搜索结果
大小 上传时间

  • mfGARCH.pdf
       Mixed-Frequency GARCH Models--GARCH-MIDAS代码

  • 103.08 KB
  • 2023-7-18

  • chanmaheujbes2002.zip
       Jump GARCH models with fixed and varying jump intensities

    本附件包括：
    • djia.txt
    • arjigarch.rpf
    • jumpgarch.rpf
    • jumpgarch.src
  • 434.46 KB
  • 2016-5-1

  • Multivariate GARCH Models(Luc Bauwens).zip
       Multivariate GARCH Models(Luc Bauwens)

    本附件包括：
    • Multivariate GARCH Models(Luc Bauwens).pdf
  • 597.57 KB
  • 2013-5-29

  • A Simple Class of Multivariate GARCH Models and Application.rar

    本附件包括：
    • A Simple Class of Multivariate GARCH Models and Application.caj
  • 515.82 KB
  • 2013-3-24

  • GARCH Models.zip
       GARCH models 2010

    本附件包括：
    • GARCH Models.pdf
  • 2.44 MB
  • 2012-10-17

  • DCC.rar

    本附件包括：
    • Multi-step estimation of Multivariate GARCH models.pdf
    • Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH.pdf
    • Transmission of Liquidity Shocks_Evidence from the 2007 Subprime Crisis.pdf
    • Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns.pdf
    • Evaluating the Specification of Covariance Models for Large Portfolios.pdf
    • Fitting and Testing Vast Dimensional Time-Varying Covariance Models.pdf
    • Fitting Vast Dimensional Time-Varying Covariance Models.pdf
  • 3.06 MB
  • 2009-6-18

  • 316521.pdf
       Financial Risk Management with Bayesian Estimation of GARCH Models：Theory and Applicatio

  • 7.4 MB
  • 2009-4-18

  • 315105.rar
       [分享]GARCH models及mvgarch models 外文19篇

  • 13.11 MB
  • 2009-4-14

  • 314760.rar
       [分享]GARCH models及mvgarch models 外文19篇

  • 13.11 MB
  • 2009-4-13

  • 308494.pdf
       PDF Download: Advantages and weaknesses of ARCH and GARCH Models Notes and RS-Plus code d

  • 134.12 KB
  • 2009-3-27

  • 222580.rar
       ARCH模型创立者、2003诺奖得主Robert Engle几篇关于ARCH的经典论文

    本附件包括：
    • Robert Engle_Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation.pdf
    • Robert Engle_Dynamic Conditional Correlation_A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models.pdf
    • Robert Engle_GARCH 101_The Use of ARCH-GARCH Models in Applied Econometrics.pdf
    • Robert Engle_Risk and Volatility_Econometric Models and Financial Pratice.pdf
    • Robert Engle_The Econometrics of Ultra-High-Frequency Data.pdf
  • 2.31 MB
  • 2008-6-25

  • 180493.pdf
       [下载]The Use of ARCH_GARCH Models in Applied Econometrics.pdf

  • 304.34 KB
  • 2007-12-10

  • 179891.pdf
       [下载]The Use of ARCH_GARCH Models in Applied Econometrics.pdf

  • 304.34 KB
  • 2007-12-7

  • 168643.rar
       [下载]多元garch模型

    本附件包括：
    • A SIMPLE CLASS OF MULTIVARIATE GARCH MODELS.pdf
  • 166.61 KB
  • 2007-10-30

  • 109483.rar
       [分享]A Study on the Asymmetric GARCH Model

    本附件包括：
    • ESTIMATING STOCK MARKET VOLATILITY USING ASYMMETRIC GARCH MODELS.pdf
  • 101.49 KB
  • 2007-4-20

  • 108269.pdf
       Slides of Multivariate GARCH models

  • 1.38 MB
  • 2007-4-15

  • 78150.pdf
       GARCH 101: The use of ARCHGARCH models in applied econometrics

  • 1.51 MB
  • 2006-12-16

  • 51292.pdf
       [下载]Stefan Lundbergh and Timo Teräsvirta: Evaluating GARCH models

  • 210.17 KB
  • 2006-5-5

  • 46909.rar
       GARCH研究最新文献

    本附件包括：
    • Volatility Forecasts in Financial Time Series with HMM-GARCH Models.pdf
    • W1RMX4ACFA2G5L2V.pdf
    • A Comparison of Neural Networks with Time Series Models for Forecasting Returns on a Stock Market Index.pdf
    • Analytical Score for Multivariate GARCH Models.pdf
    • Confidence Intervals for the Autocorrelations of the Squares of GARCH Sequences.pdf
    • Evaluation of Black-Scholes and GARCH Models Using Currency Call Options Data.pdf
    • Intraday Return Volatility Process- Evidence from NASDAQ Stocks.pdf
    • Modeling Shanghai stock market volatility.pdf
  • 669.63 KB
  • 2006-4-3

  • 33208.rar
       GARCH 101- The Use of ARCH-GARCH Models in Applied Econometrics

  • 95 KB
  • 2005-11-18

  • 33207.rar
       GARCH 101- The Use of ARCH-GARCH Models in Applied Econometrics

  • 95 KB
  • 2005-11-18

  • 33206.rar
       GARCH 101- The Use of ARCH-GARCH Models in Applied Econometrics

  • 95 KB
  • 2005-11-18

  • 33205.rar
       GARCH 101- The Use of ARCH-GARCH Models in Applied Econometrics

  • 95 KB
  • 2005-11-18

  • 33204.rar
       GARCH 101- The Use of ARCH-GARCH Models in Applied Econometrics

  • 95 KB
  • 2005-11-18

  • 33171.rar
       GARCH 101- The Use of ARCH-GARCH Models in Applied Econometrics

  • 95 KB
  • 2005-11-17

  • 33170.rar
       GARCH 101- The Use of ARCH-GARCH Models in Applied Econometrics

  • 95 KB
  • 2005-11-17

  • 33169.rar
       GARCH 101- The Use of ARCH-GARCH Models in Applied Econometrics

  • 95 KB
  • 2005-11-17

  • 33168.rar
       GARCH 101- The Use of ARCH-GARCH Models in Applied Econometrics

  • 95 KB
  • 2005-11-17

  • 32581.rar
       GARCH 101- The Use of ARCH-GARCH Models in Applied Econometrics

  • 74.58 KB
  • 2005-11-7

  • 32538.rar
       GARCH 101- The Use of ARCH-GARCH Models in Applied Econometrics

  • 95 KB
  • 2005-11-6

  • 32537.rar
       GARCH 101- The Use of ARCH-GARCH Models in Applied Econometrics

  • 95 KB
  • 2005-11-6

  • 32536.rar
       GARCH 101- The Use of ARCH-GARCH Models in Applied Econometrics

  • 95 KB
  • 2005-11-6

  • 32535.rar
       GARCH 101- The Use of ARCH-GARCH Models in Applied Econometrics

  • 95 KB
  • 2005-11-6

  • 32534.rar
       GARCH 101- The Use of ARCH-GARCH Models in Applied Econometrics

  • 95 KB
  • 2005-11-6

  • 25773.rar
       Journal of Econometrics Vol 95 2000

    本附件包括：
    • Bayesian analysis of ARMA–GARCH models-- A Markov chain sampling approach.pdf
    • A numerically stable quadrature procedure for the one-factor random-component discrete choice model.pdf
    • Conference Paper.pdf
    • Cross-sectional aggregation of non-linear models.pdf
    • Detection of change in persistence of a linear time series.pdf
    • Econometrics and decision theory.pdf
    • Editorial.pdf
    • Empirically relevant critical values for hypothesis tests-- A bootstrap approach.pdf
    • Estimating the density of unemployment duration based on contaminated samples or small samples.pdf
    • Estimation of a censored regression panel data model using conditional moment restrictions efficiently.pdf
    • Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics.pdf
    • Identification problems and decisions under ambiguity-- treatment response and choice.pdf
    • Index.pdf
    • Internet-based econometric computing.pdf
    • On the sensitivity of the usual t- and F-tests to covariance misspecification.pdf
    • Rank estimation of a generalized fixed-effects regression model.pdf
    • Testing for the cointegrating rank of a VAR process with a time trend.pdf
    • Testing time reversibility without moment restrictions.pdf
    • The econometric consequences of the ceteris paribus condition in economic theory.pdf
    • The incidental parameter problem since 1948.pdf
    • Unit root tests in the presence of uncertainty about the non-stochastic trend.pdf
    • Using a likelihood perspective to sharpen econometric discourse-- Three examples.pdf
  • 3.35 MB
  • 2005-9-9

  • 9895.rar
       [下载][讨论]Handout.Introduction To ARCH & GARCH Models

    本附件包括：
    • Constant conditional correlation in a bivariate GARCH model.pdf
  • 55.7 KB
  • 2005-3-9

  • 9893.rar
       [下载][讨论]Handout.Introduction To ARCH & GARCH Models

    本附件包括：
    • The use of GARCH models in VaR estimation.pdf
  • 339.98 KB
  • 2005-3-9

  • 9892.rar
       [下载][讨论]Handout.Introduction To ARCH & GARCH Models

    本附件包括：
    • 14.pdf
  • 227.05 KB
  • 2005-3-9

  • 9891.rar
       [下载][讨论]Handout.Introduction To ARCH & GARCH Models

    本附件包括：
    • 15.pdf
  • 2.02 MB
  • 2005-3-9

  • 9890.rar
       [下载][讨论]Handout.Introduction To ARCH & GARCH Models

    本附件包括：
    • 11.pdf
  • 160.64 KB
  • 2005-3-9

  • 9889.rar
       [下载][讨论]Handout.Introduction To ARCH & GARCH Models

    本附件包括：
    • 8.pdf
  • 302.38 KB
  • 2005-3-9

  • 9888.rar
       [下载][讨论]Handout.Introduction To ARCH & GARCH Models

    本附件包括：
    • 3.pdf
  • 272.95 KB
  • 2005-3-9

  • 9887.rar
       [下载][讨论]Handout.Introduction To ARCH & GARCH Models

    本附件包括：
    • 2.pdf
  • 1.51 MB
  • 2005-3-9

  • 9886.rar
       [下载][讨论]Handout.Introduction To ARCH & GARCH Models

    本附件包括：
    • 1.pdf
  • 167.09 KB
  • 2005-3-9

  • 9718.rar
       [下载][讨论]Handout.Introduction To ARCH & GARCH Models

    本附件包括：
    • a smooth transition Arch model for asset return.pdf
  • 322.45 KB
  • 2005-3-7

  • 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

  • 9715.rar
       [下载][讨论]Handout.Introduction To ARCH & GARCH Models

    本附件包括：
    • Handout.Introduction To ARCH & GARCH Models.pdf
  • 76.81 KB
  • 2005-3-7
举报 手机版人大经济论坛联系我们招聘英才

京ICP备11001960号 京ICP证090565号 京公网安备1101084107号 论坛法律顾问：王进律师 知识产权保护声明 免责及隐私声明
联系QQ：75102711 MSN：pinggu.org@hotmail.com 邮箱：service@pinggu.org

合作咨询电话：(010)62719935 广告合作电话：010-68456523 13811729406 （李老师）
投诉电话：(010)68466864 不良信息处理电话：13661292478

有资料需求
请微信我