • FINANCIAL ECONOMETRICS 2ed -- Peijie Wang.pdf
  • 1.94 MB
  • 2024-9-3
  • Cheng-Few Lee_ Hong-Yi Chen_ John Lee - Financial Econometrics, Mathematics and .zip

    本附件包括:
    • Cheng-Few Lee_ Hong-Yi Chen_ John Lee - Financial Econometrics, Mathematics and Statistics_ Theory, Method and Application (2019, Springer).pdf
  • 9.12 MB
  • 2019-6-6
  • 21391437Financial Econometrics Using Stata - Simona Boffelli & Giovanni Urga.zip

    本附件包括:
    • 21391437Financial Econometrics Using Stata - Simona Boffelli & Giovanni Urga.pdf
  • 18.35 MB
  • 2018-11-11
  • Financial Econometrics Using Stata - Simona Boffelli(azw3格式).zip

    本附件包括:
    • Financial Econometrics Using Stata - Simona Boffelli.azw3
  • 15.49 MB
  • 2018-3-25
  • Carol Alexander市场风险的4本书.rar

    本附件包括:
    • Market Risk Analysis Volume II Practical Financial Econometrics.pdf
    • Market Risk Analysis Volume I Quantitative Methods in Finance.pdf
    • Market Risk Analysis vol3 Pricing, Hedging and Trading Financial Instruments - C.pdf
    • Market Risk Analysis vol4 Value at Risk Models.pdf
  • 23.45 MB
  • 2017-10-20
  • High Frequency Financial Econometrics.zip

    本附件包括:
    • High Frequency Financial Econometrics.pdf
  • 3.81 MB
  • 2016-3-23
  • High Frequency Financial Econometrics_ Recent Developments (Studies in Empirical.rar
       2014年的书

    本附件包括:
    • High Frequency Financial Econometrics_ Recent Developments (Studies in Empirical Economics).pdf
  • 3.8 MB
  • 2016-3-23
  • High-Frequency Financial Econometrics 2014.rar
       文件名不知道对不对

    本附件包括:
    • High-Frequency Financial Econometrics 2014.pdf
  • 7.68 MB
  • 2016-3-23
  • Handbook of Financial Econometrics Applications.zip

    本附件包括:
    • CHAPTER-17-Stock-Market-Trading-Volume_2010_Handbook-of-Financial-Econometrics-Applications.pdf
    • CHAPTER-16-Inference-for-Stochastic-Processes_2010_Handbook-of-Financial-Econometrics-Applications.pdf
    • Copyright_2010_Handbook-of-Financial-Econometrics-Applications.pdf
    • INDEX_2010_Handbook-of-Financial-Econometrics-Applications.pdf
    • CHAPTER-14-The-Analysis-of-the-Cross-Section-of-Security-Returns_2010_Handbook-of-Financial-Econometrics-Applications.pdf
    • INTRODUCTION-TO-THE-SERIES_2010_Handbook-of-Financial-Econometrics-Applications.pdf
    • CHAPTER-15-Option-Pricing-Bounds-and-Statistical-Uncertainty-Using-Econometrics-to-Find-an-Exit-Strategy-in-Derivatives-Trading_2010_Handbook-of-Finan.pdf
    • CHAPTER-13-MCMC-Methods-for-Continuous-Time-Financial-Econometrics_2010_Handbook-of-Financial-Econometrics-Applications.pdf
  • 2.4 MB
  • 2016-3-15
  • 934kfd843jbd.rar
       Handbook of Financial Econometrics Volume I and II

    本附件包括:
    • Handbook of Financial Econometrics.pdf
  • 6.94 MB
  • 2015-11-11
  • 9783790819922.rar

    本附件包括:
    • High Frequency Financial Econometrics Recent Developments by L. Bauwens, W. Pohlmeier, and D. Veredas.pdf
  • 3.89 MB
  • 2015-9-16
  • 2014 Handbook of Financial Econometrics and Statistics.rar

    本附件包括:
    • 2014 Handbook of Financial Econometrics and Statistics.pdf
  • 26.97 MB
  • 2014-12-14
  • Handbook of Financial Econometrics and Statistics 2015.rar

    本附件包括:
    • Handbook of Financial Econometrics and Statistics.pdf
  • 26.97 MB
  • 2014-11-12
  • financial econometrics.rar
       课件PPT

    本附件包括:
    • ClassInformation.pdf
    • AnswerToProblem1InHW1.docx
    • Chapter1_ScopeAndMethods.pdf
    • Chapter2_Probability.pdf
    • Chapter3_Regression Analysis.pdfx.pdf
    • Chapter4_SelectedTopics.pdf
    • Chapter5_RegressionApplications.pdf
    • Chapter6_ModelingUnivariate.pdf
    • Chapter7_ApproachesToARIMA.pdf
    • Chapter8._ARCH.pdf
    • Chapter12._RobustEstimation.pdf
    • Chapter13._Principal Components.pdf
  • 20.26 MB
  • 2014-10-30
  • TFE_1.zip

    本附件包括:
    • Topics in Financial Econometrics (Spring 2014).docx
    • (TFE)assignment1(2).pdf
    • (TFE)assignment2(1).pdf
    • tfe(2).pdf
    • distress anomaly(1).txt
  • 963.58 KB
  • 2014-9-29
  • HFFE-2014.rar
       high frequency financial econometrics-2014

    本附件包括:
    • High-Frequency_Financial_Econometrics.pdf
  • 7.68 MB
  • 2014-9-6
  • financial econometrics.zip

    本附件包括:
    • financial econometrics.pdf
  • 9.51 MB
  • 2014-8-25
  • 42.rar

    本附件包括:
    • (Wiley Finance 042)Financial Econometrics.pdf
  • 7.43 MB
  • 2014-7-13
  • MFE.rar
       MFE toolbox and MFE toolbox documentation and financial econometrics matlab

    本附件包括:
    • MFE_Toolbox_Documentation.pdf
    • financial econoemtrics matlab.pdf
  • 4.18 MB
  • 2013-11-23
  • Handbook of Financial Ecomometrics.zip

    本附件包括:
    • Handbook of Financial Econometrics(Vol. 1) - Tools and Techniques.pdf
    • Handbook of Financial Econometrics, Vol 2.pdf
  • 6.78 MB
  • 2013-2-12
  • High-Frequency Data Analysis.rar
       高频数据分析的论文

    本附件包括:
    • High Frequency Financial Econometrics-Recent Developments(2008 Springer Science).pdf
    • Quantitative Methods in High-Frequency Financial Econometrics.pdf
    • Statistical Arbitrage and High-Frequency Data.pdf
    • An Introduction to High-Frequency Finance(2001 by ACADEMIC PRESS ).djvu
    • Econometric Forecasting and High-Frequency Data Analysis(2008 by World Scientific).pdf
    • High-Frequency Trading- A Practical Guide to Algorithmic Strategies and Trading Systems(2010 John Wiley&Sons,Inc).pdf
    • How To Trade the Highest Probability Opportunities- Price Bars and Chart Patterns(2009 Elliott Wave International).pdf
    • Hedging Effectiveness of Stock Index Futures.pdf
    • Using High Frequency Stock Market Index Data to Calculate, Model & Forecast Realized Volatility.pdf
    • Cross-Correlation Measures in the High-Frequency Domain.pdf
    • High Frequency Autocorrelation in the Returns of the SPY and the QQQ.pdf
    • High Frequency Market Microstructure Noise Estimates And Liquidity Measures.pdf
    • High-frequency cross-correlation in a set of stocks.pdf
    • Skewness from High-Frequency Data Predicts the Cross-Section of Stock Returns.pdf
    • Statistical properties of short term price trends in high frequency....pdf
    • Stock Index Volatility Forecasting with High Frequency Data.pdf
    • Testing for Jumps in High-Frequency Data-Slide.pdf
    • The Effect of High-Frequency Trading on Stock Volatility and Price Discovery.pdf
  • 22.17 MB
  • 2012-5-14
  • Book 1ed.rar
       Analysis of Financial Time Series Financial Econometrics RUEY S. TSAY University of Chicago的金融时间 ...

  • 4.22 MB
  • 2011-10-12
  • Market Risk Analysis Volume II Practical Financial Econometrics.rar
       vol 2

    本附件包括:
    • Market Risk Analysis Volume II Practical Financial Econometrics.pdf
  • 5.38 MB
  • 2011-8-15
  • financial econometrics.rar

    本附件包括:
    • financial econometrics.pdf
  • 2.54 MB
  • 2011-3-13
  • Market Risk Analysis - Practical Financial Econometrics.rar

    本附件包括:
    • Market Risk Analysis - Practical Financial Econometrics.pdf
  • 5.37 MB
  • 2010-10-15
  • Handbook of Financial Econometrics, Vol 2.rar

    本附件包括:
    • Handbook of Financial Econometrics, Vol 2.pdf
  • 2.39 MB
  • 2010-9-25
  • Handbook of Financial Econometrics, Vol 1.rar

    本附件包括:
    • Handbook of Financial Econometrics, Vol 1.pdf
  • 4.37 MB
  • 2010-9-25
  • Bayesian analysis and MCMC 3.zip

    本附件包括:
    • MCMC Methods for Financial Econometrics.pdf
    • MCMC analysis of diffusian model with application to finance.pdf
    • MCMC and Gibbs sampling.pdf
    • MCMC Bayesian Estimation of a Skew-GED Stochastic.pdf
    • McMC Estimation of Multiscale Sto.pdf
    • MCMC for bayesian analysis.pdf
    • MCMC for statistic inference.pdf
    • MCMC Methods for Continuous-Time financial econometrics.pdf
    • MCMC Methods for Estimating Stochastic volatility model with leverage effect.pdf
    • MCMC methods implemetation and comparison.pdf
    • mcmc-gibbs-intro.pdf
    • Metropolis in R.pdf
    • modeling stochastic volatility with application to stock returns.pdf
  • 9.52 MB
  • 2010-9-5
  • copula.rar

    本附件包括:
    • 《Applications of Copula Theory in Financial Econometrics》.pdf
    • 《copula methods in finance》(wiley).pdf
    • 《An Introduction to Copulas》.pdf
  • 5.59 MB
  • 2010-3-19
  • 200711522591276042.rar

    本附件包括:
    • 3 Engle-2001-Financial econometrics A new discipline with new methods.pdf
    • 1 Chanda,, Engle and Sokalska-2005-HIGH FREQUENCY MULTIPLICATIVE COMPONENT GARCH.pdf
    • 2 Engle-1982-Autoregressive conditional herteroscedasticity with estimates of the variance of United Kingdom inflation.pdf
  • 946.64 KB
  • 2010-3-15
  • Handbook of Financial Econometrics vol 2.rar

    本附件包括:
    • Handbook of Financial Econometrics vol 2.pdf
  • 2.39 MB
  • 2010-2-15
  • Financial Econometrics, From Basics to Advanced Modeling techiniques.rar

    本附件包括:
    • Financial Econometrics, From Basics to Advanced Modeling techiniques.pdf
  • 7.43 MB
  • 2010-2-13
  • Financial Econometrics – with EViews.rar

    本附件包括:
    • Financial Econometrics – with EViews.pdf
  • 1.17 MB
  • 2010-1-8
  • Financial Econometrics.rar

    本附件包括:
    • Financial Econometrics.pdf
  • 7.43 MB
  • 2009-9-28
  • 160.rar

    本附件包括:
    • Financial Econometrics - With Eviews.pdf
  • 5.17 MB
  • 2009-8-21
  • 322102.rar
       [原创]金融计量学手册(Handbook of Financial Econometrics)

  • 18.85 MB
  • 2009-5-5
  • 312038.pdf
       [下载]Quantitative Financial Econometrics

  • 22.72 MB
  • 2009-4-5
  • 284896.zip
       Financial Econometrics(Second edition)2009

    本附件包括:
    • 0415426707.pdf
  • 1.96 MB
  • 2009-1-11
  • 264202.pdf
       Financial Econometrics

  • 10.41 MB
  • 2008-11-6
  • 259239.pdf
       Financial Econometrics From Basics to Advanced Modeling Technique

  • 10.43 MB
  • 2008-10-23
  • 257130.rar
       [下载]金融计量经济学手册 Handbook of Financial Econometrics

    本附件包括:
    • 8.MCMC Methods for Continuous-Time Financial Econometrics.pdf
    • 4.Estimating Functions for Discretely Sampled Diffusion-Type Models.pdf
    • 5.Exotic Options and Levy Processes.pdf
    • 6.Heterogeneity and Portfolio Choice Theory and Evidence.pdf
    • 7.Inference for Stochastic Processes.pdf
    • 9.Measuring and Modeling Variation in the Risk-Return Tradeoff.pdf
    • 10.Nonstationary Continuous-Time Processes.pdf
    • 11.Operator Methods for Continuous-Time Markov Processes.pdf
    • 12.Option Pricing Bounds and Statistical Uncertainty.pdf
    • 13.Parametric and Nonparametric Volatility Measurement.pdf
    • 14.Portfolio Choice Problems.pdf
    • 15.Simulated Score Methods and Indirect Inference for Continuous-time Models.pdf
    • 16.Stock Market Trading Volume.pdf
    • 17.The Analysis of the Cross Section of Security Returns.pdf
    • 18.The Econometrics of Option Pricing.pdf
    • 19.Value at Risk.pdf
    • 1.A Theory of the Term Structure of Interest Rates1985.pdf
    • 2.Affine Term Structure Models.pdf
    • 3.Analysis of High Frequency Data.pdf
  • 14.39 MB
  • 2008-10-17
  • 253603.rar
       [下载]Financial Econometrics

    本附件包括:
    • financial econometrics.pdf
  • 1.94 MB
  • 2008-10-7
  • 253600.rar
       [下载]Financial Econometrics

    本附件包括:
    • financial econometrics.pdf
  • 1.94 MB
  • 2008-10-7
  • 230092.pdf
       Introduction to Computational Finance and financial econometrics

  • 4.99 MB
  • 2008-7-23
  • 222533.rar
       [分享]金融计量经济学手册

    本附件包括:
    • MCMC Methods for Continuous-Time Financial Econometrics.pdf
    • Heterogeneity and Portfolio Choice Theory and Evidence.pdf
    • Inference for Stochastic Processes.pdf
    • Measuring and Modeling Variation in the Risk-Return Tradeoff.pdf
    • Nonstationary Continuous-Time Processes.pdf
    • Operator Methods for Continuous-Time Markov Processes.pdf
    • Option Pricing Bounds and Statistical Uncertainty.pdf
    • Parametric and Nonparametric Volatility Measurement.pdf
    • Portfolio Choice Problems.pdf
    • Simulated Score Methods and Indirect Inference for Continuous-time Models.pdf
    • Stock Market Trading Volume.pdf
    • The Analysis of the Cross Section of Security Returns.pdf
    • The Econometrics of Option Pricing.pdf
    • Value at Risk.pdf
    • Affine Term Structure Models.pdf
    • Analysis of High Frequency Data.pdf
    • Estimating Functions for Discretely Sampled Diffusion-Type Models.pdf
    • Exotic Options and Levy Processes.pdf
  • 12.55 MB
  • 2008-6-25
  • 218686.pdf
       High Frequency Financial Econometrics

  • 4.04 MB
  • 2008-6-11
  • 217574.pdf
       Financial Econometrics,Rachev(2007)

  • 10.43 MB
  • 2008-6-6
  • 206980.pdf
       [下载][分享]Financial Econometrics---Analysis of Financial time series

  • 4.85 MB
  • 2008-4-20
  • 197794.pdf
       苏东蔚(新西兰)教授的notes on financial econometrics (English version)

  • 8.62 MB
  • 2008-3-12
  • 177795.pdf
       [下载]Wiley06《金融计量:从基础到高级模型技术》(Financial Econometrics

  • 10.41 MB
  • 2007-11-27
  • 121729.pdf
       [下载]Miscellaneous Goods of StatisticsFinancial EconometricsNonlinear Time SeriesComputa

  • 1.32 MB
  • 2007-5-28
  • 98500.pdf
       Notes on financial econometrics

  • 96.74 KB
  • 2007-3-13
  • 89079.rar
       Financial econometrics lectured(Jin hongfei)

    本附件包括:
    • ch5.pdf
    • ch6.pdf
    • ch7.pdf
    • ch1.pdf
    • ch3.pdf
    • ch4.pdf
  • 1.69 MB
  • 2007-2-3
  • 84734.rar
       重磅出击--Roberet F. Engle 和 Tim Bollerslev 计量经济学文献合集(共32篇)

    本附件包括:
    • 24 Bollerslev and Wright-2000-Semiparametric estimation of long-memory volatility dependencies The role of high-frequency data.pdf
    • 22 Bollerslev-1987-A conditional heteroskedastic time series model for speculative prices and rates of return.pdf
    • 23 Bollerslev-2001-Financial econometrics Past developments and future challenges.pdf
  • 604.77 KB
  • 2007-1-15
  • 84724.rar
       重磅出击--Roberet F. Engle 和 Tim Bollerslev 计量经济学文献合集(共32篇)

    本附件包括:
    • 3 Engle-2001-Financial econometrics A new discipline with new methods.pdf
    • 1 Chanda,, Engle and Sokalska-2005-HIGH FREQUENCY MULTIPLICATIVE COMPONENT GARCH.pdf
    • 2 Engle-1982-Autoregressive conditional herteroscedasticity with estimates of the variance of United Kingdom inflation.pdf
  • 946.64 KB
  • 2007-1-15
  • 71042.zip
       Financial Econometrics

    本附件包括:
    • value at risk example.xls
    • AppMatrix.pdf
    • capm.pdf
    • Ch1returns.pdf
    • Ch2probrev.pdf
    • Ch3cermodel.pdf
    • Ch4Portfolio.pdf
    • Ch5markov.pdf
    • Ch6SingleIndex.pdf
    • Ch--capm2.pdf
    • constantexpectedreturn.pdf
    • MC simulation.xls
    • mmtest.pdf
    • returnCalculations.xls
    • 483final_99.pdf
  • 2.78 MB
  • 2006-11-8
  • 45795.pdf
       [下载]Lecture Notes in Financial Econometrics (George Mason大学)

  • 1.08 MB
  • 2006-3-27
  • 40433.rar
       [下载]Introduction to Computational Finance and Financial Econometrics

    本附件包括:
    • Introduction to Computational Finance and Financial Econometrics by Eric Zivot.pdf
  • 1.89 MB
  • 2006-2-22
  • 39442.rar
       Paul的金融计量经济学讲义(pdf)

    本附件包括:
    • Lecture Notes In Financial Econometrics By Paul Soderlind.pdf
  • 940.19 KB
  • 2006-2-12
  • 36368.rar
       恭祝坛友新年好,送上一本金融计算的讲义

    本附件包括:
    • Introduction to Computational Finance and Financial Econometrics by Eric Zivot.pdf
  • 1.89 MB
  • 2006-1-1
  • 25023.rar
       [下载]Journal of financial econometrics , summer 2005

    本附件包括:
    • 422.pdf
    • 344.pdf
    • 372.pdf
    • 399.pdf
    • 315.pdf
    • 442.pdf
  • 1.5 MB
  • 2005-9-3
  • 12967.rar
       [下载]Handbook of financial econometrics

  • 12.81 MB
  • 2005-4-23
  • 10806.rar
       Handbook of Financial Econometrics(2004)

    本附件包括:
    • MCMC Methods for Continuous-Time Financial Econometrics.pdf
    • Measuring and Modeling Variation in the Risk-Return Tradeoff.pdf
    • Nonstationary Continuous-Time Processes .pdf
    • Operator Methods for Continuous-Time Markov Processes.pdf
    • Option Pricing Bounds and Statistical Uncertainty.pdf
    • Parametric and Nonparametric Volatility Measurement.pdf
    • Portfolio Choice Problems.pdf
    • Simulated Score Methods and Indirect Inference for Continuous-time Models.pdf
    • Stock Market Trading Volume.pdf
    • The Analysis of the Cross Section of Security Returns.pdf
    • The Econometrics of Option Pricing.pdf
    • Value at Risk.pdf
    • 新建 文本文档.txt
    • Affine Term Structure Models.pdf
    • Analysis of High Frequency Data.pdf
    • Estimating Functions for Discretely Sampled Diffusion-Type Models.pdf
    • Exotic Options and Levy Processes.pdf
    • Heterogeneity and Portfolio Choice_ Theory and Evidence.pdf
    • Inference for Stochastic Processes.pdf
  • 12.81 MB
  • 2005-3-24
  • 9717.rar
       [下载][讨论]Handout.Introduction To ARCH & GARCH Models

    本附件包括:
    • Eric Zivot.Financial Econometrics.pdf
  • 75.27 KB
  • 2005-3-7
  • 7563.rar
       [下载]Eric Zivot: Introduction to Financial Econometrics

  • 2.4 MB
  • 2005-1-11
  • 6489.rar
       Handbook of Financial Econometrics

    本附件包括:
    • Nonstationary Continuous-Time Processes.pdf
  • 96.6 KB
  • 2004-12-31
  • 6334.rar
       Financial Econometrics Problems,Models,and Methods

  • 2.69 MB
  • 2004-12-29
  • 3388.rar
       【共享】Financial Econometrics Problems,Models,and Method, by Gourieroux and Jasiak

  • 2.61 MB
  • 2004-11-19
  • 3274.rar
       Handbook of Financial Econometrics

    本附件包括:
    • Affine Term Structure Models.pdf
  • 616.66 KB
  • 2004-11-18
  • 3272.rar
       Handbook of Financial Econometrics

    本附件包括:
    • Exotic options and Levy processes.pdf
  • 266.82 KB
  • 2004-11-18
  • 3271.rar
       Handbook of Financial Econometrics

    本附件包括:
    • 期权价格和统计上的不确定性.pdf
  • 326.3 KB
  • 2004-11-18
  • 3270.rar
       Handbook of Financial Econometrics

    本附件包括:
    • Stock Market Trading Volume.pdf
  • 659.9 KB
  • 2004-11-18
  • 3269.rar
       Handbook of Financial Econometrics

    本附件包括:
    • Measuring and Modeling Variation in the Risk-Return Tradeoff.pdf
  • 349.63 KB
  • 2004-11-18
  • 3268.rar
       Handbook of Financial Econometrics

    本附件包括:
    • MCMC Methods for Continuous-Time.pdf
  • 798.47 KB
  • 2004-11-18
  • 3267.rar
       Handbook of Financial Econometrics

    本附件包括:
    • The Analysis of the Cross Section.pdf
  • 359.47 KB
  • 2004-11-18
  • 3266.rar
       Handbook of Financial Econometrics

    本附件包括:
    • Jacod_Inference.pdf
  • 2.15 MB
  • 2004-11-18
  • 3265.rar
       Handbook of Financial Econometrics

    本附件包括:
    • VaR.pdf
  • 405.27 KB
  • 2004-11-18
  • 3264.rar
       Handbook of Financial Econometrics

    本附件包括:
    • The Econometrics of Option Pricing.pdf
  • 623.53 KB
  • 2004-11-18
  • 3263.rar
       Handbook of Financial Econometrics

    本附件包括:
    • Analysis of High Freqeuncy Data.pdf
  • 248.84 KB
  • 2004-11-18
  • 3262.rar
       Handbook of Financial Econometrics

    本附件包括:
    • Heterogeneity and Portfolio Choice Theory and Evidence.pdf
  • 154.85 KB
  • 2004-11-18
  • 3252.rar
       Handbook of Financial Econometrics

    本附件包括:
    • Portfolio Choice Problems.pdf
  • 3.98 MB
  • 2004-11-18
  • 3251.rar
       Handbook of Financial Econometrics

    本附件包括:
    • Estimating Functions for Discretely Sampled Diffusion-Type Models.pdf
  • 366.71 KB
  • 2004-11-18
  • 3249.rar
       Handbook of Financial Econometrics

    本附件包括:
    • Parametric and Nonparametric.pdf
  • 284.34 KB
  • 2004-11-18
  • 3248.rar
       Handbook of Financial Econometrics

    本附件包括:
    • Parametric and Nonparametric.pdf
  • 284.34 KB
  • 2004-11-18
  • 3247.rar
       Handbook of Financial Econometrics

    本附件包括:
    • Operator Method for Continuous-Time Markov Processes.pdf
  • 382.26 KB
  • 2004-11-18
  • 1211.rar
       [下载]lectures of financial econometrics

    本附件包括:
    • Lecture Notes for Empirical Finance.pdf
  • 844.17 KB
  • 2004-9-7
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