搜索结果
大小 上传时间

  • 1991-2023年股价崩盘风险CSKEW、DUVOL、Crash.zip

    本附件包括：
    • CEO_vs_CFO_性别与股价崩盘风险_李小荣.pdf
    • 上市公司基本信息.xlsx
    • 代码.do
    • 内部控制信息披露能够降低股价崩盘风险吗__叶康涛.pdf
    • 原始数据.dta
    • 崩盘风险总市值加权.dta
    • 崩盘风险流通市值加权.dta
    • 崩盘风险等权.dta
    • 市场交易数据.dta
    • 是否ST或PT.dta
    • 机构投资者抱团与股价崩盘风险_吴晓晖.pdf
    • 机构投资者羊群行为与股价崩盘风险_许年行.pdf
    • 独立董事制度改革、独立董事的独立性与股价崩盘风险_梁权熙.pdf
    • 结果-剔除金融剔除ST缩尾处理.dta
    • 结果-剔除金融剔除ST缩尾处理.xlsx
    • 结果.dta
    • 结果.xlsx
    • 综合周市场回报率.dta
    • 退市监管与股价崩盘风险_林乐.pdf
    • 高管学术经历影响股价崩盘风险吗__鲁桂华.pdf
  • 86.65 MB
  • 2024-7-17

  • 1991-2021年沪深上市公司股价崩盘风险指标NCSKEW&DUVOL&CRASH.zip

    本附件包括：
    • 股价崩盘风险指标-筛选后版本.dta
    • 股价崩盘风险指标-筛选后版本.xlsx
    • 股价崩盘风险指标-筛选缩尾处理后版本.dta
    • 股价崩盘风险指标-筛选缩尾处理后版本.xlsx
    • 股价崩盘风险指标.dta
    • 股价崩盘风险指标.xlsx
  • 32.7 MB
  • 2022-4-23

  • 2000-2020股价崩盘风险指标数据 NCSKEW, DUVOL, CRASH.zip
       2000-2020股价崩盘风险指标数据 NCSKEW, DUVOL, CRASH

    本附件包括：
    • 2000-2020股价崩盘风险指标数据 NCSKEW, DUVOL, CRASH.dta
  • 2.18 MB
  • 2021-8-29

  • 【最新】上市公司股价崩盘风险数据NCSKEW DUVOL Crash (1991-2019年) .zip

    本附件包括：
    • 上市公司股价崩盘风险数据.dta
    • 上市公司股价崩盘风险数据.xlsx
  • 11.22 MB
  • 2020-2-12

  • 上市公司股价崩盘风险数据NCSKEW DUVOL Crash (1991-2018年).zip

    本附件包括：
    • 上市公司股价崩盘风险数据.dta
    • 上市公司股价崩盘风险数据.xlsx
  • 10.46 MB
  • 2019-12-26

  • skew.zip
       python实现

  • 6.52 MB
  • 2019-4-22

  • ACD model.zip

    本附件包括：
    • Value at Risk with time varying variance, skewness and kurtosis—the NIG‐ACD model.pdf
  • 1.01 MB
  • 2019-4-19

  • untitled.pdf
       Can skewness of the futures‐spot basis predict currency spot returns?

  • 1.21 MB
  • 2019-1-6

  • 2018-2.rar
       2018年券商金融工程研究报告汇总——第2部分——56篇

    本附件包括：
    • 东北证券_20180707_市场波动风险度量：VIX与SKEW指数构建与应用.pdf
    • 东北证券_20181013_东北证券金融工程报告：Barra模型（CNE6）介绍与应用.pdf
    • 东北证券_20181024_东北证券大类资产配置“全解析”专题研究之二：“少即是多”朴素美林时钟模型.pdf
    • 东北证券_20181024_东北证券金融工程研究报告：大类资产配置专题研究之二，朴素美林时钟.pdf
    • 东北证券_20181117_东北证券市场波动风险研究：波动分类下A股反转效应增强.pdf
    • 东北证券_20181129_东北证券FOF研究系列：组合分析模型及工具介绍.pdf
    • 东北证券_20181129_东北证券金融工程研究报告：因子非线性及分层特征研究.pdf
    • 东方证券_20180122_磨刀石系列之三：港股简史与现状.pdf
    • 东方证券_20180221_因子选股系列研究之三十三：反转因子择时研究.pdf
    • 东方证券_20180222_因子选股系列研究之三十四：基于风险监控的动态调仓策略.pdf
    • 东方证券_20180301_因子选股系列研究之三十五：组合优化的若干问题.pdf
    • 东方证券_20180304_因子选股系列研究之三十六：A股小市值溢价的来源.pdf
    • 东方证券_20180311_量化策略周报.pdf
    • 东方证券_20180328_因子选股系列研究之三十七：风险模型提速组合优化的另一种方案.pdf
    • 东方证券_20180401_期指分红历史回顾及展望：分红对期指的影响.pdf
    • 东方证券_20180422_期指分红历史回顾及展望：分红对期指的影响.pdf
    • 东方证券_20180513_期指分红历史回顾及展望：分红对期指的影响.pdf
    • 东方证券_20180518_金工磨刀石系列之四：英国市场简史与现状.pdf
    • 东方证券_20180518_因子选股系列研究之三十九：业绩超预期类因子.pdf
    • 东方证券_20180527_期指分红历史回顾及展望：分红对期指的影响.pdf
    • 东方证券_20180601_因子选股系列报告之四十：因子择时.pdf
    • 东方证券_20180608_因子选股系列研究之四十一：公司研发费用因子探究.pdf
    • 东方证券_20180701_期指分红历史回顾及展望：分红对期指的影响.pdf
    • 东方证券_20180708_量化策略周报.pdf
    • 东方证券_20180802_因子选股系列研究之四十二：上市公司业绩预告信息研究.pdf
    • 东方证券_20180810_衍生品系列研究之十一：商品基本面量化研究之铁矿石.pdf
    • 东方证券_20180819_基金重仓股研究.pdf
    • 东方证券_20180901_东方证券《因子选股系列研究之四十三》：盈利预测与市价隐含预期收益.pdf
    • 东方证券_20180902_东方证券因子选股系列研究之四十四：A股因子风险模型（DFQ-2018）.pdf
    • 东方证券_20181021_东方证券量化策略周报.pdf
    • 东方证券_20181023_东方证券因子选股系列研究之四十五：基于copula的尾部相关性研究，上尾异常相关系数因子.pdf
    • 东方证券_20181025_东方证券因子选股系列研究之四十六：DFQ2018，绩效归因与基金投资分析工具.pdf
    • 东方证券_20181120_东方证券因子选股系列研究之四十七：A股涨跌幅排行榜效应.pdf
    • 东方证券_20181201_东方证券量化策略研究系列之一：A股是估值驱动还是盈利驱动？.pdf
    • 东方证券_20181202_东方证券量化策略研究系列之二：产业链与公司股价关联.pdf
    • 东方证券_20181203_东方证券《因子选股系列研究之四十八》：Alpha与Smart+Beta.pdf
    • 东方证券-20180405_因子选股系列研究之三十八：协方差矩阵谱分解近似方法的补充.pdf
    • 东吴证券_20180222_因子方法论之一：基于日内模式的因子改进.pdf
    • 东吴证券_20180309_析土掘金：探寻转债价值洼地.pdf
    • 东吴证券_20180313_指数期货基差报告：股指贴水加深，IF存在逆向套利机会.pdf
    • 东吴证券_20180404_蜘蛛网研究心得：信号的精炼.pdf
    • 东吴证券_20180504_“市场行为的宝藏”系列研究：低开高走的收益特征.pdf
    • 东吴证券_20180519_因子方法论之二：协方差矩阵的估计和应用，以风险模型和最优化复合因子权重为例.pdf
    • 东吴证券_20180526_金工定期报告：中性，资金面温和偏多，东吴金工特色指标回调.pdf
    • 东吴证券_20180530_基本面量化研究系列（一）：盈利因子改进，焕然一新的ROE.pdf
    • 东吴证券_20180601_金工定期报告：预期高股息组合跟踪.pdf
    • 东吴证券_20180603_可转债研究系列四：股债轮动，可转债股性和债性的博弈.pdf
    • 东吴证券_20180710_金工专题报告：CDR，你需要知道的6件事.pdf
    • 东吴证券_20180724_可转债研究系列（五）：事件驱动，可转债之转股、赎回与下修.pdf
    • 东吴证券_20180902_东吴证券跟踪聪明钱策略：绩效月报.pdf
    • 东吴证券_20180908_东吴证券回调：技术面指标和情绪面指标有所回调.pdf
    • 东吴证券_20180911_东吴证券资产管理扬帆起航系列报告：指数增强正当时.pdf
    • 东北证券_20180718_港股研究系列：Barra模型及应用.pdf
    • 东北证券_20180727_金融工程研究报告：陆股通持股数据有效性研究.pdf
    • 东北证券_20180831_金融工程研究报告：结构分化行情下因子选股研究.pdf
    • 东北证券_20180928_东北证券大类资产配臵“全解析”专题研究之一：：风险平价性质探究.pdf
  • 96.12 MB
  • 2019-1-2

  • 2750639_GAS_factor_copula_toolbox_17feb16.zip

    本附件包括：
    • AAA_main_GASFacCop_Skewtt_Ngroup.m
    • AAA_main_GASFacCop_Skewtt_VT.m
    • AAA_main_JPD_EPD_forVT.m
    • factor_cop_FXpdf_GL_Skewtt.m
    • factor_cop_Gcdf_calc1_Skewtt.m
    • factor_cop_Gcdf_calc1_Skewtt_loading.m
    • factor_cop_Gcdf_GL_Skewtt.m
    • factor_cop_Gcdfinv_spline.m
    • factor_cop_Gpdf_calc1_Skewtt_loading.m
    • factor_cop_Gpdf_GL_Skewtt.m
    • factor_cop_Gpdfvec_Skewtt.m
    • fminsearchbnd.m
    • Gcdfpdf_Skewtt.m
    • Gcdfpdf_Skewtt_TOOL_temp.m
    • GLNodeWt.m
    • GLquad.m
    • LL_eacht_GASFacCop_Skewtt_Ngroup.m
    • LL_GASFacCop_Skewtt_NGroup.m
    • LL_GASFacCop_Skewtt_VT.m
    • nines.m
    • results_from_GASFactorToolbox.mat
    • results_VT_from_GASFactorToolbox2.mat
    • rhobar2betabar.m
    • sample_CDS_data.mat
    • sample_data.mat
    • sample_marignal_data.mat
    • skewtdis_cdf.m
    • skewtdis_inv.m
    • skewtdis_pdf.m
  • 1.14 MB
  • 2018-12-26

  • Sinclair2e_tools-simulation.zip

    本附件包括：
    • CorradoSu.xls
    • DailyOptionHedgingSimulation.xls
    • Garch.xls
    • MeanReversionSimulator.xls
    • SkewandKurtosisCones.xls
    • TradingGoals.xls
    • VolatilityCones.xls
  • 1.94 MB
  • 2018-1-20

  • The_Theory_of_Play_and_Integral_Equations_with_SkewSymmetric_Kernels.rar

    本附件包括：
    • The_Theory_of_Play_and_Integral_Equations_with_SkewSymmetric_Kernels.pdf
  • 179.14 KB
  • 2017-8-22

  • 期权波动率交易.zip
       期权波动率交易精彩集锦

    本附件包括：
    • 10、cboe_vix计算白皮书.pdf
    • 11、cboe_skew白皮书.pdf
    • 12、JP Morgan方差互换全面讲解.pdf
    • 1、波动率交易全面讲解_Volatility Trading-(second edition).pdf
    • 2、随机波动率模型和跳_The+Volatility+Surface+A+Practitioner’s+Guide.pdf
    • 3、Parameter risk in black and scholes model_HenrardM.pdf
    • 4、对冲时的波动率选择_wilmott implied vs actual vol for delta hedge.pdf
    • 5、动态对冲_dynamic hedging.pdf
    • 6、三次样条插值参考_Nonparametric regression and generalized linear models.pdf
    • 7、波动率偏度曲线拟合_Fengler's Arbitrage-free Smoothing.pdf
    • 8、vix铺垫论文_option prices, implied price processes and stochasitc volatility.pdf
    • 9、vix原理详解_More than you ever wanted to know about variance swaps.pdf
  • 33.5 MB
  • 2017-5-16

  • AFA-2017-Part02.zip
       AFA

    本附件包括：
    • AFA2017-A Clash of Cultures_ The Governance and Valuation Effects of Multiple Corporate Cultures.pdf
    • AFA2017-A First Glimpse into the Short Side of Hedge Funds.pdf
    • AFA2017-Access to Credit and Stock Market Participation.pdf
    • AFA2017-Aggregate Effects of Collateral Constraints.pdf
    • AFA2017-Analyst Coverage Network and Corporate Financial.pdf
    • AFA2017-Anchoring and Acquisitions.pdf
    • AFA2017-Anomalies and News.pdf
    • AFA2017-Are CEOs Different_ Characteristics of Top Managers.pdf
    • AFA2017-Asset Encumbrance, Bank Funding, and Financial Fragility.pdf
    • AFA2017-Asset Management Within Commercial Banking Groups_ International Evidence.pdf
    • AFA2017-Bank Complexity and Risk Management_ Evidence from Operational Risk Events in U.S. Bank Holding Companies.pdf
    • AFA2017-Bank Culture.pdf
    • AFA2017-Bank Resolution and the Structure of Global Banks.pdf
    • AFA2017-Can Decentralized Markets Be More Efficient_.pdf
    • AFA2017-Can Paying Firms Quicker Affect Aggregate Employment_.pdf
    • AFA2017-Career Concerns and Strategic Effort Allocation by Analysts.pdf
    • AFA2017-Cash-flow timing vs. discount-rate timing_ A decomposition of mutual Fund.pdf
    • AFA2017-Centralized Trading, Transparency and Interest Rate Swap Market Liquidity_ Evidence from the Implementation of the Dodd-Frank Act.pdf
    • AFA2017-Compensation goals and firm performance.pdf
    • AFA2017-Competition and Innovation in the Presence of Financial Constraints.pdf
    • AFA2017-Competition, Reach for Yield, and Money Market Funds.pdf
    • AFA2017-Corporate Culture_ Evidence from the Field.pdf
    • AFA2017-Correlated High-Frequency Trading.pdf
    • AFA2017-Creditor Rights and Relationship Banking_ Evidence from a Policy Experiment.pdf
    • AFA2017-Cross-Currency Basis.pdf
    • AFA2017-Data Abundance and Asset Price Informativeness.pdf
    • AFA2017-Dividend Dynamics, Learning, and Expected Stock Index Returns.pdf
    • AFA2017-Do Bank Boards Focus Adequately On Risk_.pdf
    • AFA2017-Do Criminal Politicians affect Firm Investment and Value_ Evidence from a Regression Discontinuity Approach.pdf
    • AFA2017-Do High Frequency Traders Need to be Regulated_ Evidence from Trading on Macroeconomic Announcements.pdf
    • AFA2017-Do Personal Ethics Influence Corporate Ethics_.pdf
    • AFA2017-Does Central Bank Tone Move Asset Prices_.pdf
    • AFA2017-Does a Larger Menu Increase Appetite_ Collateral Eligibility and Bank Risk-Taking.pdf
    • AFA2017-Economic Uncertainty, Aggregate Debt, and the Real Effects of Corporate Finance.pdf
    • AFA2017-Endogenous Specialization and Dealer Networks.pdf
    • AFA2017-Entangled Risks in Incomplete FX Markets.pdf
    • AFA2017-Estimating Information Asymmetry in Securities Markets.pdf
    • AFA2017-Executive Job Matching_ Estimates from a Dynamic Model.pdf
    • AFA2017-Experimenting with Entrepreneurship_ The Effect of Job-Protected Leave.pdf
    • AFA2017-Fast Traders Make a Quick Buck_ The Role of Speed in Liquidity Provision.pdf
    • AFA2017-Financial Conglomerate Affiliation and Hedge Funds’ Countercyclical Risk Taking.pdf
    • AFA2017-Financial Intermediation in Private Equity_ How Well do Funds of Funds Perform_.pdf
    • AFA2017-Financing Payouts.pdf
    • AFA2017-Flying Under the Radar_ The Effects of Short-Sale Disclosure Rules on Investor Behavior and Stock Prices.pdf
    • AFA2017-Generalized Recovery.pdf
    • AFA2017-Good and Bad CEOs.pdf
    • AFA2017-How should investors respond to increases in volatility_.pdf
    • AFA2017-In-Group Bias in Financial Markets.pdf
    • AFA2017-Informed Trading and Option Prices_ Evidence from Activist.pdf
    • AFA2017-Innovation Waves, Investor Sentiment, and Mergers.pdf
    • AFA2017-Insider Purchases after Short Interest Spikes_ a False Signaling Device_.pdf
    • AFA2017-Institutional Herding and Its Price Impact_ Evidence from the Corporate Bond Market.pdf
    • AFA2017-Integrity Culture and Analyst Forecast Quality .pdf
    • AFA2017-Interfund lending in mutual fund families_ Role of internal capital markets.pdf
    • AFA2017-Intraday Trading Invariance in the E-mini S&P 500 Futures Market.pdf
    • AFA2017-It Depends on Where You Search_ A Comparison of Institutional and Retail Attention.pdf
    • AFA2017-Learning across Peer Firms and Innovation Waves.pdf
    • AFA2017-Macro Announcement Premium and Risk Preferences.pdf
    • AFA2017-Maximum likelihood estimation of the equity.pdf
    • AFA2017-Minimum Payments and Debt Paydown in Consumer Credit Cards.pdf
    • AFA2017-Multiple Equilibria in Noisy Rational Expectations Economies.pdf
    • AFA2017-Non-rating revenue and conflicts of interest.pdf
    • AFA2017-Oil Volatility RisK.pdf
    • AFA2017-One thorn of experience_ CEOs, strikes, and financial leverage.pdf
    • AFA2017-Opportunistic Proposals by Union Shareholders.pdf
    • AFA2017-Optimal Financing for R&D-intensive Firms.pdf
    • AFA2017-Parsing the Content of Bank Supervision.pdf
    • AFA2017-Patents as Substitutes for Relationships.pdf
    • AFA2017-Pay Now or Pay Later__ The Economics within the Private Equity Partnership.pdf
    • AFA2017-Pension Fund Board Composition and Investment Performance_ Evidence from Private Equity.pdf
    • AFA2017-Performance-Vesting Provisions in Executive Compensation .pdf
    • AFA2017-Private Equity’s Unintended Dark Side_ On the Economic Consequences of Excessive Delistings.pdf
    • AFA2017-Real Exchange Rates and Currency Risk Premia.pdf
    • AFA2017-Relative Pay for Non-Relative Performance_ Keeping up with the Joneses with Optimal Contracts.pdf
    • AFA2017-Rethinking Performance Evaluation.pdf
    • AFA2017-Risk Management in Financial Institutions.pdf
    • AFA2017-Robust Bond Risk Premia.pdf
    • AFA2017-Shareholder-Creditor Conflict and Payout Policy_ Evidence from Mergers between Lenders and Shareholders.pdf
    • AFA2017-Size Discovery.pdf
    • AFA2017-Skewness Consequences of Seeking Alpha.pdf
    • AFA2017-Slow Trading and Stock Return Predictability.pdf
    • AFA2017-Sovereign CDS Spreads with Credit Rating.pdf
    • AFA2017-Speed and Expertise in Stock Picking_ Older, Slower, and Wiser_ .pdf
    • AFA2017-Standing on the Shoulders of Giants_ The Effect of Passive Investors on Activism.pdf
    • AFA2017-Stock Market Coverage.pdf
    • AFA2017-Taking Orders and Taking Notes_ Dealer Information Sharing in Financial Markets.pdf
    • AFA2017-Term Structure of Interest Rates with Short-run and Long-run Risks.pdf
    • AFA2017-The Causal Effect of Limits to Arbitrage on Asset Pricing Anomalies.pdf
    • AFA2017-The Cross-Section of Subjective Bond Risk Premia.pdf
    • AFA2017-The Effect of Option-based Compensation on Payout Policy_ Evidence from FAS 123R.pdf
    • AFA2017-The Equity Premium and the One Percent.pdf
    • AFA2017-The Face of Risk_ CEO Testosterone and Risk Taking Behavior.pdf
    • AFA2017-The Impact of Sovereign Shocks.pdf
    • AFA2017-The Liquid Hand-to-Mouth_ Evidence from Personal.pdf
    • AFA2017-The Misguided Beliefs of Financial Advisors.pdf
    • AFA2017-The Momentum of News .pdf
    • AFA2017-The Term Structure of Implied Volatility and Volatility Risk Premia in the FX Market.pdf
    • AFA2017-The Value of Information for Contracting.pdf
    • AFA2017-The Value of Trading Relationships in Turbulent Times.pdf
    • AFA2017-The real effects of credit ratings_ Evidence from corporate asset sales.pdf
    • AFA2017-Time-Varying Crash Risk.pdf
    • AFA2017-Uncertainty, the Exchange Rate and International Capital Flows.pdf
    • AFA2017-Unemployment and Credit Risk.pdf
    • AFA2017-Variance Risk Premia on Stocks and Bonds.pdf
    • AFA2017-Weighted Least Squares Estimates of Return Predictability Regressions.pdf
    • AFA2017-What Drives Liquidity_ Identifying Shocks to Market Makers' Supply of Liquidity and Their Role in Economic Fluctuations.pdf
    • AFA2017-What's Behind the Smooth Dividends_ Evidence from Structural Estimation.pdf
    • AFA2017-When Do Laws and Institutions Affect Recovery Rates on Collateral_.pdf
    • AFA2017-Where the Heart Is_ Information Production and the Home Bias.pdf
    • AFA2017-Wholesale Funding Runs.pdf
    • AFA2017-Why does fast loan growth predict poor performance for banks_ .pdf
  • 77.41 MB
  • 2016-12-30

  • A Stochastic Volatility Model With Conditional Skewness.rar

    本附件包括：
    • A Stochastic Volatility Model With Conditional Skewness.pdf
  • 318.95 KB
  • 2016-4-7

  • Why does skewness and the fat-tail effect influence value.zip

    本附件包括：
    • Why does skewness and the fat-tail effect influence value.pdf
  • 1.13 MB
  • 2016-4-7

  • Which parametric model for conditional skewness_.rar

    本附件包括：
    • Which parametric model for conditional skewness_.pdf
  • 1012 KB
  • 2015-12-7

  • Portfolio selection and skewness Evidence from international stock markets.rar

    本附件包括：
    • Portfolio selection and skewness Evidence from international stock markets.pdf
  • 1.06 MB
  • 2015-8-11

  • bubble.rar
       文献下载

    本附件包括：
    • 1998 Initial cash asset ratio and asset prices an experimental study.pdf
    • 1995 Futures contracting and dividend uncertainty in experimental asset markets.pdf
    • 1991 Private information acquisition in experimental markets prone to bubble and crash.pdf
    • 1990 Positive Feedback Investment Strategies and Destabilizing Rational Speculation.pdf
    • 1988 Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets.pdf
    • 2015 Thar SHE Blows_Gender, Competition, and Bubbles in Experimental Asset Markets.pdf
    • 2014 To see is to believe Common expectations in experimental asset markets.pdf
    • 2014 The impact of different incentive schemes on asset prices.pdf
    • 2014 The Impact of Asset Repurchases and Issues in an Experimental Market.pdf
    • 2014 Relative Performance Incentives and Price Bubbles in Experimental Asset Markets.pdf
    • 2014 Irrational exuberance and neural crash warning signals during endogenous experimental market bubbles.pdf
    • 2014 How do experienced traders respond to inflows of inexperienced traders_An experimental analysis.pdf
    • 2014 Experimental evidence on varying uncertainty and skewness in laboratory double-auction markets.pdf
    • 2014 Double Bubbles in Assets Markets With Multiple Generations.pdf
    • 2014 Do option-like incentives induce overvaluation_Evidence from experimental asset markets.pdf
    • 2014 Bubbling with Excitement An Experiment.pdf
    • 2014 Asset-holdings caps and bubbles in experimental asset markets.pdf
    • 2014 Asset price bubbles a survey.pdf
    • 2014 Interest on Cash, Fundamental Value Process and Bubble Formation on Experimental Asset Markets.pdf
    • 2013 The impact of monetary policy on stock market bubbles and trading behavior Evidence from the lab.pdf
    • 2013 The Bubble Game An Experimental Study of Speculation.pdf
    • 2013 Super-exponential bubbles in lab experiments Evidence for anchoring over-optimistic expectations on price.pdf
    • 2013 Stulz, R. M., Harris, M., & Constantinides, G. M. (2013). Handbook of the Economics of Finance SET. Amsterdam North Holland..pdf
    • 2013 Reaction to Public Information in Markets How much does Ambiguity Matter.pdf
    • 2013 In the Mind of the Market Theory of Mind Biases Value Computation during Financial Bubbles.pdf
    • 2013 Fight or freeze Individual differences in investors' motivational systems and trading in experimental asset markets.pdf
    • 2013 Differentiated assets An experimental study on bubbles.pdf
    • 2013 Before and after The impact of a real bubble crash on investors' trading behavior in the lab.pdf
    • 2013 A Review of bubbles and crashes in experimental asset markets.pdf
    • 2012 Two heads are less bubbly than one team decision-making in an experimental asset market.pdf
    • 2012 Tournament incentives and asset price bubbles Evidence from a field experiment.pdf
    • 2012 The impact of instructions and procedure on reducing confusion and bubbles in experimental asset markets.pdf
    • 2012 Thar she bursts_reducing confusion reduces bubbles.pdf
    • 2012 Relative performance information in asset markets An experimental approach.pdf
    • 2012 Excitement and irrationality in a financial market.pdf
    • 2012 Bubbles and Information An Experiment.pdf
    • 2012 Asset Characteristics and Boom and Bust Periods An Experimental Study.pdf
    • 2011 Overconfidence and Bubbles in Experimental Asset Markets.pdf
    • 2011 On the ingredients for bubble formation Informed traders and communication.pdf
    • 2011 Experience and Confidence in an Internet-Based Asset Market Experiment.pdf
    • 2011 An Experimental Study of Bubble Formation in Asset Markets Using the Tatonnement Trading Institution.pdf
    • 2010 The effect of reliability, content and timing of public announcements on asset trading behavior.pdf
    • 2010 Digital options and efficiency in experimental asset markets.pdf
    • 2010 Bubble measures in experimental asset markets.pdf
    • 2009 An experimental test of the impact of overconfidence and gender.pdf
    • 2008 Thar She Blows Can Bubbles Be Rekindled with Experienced Subjects.pdf
    • 2008 Expectations and bubbles in asset pricing experiments.pdf
    • 2007 Traders’ expectations in asset markets_experimental evidence.pdf
    • 2007 Risk attitude and market behavior Evidence from experimental asset markets.pdf
    • 2006 The effect of short selling on bubbles and crashes in experimental spot asset markets.pdf
    • 2006 Margin, short selling, and lotteries in experimental asset markets.pdf
    • 2006 Futures markets and bubble formation in experimental asset markets.pdf
    • 2005 bubbles and experience An experiment.pdf
    • 2003 Boundaries of the tournament pricing effect in asset markets Evidence from experimental markets.pdf
    • 2002 Simultaneous over- and underconfidence Evidence from experimental asset markets.pdf
    • 2002 Do Speculative Stocks Lower Prices and Increase Volatility of Value Stocks.pdf
    • 2001 The Effects of Subject Pool and Design Experience on Rationality in Experimental Asset Markets.pdf
    • 2001 Price bubbles in laboratory asset markets with constant fundamental values.pdf
    • 2001 Financial Bubbles_Excess Cash, Momentum, and Incomplete Information.pdf
    • 2000 Momentum and overreaction in experimental asset markets.pdf
    • 2000 Dividend timing and behavior in laboratory asset markets.pdf
    • 2000 Asset markets How they are affected by tournament incentives for individuals.pdf
  • 67.2 MB
  • 2015-5-4

  • journal of financeFEBRUARY 2013.rar

    本附件包括：
    • Analyst Forecast Consistency.pdf
    • Capital Budgeting versus Market Timing.pdf
    • Conflicting Family Values in Mutual Fund.pdf
    • Dynamic Competition, Valuation, and Merger.pdf
    • Efficient Recapitalization.pdf
    • Ex Ante Skewness and Expected Stock Returns.pdf
    • Industry-Specific Human Capital, Idiosyncratic.pdf
    • Liquidity Cycles and Make.pdf
    • Short-Selling Bans Around the World.pdf
    • What Do Consumers’ Fund Flows Maximize.pdf
  • 2.99 MB
  • 2014-10-1

  • 120.rar
       (Wiley Finance 120)Fat-Tailed and Skewed Asse

    本附件包括：
    • (Wiley Finance 120)Fat-Tailed and Skewed Asse.pdf
  • 8.58 MB
  • 2014-7-15

  • seminar paper 2013.rar

    本附件包括：
    • C1992 cumulative prospect theory .pdf
    • C2008 Barberis and Huang skewness and return prospect theory.pdf
    • A1976 Litzenberger Assets price with skewness.pdf
    • A2000Conditional_skewness_in_asset pricing.pdf
    • A2007 Mitton and Vorkink Equillibrem skew adv.pdf
    • A2010 Expected idiosyncratic skewness.pdf
    • A2013 JF Ex Ante Skewness and Expected Stock Returns.pdf
    • B+2006 comment HLdiscuss.pdf
    • B+2006 RV and Microstructure noise.pdf
    • B2005 A tale of two scales.pdf
    • B2009Volatility Analysis for High Frequency Financial Data wu.zhijian.pdf
  • 8.35 MB
  • 2013-11-28

  • CFA Level I Curriculum Knowledge Structure and Navigator.zip

    本附件包括：
    • 2012 CFA Level I Curriculum Book II.tex
    • 2012 CFA Level I Curriculum Book III.pdf
    • 2012 CFA Level I Curriculum Book III.tex
    • 2012 CFA Level I Curriculum Book IV.pdf
    • 2012 CFA Level I Curriculum Book IV.tex
    • 2012 CFA Level I Curriculum Book V.pdf
    • 2012 CFA Level I Curriculum Book V.tex
    • 2012 CFA Level I Curriculum Book VI.pdf
    • 2012 CFA Level I Curriculum Book VI.tex
    • AccruedInterest.jpg
    • ActivityRatios.jpg
    • BalanceSheetRatio.jpg
    • CashFlowCoverageRatios.jpg
    • CashFlowIFRSvsUSGAAP.jpg
    • CashFlowPerformanceRatios.jpg
    • cc_beamer.tex
    • CorporateDebt.jpg
    • CorrelationEffectOnRiskReturn.jpg
    • DominantOligopolist.jpg
    • FourFactorModel.jpg
    • FRAPayoffFormula.jpg
    • GDPExpenditure.jpg
    • HypothesisTestError.jpg
    • IndustryAnalysis.jpg
    • IndustryLifeCycle.jpg
    • InvestmentIndifferenceCurve.jpg
    • KinkedDemand.jpg
    • Kurtosis.JPG
    • LiquidityRatios.jpg
    • MarketEfficiencyForms.jpg
    • MarketStructure.jpg
    • MarkowitzFrontier.jpg
    • MoneyTransMechanism.jpg
    • NormalvsStudentT.jpg
    • OperationDecision.jpg
    • OwnPriceElasticity.jpg
    • PortfolioSelection.jpg
    • PriceYieldCurve.jpg
    • PriceYieldCurveCallable.jpg
    • PriceYieldCurvePutable.jpg
    • Profit.jpg
    • ProfitabilityRatios.jpg
    • ProfitOptimization.jpg
    • sharpe_ratio.JPG
    • Skewness.JPG
    • SolvencyRatios.jpg
    • Surplus.jpg
    • tariff.jpg
    • TraditionYieldMeasure.jpg
    • ValuationRatios.jpg
    • YieldSpreadMeasure.jpg
    • 2012 CFA Level I Curriculum Book I.pdf
    • 2012 CFA Level I Curriculum Book I.tex
    • 2012 CFA Level I Curriculum Book II.pdf
  • 5.31 MB
  • 2013-1-27

  • Multivariate inverse Gaussian and skew-normal densities.zip

    本附件包括：
    • Multivariate inverse Gaussian and skew-normal densities.pdf
  • 204.07 KB
  • 2013-1-23

  • Skewness in financial returns.rar

    本附件包括：
    • Skewness in financial returns.pdf
  • 106.68 KB
  • 2013-1-22

  • High-Frequency Data Analysis.rar
       高频数据分析的论文

    本附件包括：
    • 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 Financial Econometrics-Recent Developments(2008 Springer Science).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
    • Quantitative Methods in High-Frequency Financial Econometrics.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

  • 09603100903459907.pdf
       Estimating optimal hedge ratio: a multivariate skew-normal distribution approach

  • 139.74 KB
  • 2012-5-8

  • FRM-Reading-Part 1.zip

    本附件包括：
    • 1 Fundations-Value at Risk, 3rd Ed. The New Benchmark for Managing Financial Risk-CH1.pdf
    • 10 Quantitative-Fat-Tailed and Skewed Asset Return Distributions-CH2-3.pdf
    • 11 Quantitative-Value at Risk, 3rd Ed. The New Benchmark for Managing Financial Risk-CH12.pdf
    • 12 Quantitative-Options Futures and Other Derivatives 8ed-CH22.pdf
    • 14 M&P-Options Futures and Other Derivatives 8ed-CH1-7,10-11.pdf
    • 15 M&P-Derivatives Markets, 2nd Edition-CH6.pdf
    • 16 M&P-Commodities and Commodity Derivatives Modelling and Pricing for Agriculturals, Metals and Energy-CH1.pdf
    • 18 M&P-The Handbook of Fixed Income Securities 7ed-CH13.pdf
    • 19 Valuation-Understanding Market, Credit and Operational Risk-CH3,5.pdf
    • 2 Fundations-Risk Management & Derivatives-CH3.pdf
    • 20 Valuation-Options Futures and Other Derivatives 8ed-CH12,14,18.pdf
    • 21 Valuation-Fixed Income Securities, Tuckman-CH1-3,5.pdf
    • 22 Valuation-Managing Credit Risk-CH6,23.pdf
    • 24 Valuation-Internal Credit Risk Models-CH4,5.pdf
    • 25 Valuation-Measuring Market Risk, 2ed-CH2.pdf
    • 26 Valuation-Risk Management and Financial Institutions 2ed-CH18.pdf
    • 27 Valuation-Value at Risk, 3rd Ed. The New Benchmark for Managing Financial Risk-CH14.pdf
    • 28 Valuation-Principles for Sound Stress Testing Practices and Supervision JAN 2009.pdf
    • 28 Valuation-Principles for Sound Stress Testing Practices and Supervision MAY 2009.pdf
    • 29 RM&M-Options Futures and Other Derivatives 8ed-CH19,25.pdf
    • 3 Fundations-Modern Portfolio Theory and Investment Analysis-CH5,13,14,16.pdf
    • 4 Fundations-Portfolio Theory and Performance Analysis-CH4, Section 4.2.pdf
    • 5 Fundations-Overview of Enterprise Risk Management.pdf
    • 7 Fundations-Risk management failures.pdf
    • 8 Fundations-GARP code of conduct 0610.pdf
    • 9 Quantitatives-Introduction to Econometrics-CH2-7.pdf
  • 47.43 MB
  • 2012-4-24

  • [世界名著英文版285部.rar
       目录已附

    本附件包括：
    • SOUP FROM A SAUSAGE SKEWER.TXT
    • THE DEVOTED FRIEND.TXT
    • THE DIAMOND MAKER.TXT
    • The Diary of a Man of Fifty.txt
    • The Diary of a Nobody.txt
    • The Diary of Samuel Pepys.txt
    • The Discovery of The Source of the Nile.txt
    • The Divine Comedy(神曲).txt
    • The Doctor.txt
    • The Dominion of the Air.txt
    • The Doom of the Griffiths.txt
    • THE DOOR IN THE WALL.TXT
    • The Dore Lectures on Mental Science.txt
    • The Dove in the Eagle's Nest.txt
    • THE DROP OF WATER.TXT
    • THE DRYAD.TXT
    • The Duchesse de Langeais.txt
    • THE DUMB BOOK.TXT
    • The Dust.txt
    • The Economist.txt
    • The Education of the Child.txt
    • The Efficiency Expert.txt
    • The Eighteenth Brumaire of Louis Bonaparte.txt
    • The Elements of Law Natural and Politic.txt
    • THE ELF OF THE ROSE.TXT
    • THE ELFIN HILL.TXT
    • The Elixir of Life.txt
    • PHOCION.txt
    • Phyllis of Philistia.txt
    • Pigs is Pigs.txt
    • Pioneers of the Old Southwest.txt
    • plays.txt
    • Plutus.txt
    • Poems of Henry Timrod.txt
    • Poems of Rupert Brooke.txt
    • Poems on Various Subjects.txt
    • POEMS- WILLIAMS BUTLER YEATS.TXT
    • Poems.txt
    • Poems-1.txt
    • Poems-2.txt
    • Poems-Volume 1(资本论1).txt
    • Poems-Volume 2(资本论2).txt
    • Poems-Volume 3(资本论3).txt
    • POETICS.txt
    • Political Economy.txt
    • Polyuecte.txt
    • Ponkapog Papers.txt
    • Poor and Proud.txt
    • POULTRY MEG'S FAMILY.TXT
    • PREFACE OF WILLIAM CAXTON.txt
    • preface.txt
    • Prester John.txt
    • Principles of Human Knowledge.txt
    • Prometheus Bound.txt
    • Prophets and Kings.txt
    • Purgatorio.txt
    • Put Yourself in His Place.txt
    • Queen Victoria.txt
    • Queer Little Folks.txt
    • R. F. Murray.txt
    • Ramona.txt
    • Rasselas, Prince of Abyssinia.txt
    • Recollections and Letters of Lee.txt
    • Record of Buddhistic Kingdoms.txt
    • Records of a Family of Engineers.txt
    • Redgauntlet.txt
    • Reflections on the Formation and Distribution of wealth.txt
    • Religio Medici.txt
    • Remember the Alamo.txt
    • Reminiscences of Tolstoy.txt
    • Repertory of the Comedie Humaine-1.txt
    • Repertory of the Comedie Humaine-2.txt
    • Representative Government.txt
    • Resurrection(复活).txt
    • Returning Home.txt
    • Rezanov.txt
    • Riders of the Purple Sage.txt
    • Riders to the Sea.txt
    • Rienzi.txt
    • Rise and Fall of Cesar Birotteau.txt
    • Roads of Destiny.txt
    • Robbery Under Arms.txt
    • Robert Louis Stevenson.txt
    • ROBINSON CRUSOE(鲁滨逊漂流记).txt
    • ROBINSON CRUSOE-2(鲁滨逊漂流记续集).txt
    • Romantic Ballads.txt
    • Rose O' the River.txt
    • Round the Sofa.txt
    • Roundabout Papers.txt
    • Royalty Restored.txt
    • Rubaiyat of Omar Khayyam.txt
    • Running a Thousand Miles for Freedom.txt
    • Rupert of Hentzau.txt
    • RUTH(露丝).txt
    • Saint George for England.txt
    • Samantha at Saratoga.txt
    • Samuel Brohl & Company.txt
    • Samuel Butler-A Sketch.txt
    • Sarrasine.txt
    • Sartor Resartus.txt
    • Scenes from a Courtesan's Life.txt
    • SCHIPPEITARO.TXT
    • Second Treatise of Government.txt
    • Select Poems of Sidney Lanier.txt
    • Selected Writings of guy de maupassant(莫伯桑作品选).txt
    • Selections from the Speeches and Writings of Edmund Burke.txt
    • Seven Discourses on Art.txt
    • Seventeen.txt
    • She Stoops To Conquer.txt
    • SHE WAS GOOD FOR NOTHING.TXT
    • Shelley.txt
    • Shorter Logic.txt
    • Signs of Change.txt
    • Sir Humphrey Gilbert's Voyage to Newfoundland.txt
    • Sir Thomas More.txt
    • Sister Carrie(嘉莉妹妹).txt
    • Sketches in Lavender, Blue and Green.txt
    • SLEEP AND POETRY.TXT
    • Smoke Bellew.txt
    • SOME COMMENDATORY VERSES.TXT
    • Some Considerations of the Lowering of Interest.txt
    • SOMETHING.TXT
    • Song and Legend From the Middle Ages.txt
    • Songs, Merry and Sad.txt
    • Sonnets from the Portuguese.txt
    • Soul of a Bishop.txt
    • Speaking of Operations.txt
    • Spoon River Anthology.txt
    • STAN BOLOVAN.TXT
    • STANZAS.TXT
    • Steep Trails.txt
    • Stepping Heavenward.txt
    • Steps to Christ.txt
    • Stories from Pentamerone.txt
    • Stories of a Western Town.txt
    • Stories Of The Supernatural.txt
    • Strife.txt
    • Style.txt
    • Swan Song.txt
    • SWITZERLAND, THE CRADLE OF LIBERTY.TXT
    • Sylvie and Bruno.txt
    • SYMPOSIUM.TXT
    • Table-Talk, Essays on Men and Manners.txt
    • Tacitus on Germany.txt
    • Tales From Shakespeare.txt
    • TAMING THE BICYCLE.TXT
    • Tanglewood Tales.txt
    • TARTARIN OF TARASCON.txt
    • TARZAN of the Apes(人猿泰山).txt
    • Tarzan the Terrible.txt
    • Tattine.txt
    • Tea-table Talk.txt
    • The Absentee.txt
    • The Advancement of Learning.txt
    • The Adventures of Jimmie Dale.txt
    • THE ADVENTURES OF PINOCCHIO(木偶奇遇记).TXT
    • THE ADVENTURES OF PINOCCHIO.TXT
    • THE ADVENTURES OF SHERLOCK HOLMES(福尔摩斯探案集).txt
    • The Adventures.txt
    • The Aeroplane Speaks.txt
    • The Age of Big Business.txt
    • The Age of Invention.txt
    • The Agony Column.txt
    • The Altar of the Dead.txt
    • The Altruist in Politics.txt
    • The Amateur Cracksman.txt
    • The American Republic.txt
    • The Americanization of Edward Bok.txt
    • THE ANGEL.TXT
    • The Annals of the Parish.txt
    • The Anti-Slavery Crusade.txt
    • The Apology.txt
    • The Arabian Nights.txt
    • The Argonautica.txt
    • The Armies of Labor.txt
    • The Army of the Cumberland.txt
    • THE ATHENIAN CONSTITUTION.TXT
    • The Augsburg Confession.txt
    • THE AUTHOR'S PREFACE.TXT
    • The Autobiography of a Quack.txt
    • The Bab Ballads.txt
    • The Ballad of the White Horse.txt
    • The Beast in the Jungle.txt
    • The Bedford-Row Conspiracy.txt
    • THE BEE.TXT
    • THE BEETLE WHO WENT ON HIS TRAVELS.TXT
    • The Beggar's Opera.txt
    • THE BELL.TXT
    • THE BELL-DEEP.TXT
    • The Bickerstaff-Partridge Papers.txt
    • THE BIRD OF POPULAR SONG.TXT
    • The Birds' Christmas Carol.txt
    • The Birds.txt
    • THE BISHOP OF BORGLUM AND HIS WARRIORS.TXT
    • The Black Death and The Dancing Mania.txt
    • The Black Dwarf.txt
    • The Black Tulip(黑郁金香).txt
    • The Blithedale Romance.txt
    • The Blue Flower.txt
    • The Book of Nonsense.txt
    • The Book of Tea.txt
    • THE BOTTLE NECK.TXT
    • The Boy Captives.txt
    • The Boys' Life of Mark Twain.txt
    • THE BOYS.TXT
    • THE BRAVE TIN SOLDIER.TXT
    • The Brick Moon.txt
    • THE BUCKWHEAT.TXT
    • The Burial of the Guns.txt
    • THE BUTTERFLY.TXT
    • The Caged Lion.txt
    • The Call of the Canyon.txt
    • The Canadian Dominion.txt
    • The Canterbury Tales.txt
    • The Captives.txt
    • The Case of the Golden Bullet.txt
    • The Case of The Pocket Diary Found in the Snow.txt
    • The Cash Boy.txt
    • The Castle of Otranto.txt
    • The Champdoce Mystery.txt
    • The Chateau of Prince Polignac.txt
    • The Chignecto Isthmus And Its First Settlers.txt
    • THE CHILD FROM EGG.TXT
    • THE CHILD IN THE GRAVE.TXT
    • The Chinese Nightingale and Other Poems.txt
    • The Choir Invisible.txt
    • The Chouans.txt
    • The City of Domes.txt
    • The City of Dreadful Night.txt
    • The City of the Sun.txt
    • The Civilization of the Renaissance in Italy.txt
    • The Cleveland Era.txt
    • The Clever Woman of the Family.txt
    • The Clouds.txt
    • The Club of Queer Trades.txt
    • The Clue of the Twisted Candle.txt
    • The Collection of Antiquities.txt
    • The Coming Conquest of England.txt
    • The Coming Race.txt
    • The Commission in Lunacy.txt
    • The Common Law.txt
    • The Commonwealth of Oceana.txt
    • The Complete Angler.txt
    • The Complete Writings-1.txt
    • The Complete Writings-2.txt
    • The Complete Writings-3.txt
    • The Complete Writings-4.txt
    • THE CONCEITED APPLE-BRANCH.TXT
    • THE CONE.TXT
    • The Conflict.txt
    • The Contrast.txt
    • The Copy-Cat.txt
    • The Cost.txt
    • The Count of Monte Cristo(基督山伯爵).txt
    • The Counterpane Fairy.txt
    • The Country Doctor.txt
    • THE COUNTRY OF THE BLIND.TXT
    • The Country of the Pointed Firs.txt
    • The Count's Millions.txt
    • The Crime of Sylvestre Bonnard.txt
    • The Crimson Fairy Book.txt
    • THE CRITIC AS ARTIST.TXT
    • The Critique of Judgement.txt
    • The Critique of Practical Reason.txt
    • The Crossing.txt
    • The Crowd.txt
    • The Crown of Thorns.txt
    • The Cruise of the Cachalot.txt
    • The Crystal Stopper.txt
    • The Culprit Fay and Other Poems.txt
    • THE CYCLOPS.txt
    • THE DAISY.TXT
    • The Danish History.txt
    • THE DARNING-NEEDLE.TXT
    • The Daughter of an Empress.txt
    • The Dawn of a To-morrow.txt
    • THE DAY IS GONE, AND ALL ITS SWEETS ARE GONE.TXT
    • THE DECAMERON(十日谈).txt
    • THE DECAY OF LYING.TXT
    • The Deliverance.txt
    • The Depot Master.txt
    • The Deputy of Arcis.txt
    • The Description of Wales.txt
    • The Deserted Woman.txt
    • The Desire of Ages.txt
  • 30.01 MB
  • 2012-4-20

  • 统计函数.zip

    本附件包括：
    • 统计函数\SKEW.xls
    • 统计函数\avedev函数.xls
    • 统计函数\averagea函数.xls
    • 统计函数\average函数.xls
    • 统计函数\betadist函数.xls
    • 统计函数\betainv函数.xls
    • 统计函数\binomdist函数.xls
    • 统计函数\chidist函数.xls
    • 统计函数\chiinv函数.xls
    • 统计函数\chitest函数.xls
    • 统计函数\confidence函数.xls
    • 统计函数\CORREL.xls
    • 统计函数\counta.xls
    • 统计函数\countblank.xls
    • 统计函数\countif函数.xls
    • 统计函数\count函数.xls
    • 统计函数\covar函数.xls
    • 统计函数\critbinom函数.xls
    • 统计函数\devsq函数.xls
    • 统计函数\expondist.xls
    • 统计函数\fdist函数.xls
    • 统计函数\finv函数.xls
    • 统计函数\fisherinv函数.xls
    • 统计函数\fisher函数.xls
    • 统计函数\forecase函数.xls
    • 统计函数\forecast函数.xls
    • 统计函数\frequency.xls
    • 统计函数\ftest函数.xls
    • 统计函数\gammadist函数.xls
    • 统计函数\gammainv.xls
    • 统计函数\gammaln函数.xls
    • 统计函数\geomean函数.xls
    • 统计函数\growth函数.xls
    • 统计函数\harmean函数.xls
    • 统计函数\hypgeomdist函数.xls
    • 统计函数\intercept函数.xls
    • 统计函数\kurt函数.xls
    • 统计函数\large函数.xls
    • 统计函数\linest函数.xls
    • 统计函数\logest函数.xls
    • 统计函数\loginv函数.xls
    • 统计函数\lognormdist函数.xls
    • 统计函数\maxa函数.xls
    • 统计函数\max函数.xls
    • 统计函数\median函数.xls
    • 统计函数\mina函数.xls
    • 统计函数\min函数.xls
    • 统计函数\mode函数.xls
    • 统计函数\normdist.xls
    • 统计函数\norminv函数.xls
    • 统计函数\normsdist函数.xls
    • 统计函数\normsinv函数.xls
    • 统计函数\pearson函数.xls
    • 统计函数\percentile函数.xls
    • 统计函数\percentrank函数.xls
    • 统计函数\permut函数.xls
    • 统计函数\poisson函数.xls
    • 统计函数\PROB.xls
    • 统计函数\QUARTILE.xls
    • 统计函数\RANK.xls
    • 统计函数\RSQ.xls
    • 统计函数\SLOPE.xls
    • 统计函数\SMALL.xls
    • 统计函数\STANDARDIZE.xls
    • 统计函数\STDEV.xls
    • 统计函数\STDEVA.xls
    • 统计函数\STDEVP.xls
    • 统计函数\STDEVPA.xls
    • 统计函数\STEYX.xls
    • 统计函数\TDIST.xls
    • 统计函数\TINV.xls
    • 统计函数\TREND.xls
    • 统计函数\TRIMMEAN.xls
    • 统计函数\TTEST.xls
    • 统计函数\VAR.xls
    • 统计函数\VARA.xls
    • 统计函数\VARP.xls
    • 统计函数\VARPA.xls
    • 统计函数\WEIBULL.xls
    • 统计函数\ZTEST.xls
    • 统计函数\
  • 146.68 KB
  • 2012-3-28

  • Data files.zip

    本附件包括：
    • clusters.txt
    • compensation.txt
    • competition.txt
    • cordat.txt
    • cordata.txt
    • cull.txt
    • das.txt
    • data2.txt
    • data2x.txt
    • data2y.txt
    • data.txt
    • datax.txt
    • datay.txt
    • deaths.txt
    • decay.TXT
    • degrees.txt
    • density.txt
    • distribution.txt
    • ethanol.txt
    • f.test.data.txt
    • factor words.txt
    • factories.txt
    • fisher.txt
    • fw.txt
    • gardens.txt
    • germination.txt
    • growth.txt
    • hump.txt
    • infection.txt
    • island.txt
    • isolation.txt
    • jaws.txt
    • light.TXT
    • lizards.txt
    • m25freq.txt
    • map.places.txt
    • nlme.txt
    • ozone.data.txt
    • paired.txt
    • pig.txt
    • places.txt
    • pollute.txt
    • productivity.txt
    • r2data.txt
    • r.output.txt
    • randomtree.txt
    • rats.txt
    • relativeabundance.txt
    • results.txt
    • session.txt
    • sexratio.txt
    • sheep.txt
    • SilwoodWeather.txt
    • skewdata.txt
    • slugsurvey.txt
    • smoothing.txt
    • species.txt
    • splitdata.txt
    • splits.txt
    • splityield.txt
    • stream.txt
    • streams.txt
    • sulphur.dioxide.txt
    • t.test.data.txt
    • tannin.txt
    • today.txt
    • twosample.txt
    • wings.txt
    • worms.txt
    • xmap.txt
    • ymap.txt
    • yvalues.txt
    • Ancovacontrasts.txt
    • cancer.txt
    • car.test.frame.txt
    • cases.txt
    • cells.txt
    • classes.txt
    • bubble.txt
    • blowfly.txt
    • colony.txt
    • compexpt.txt
    • crossover.txt
    • Daphnia.txt
    • error.bars.txt
    • factorial.txt
    • flo.txt
    • gain.txt
    • houses.txt
    • hypermasc.txt
    • induced.txt
    • interaction.txt
    • ipomopsis.txt
    • jantemp.txt
    • levels.txt
    • logistic.txt
    • Lynx.txt
    • mode.txt
    • myco.txt
    • nl.txt
    • nonlinear.txt
    • owlrings.txt
    • parasite.txt
    • photoperiod.txt
    • plotdata.txt
    • pointsdata.txt
    • ragwort.txt
    • regression.txt
    • repeated.txt
    • repmeasures.txt
    • roaches.txt
    • seedlings.txt
    • seeds.txt
    • soaysheep.txt
    • Speciesarea.txt
    • splitplot.txt
    • test.txt
    • threes.txt
    • timber.txt
    • transgenic.txt
    • twoway.txt
    • Varcell.txt
    • weather.txt
    • worms2.txt
    • Yoda.txt
    • bowens.csv
    • map.places.csv
    • flowering.txt
    • oneway.txt
  • 143.47 KB
  • 2012-2-8

  • [大家网]Skewness 在个股中的应用[www.TopSage.com].rar

    本附件包括：
    • Skewness 在个股中的应用.pdf
    • 更多CFA资料请到大家论坛免费下载.url
    • 更多FRM资料请到大家论坛免费下载.url
  • 6.17 MB
  • 2012-1-19

  • skewtdis_inv.rar

    本附件包括：
    • skewtdis_inv.m
  • 884 Bytes
  • 2011-11-17

  • skewtdis_rnd.rar

    本附件包括：
    • skewtdis_rnd.m
  • 682 Bytes
  • 2011-11-17

  • skewtdis_LL.rar

    本附件包括：
    • skewtdis_LL.m
  • 852 Bytes
  • 2011-11-16

  • Barclays(9.19).rar

    本附件包括：
    • Update_US_Portfolio_Strategy_Weekly_Riding_the_Skew.pdf
    • Commodities_Weekly.pdf
    • Global_Traders_Guide.pdf
    • Global_Economics_Weekly_Europe_contemplates_a_controlled_insolvency.pdf
    • US_Portfolio_Strategy_Weekly_Riding_the_skew.pdf
  • 1.3 MB
  • 2011-9-19

  • Barclays(8.16).rar

    本附件包括：
    • SKEW_FLASH_15AUG11_102775787.pdf
    • Oil_in_Troubled_Waters_Geopolitics.pdf
    • Derivatives_in_Pictures_A_guide_to_the_global_index_derivatives_landscape.pdf
  • 2.12 MB
  • 2011-8-16

  • CDS.rar

    本附件包括：
    • Abid and Naifar-Copula Based Simulation Procedures for Pricing Basket Credit Derivatives-University of Sfax-200703.pdf
    • Alabanese and Vidler-a Structural Model for Credit Equity Derivatives and Bespoke CDOs-20070301.pdf
    • Albanese and Vidler-Dynamic Conditioning and Credit Correlation Baskets-20080325.pdf
    • Albrecher et al-a Generic One Factor Levy Model for Pricing Synthetic CDOs.pdf
    • Antonov et al-Analytical Techniques for Synthetic CDOs and Credit Default Risk Measures-NumeriX-20050523.pdf
    • CDO Squared a Closer Look at Correlation-Fitch Ratings-20040202.pdf
    • Claudio Ferrarese-a Comparative Analysis of Correlation Skew Modeling Techniques for CDO Index Tranches-MPRA-20060908.pdf
    • Collateralized Debt Obligation Supplement-Total Securitization-2007.pdf
    • Crane and van der Hoek-Using Distortions of Copulas for CDOs-University of Adelaide.pdf
    • First Generation CPDO Case Study on Performance and Ratings-Derivative Fitch-20070418.pdf
    • Garcia et al-Levy Base Correlation-20070904.pdf
    • Hisakado et al-Correlated Binomial Models and Correlation Structures-20071009.pdf
    • Hofert and Scherer-CDO Pricing with Nested Archimedean Copulas-Universitat ULM-200803.pdf
    • Hull and White-Forwards and European Options on CDO Tranches-University of Toronto-200703.pdf
    • Hull and White-Valuation of a CDO and an n to Default CDS Without MC Sim -University of Toront, 200409.pdf
  • 7.79 MB
  • 2011-6-19

  • Bayesian analysis and MCMC 3.zip

    本附件包括：
    • 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 for Financial Econometrics.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

  • skew.rar

    本附件包括：
    • skew.wf1
    • ske.prg
  • 150.16 KB
  • 2010-7-3

  • bayesf_version_2.0.zip
       Code Zip

    本附件包括：
    • mixturemomentsnor.m
    • iris_data.dat
    • pwilog.m
    • lamb_dat.mat
    • fish_data.m
    • eye_dat.mat
    • qincol.m
    • countex.m
    • simuniform.m
    • simuni.m
    • GNP.DAT
    • dataget.m
    • start_lamb.m
    • start_gdp.m
    • start_fabricfault_negbin.m
    • start_eye.m
    • mcmcplot.m
    • demo_mix_student_Kunknown.m
    • demo_msar_reg_mixeffects.m
    • demo_msar_reg.m
    • demo_msreg_mixeffects.m
    • demo_msreg.m
    • demo_regression_mix_binomial.m
    • demo_mix_binomial.m
    • demo_mix_student.m
    • demo_mix_normal.m
    • mcmcbf.m
    • mixturemcmc.m
    • mcmcstart.m
    • start_gdp_swi.m
    • demo_mixreg_mixeffects.m
    • demo_mixreg.m
    • start_fabricfault_mixed_effects.m
    • dataplot.m
    • start_iris.m
    • start_fishery.m
    • demo_mix_multivariate_student_Kunknown.m
    • demo_mix_multivariate_student.m
    • demo_mix_exponential.m
    • demo_mix_multivariate_normal_Kunknown.m
    • demo_mix_multivariate_normal.m
    • demo_mix_normal_Kunknown.m
    • start_fishery_K4.m
    • start_iris_K3.m
    • start_gdp_marmix.m
    • start_fabricfault.m
    • dataclass.m
    • demo_poisson_mix_reg_mixed_effects.m
    • simulate.m
    • priordefine.m
    • demo_regression_negbin.m
    • mcmcic.m
    • posterior.m
    • mcmcpermute.m
    • mixnorprior.m
    • mcmcestimate.m
    • demo_mix_normal_mu0_Kunknown.m
    • start_fishery_plot.m
    • demo_figure2_1.m
    • mcmcaverage.m
    • mcmcextract.m
    • mcmcclustplot.m
    • mcmcdiag.m
    • plotac_discrete.m
    • datamoments.m
    • demo_msm_multivariate_normal_Kunknown.m
    • plotac.m
    • mixstudprior.m
    • skewn_transform.m
    • likeli_skewstudmult.m
    • mcmcsamrep.m
    • demo_multivariate_skewnormal.m
    • ranpermute.m
    • mcmcput.m
    • mcmcsubseq.m
    • moments.m
    • mcmc_student_df.m
    • mcmc_negbin_df.m
    • stabdiagramm.m
    • prodstudmultpdflog.m
    • plotclasscross.m
    • likeli_multinomial.m
    • mcmcbfplot.m
    • demo_multinomial.m
    • mixglmprior.m
    • prioreval.m
    • mixturepdf.m
    • mixtureplot.m
    • mixturemar.m
    • momentest.m
    • start_eye_plot.m
    • autocov.m
    • mixturepoint.m
    • demo_figure2_2.m
    • mcmcclustsim.m
    • mcmcclust.m
    • mcmcpm.m
    • mc.m
    • invwisim.m
    • statecount.m
    • histneu.m
    • maketab.m
    • qinmatrmult.m
    • mixtureplot_biv.m
    • contmixskewstud.m
    • likeli_skewstudent.m
    • skewn_parameter.m
    • simulate_truncated_normal.m
    • eval_tcdf_skewt.m
    • likeli_skewstudmult_cd.m
    • demo_negbin.m
    • demo_binomial.m
    • prodnormultpdflog.m
    • prodstudmultsim.m
    • studmultsim.m
    • likeli_negbin.m
    • prodbetapdflog.m
    • likeli_binomial.m
    • likelihoodeval.m
    • prodbetasim.m
    • auxmix_initialize_binomial.m
    • auxmix_binomial.m
    • likeli_poisson.m
    • data_fabric_fault.m
    • auxmix_poisson.m
    • auxmix_initialize_poisson.m
    • likeli_skewnormal.m
    • likeli_stumult.m
    • likeli_student.m
    • contmixskewnormal.m
    • likeli_skewnormult.m
    • likeli_normal.m
    • plotclass.m
    • contmix.m
    • marginallikelihood_eval.m
    • contmixstud.m
    • likeli_expon.m
    • likeli_normult.m
    • mcmcpredmom.m
    • mixexpprior.m
    • bridgesampling_se.m
    • chib_se.m
    • mcmcpreddens.m
    • designar.m
    • demo_poisson_mix_reg.m
    • demo_msar.m
    • warn.m
    • mcmcstore.m
    • mcmcmargmom.m
    • compute_mixture.m
    • normultsim.m
    • simstate_ms.m
    • boxplotvar.m
    • proddirichpdflog.m
    • marstat.m
    • demo_poisson_reg_mixed_effects.m
    • demo_poisson_mix_reg_Kfix.m
    • prodnormultsim.m
    • normalpdflog.m
    • prodinvwipdflog.m
    • prodinvgampdflog.m
    • prodgamsim.m
    • dirichsim.m
    • prodnorpdflog.m
    • prodgampdflog.m
    • dirichpdflog.m
    • prodgamlog.m
    • qincolmult.m
    • logprior_mixpoi_hpmarg.m
    • qinmatr.m
    • plotsub.m
  • 167.21 KB
  • 2010-5-15

  • bayesf_version_2.0.zip
       A manual describing the use of this package contained V2.0

    本附件包括：
    • mixturemomentsnor.m
    • iris_data.dat
    • pwilog.m
    • lamb_dat.mat
    • fish_data.m
    • eye_dat.mat
    • qincol.m
    • countex.m
    • simuniform.m
    • simuni.m
    • GNP.DAT
    • dataget.m
    • start_lamb.m
    • start_gdp.m
    • start_fabricfault_negbin.m
    • start_eye.m
    • mcmcplot.m
    • demo_mix_student_Kunknown.m
    • demo_msar_reg_mixeffects.m
    • demo_msar_reg.m
    • demo_msreg_mixeffects.m
    • demo_msreg.m
    • demo_regression_mix_binomial.m
    • demo_mix_binomial.m
    • demo_mix_student.m
    • demo_mix_normal.m
    • mcmcbf.m
    • mixturemcmc.m
    • mcmcstart.m
    • start_gdp_swi.m
    • demo_mixreg_mixeffects.m
    • demo_mixreg.m
    • start_fabricfault_mixed_effects.m
    • dataplot.m
    • start_iris.m
    • start_fishery.m
    • demo_mix_multivariate_student_Kunknown.m
    • demo_mix_multivariate_student.m
    • demo_mix_exponential.m
    • demo_mix_multivariate_normal_Kunknown.m
    • demo_mix_multivariate_normal.m
    • demo_mix_normal_Kunknown.m
    • start_fishery_K4.m
    • start_iris_K3.m
    • start_gdp_marmix.m
    • start_fabricfault.m
    • dataclass.m
    • demo_poisson_mix_reg_mixed_effects.m
    • simulate.m
    • priordefine.m
    • demo_regression_negbin.m
    • mcmcic.m
    • posterior.m
    • mcmcpermute.m
    • mixnorprior.m
    • mcmcestimate.m
    • demo_mix_normal_mu0_Kunknown.m
    • start_fishery_plot.m
    • demo_figure2_1.m
    • mcmcaverage.m
    • mcmcextract.m
    • mcmcclustplot.m
    • mcmcdiag.m
    • plotac_discrete.m
    • datamoments.m
    • demo_msm_multivariate_normal_Kunknown.m
    • plotac.m
    • mixstudprior.m
    • skewn_transform.m
    • likeli_skewstudmult.m
    • mcmcsamrep.m
    • demo_multivariate_skewnormal.m
    • ranpermute.m
    • mcmcput.m
    • mcmcsubseq.m
    • moments.m
    • mcmc_student_df.m
    • mcmc_negbin_df.m
    • stabdiagramm.m
    • prodstudmultpdflog.m
    • plotclasscross.m
    • likeli_multinomial.m
    • mcmcbfplot.m
    • demo_multinomial.m
    • mixglmprior.m
    • prioreval.m
    • mixturepdf.m
    • mixtureplot.m
    • mixturemar.m
    • momentest.m
    • start_eye_plot.m
    • autocov.m
    • mixturepoint.m
    • demo_figure2_2.m
    • mcmcclustsim.m
    • mcmcclust.m
    • mcmcpm.m
    • mc.m
    • invwisim.m
    • statecount.m
    • histneu.m
    • maketab.m
    • qinmatrmult.m
    • mixtureplot_biv.m
    • contmixskewstud.m
    • likeli_skewstudent.m
    • skewn_parameter.m
    • simulate_truncated_normal.m
    • eval_tcdf_skewt.m
    • likeli_skewstudmult_cd.m
    • demo_negbin.m
    • demo_binomial.m
    • prodnormultpdflog.m
    • prodstudmultsim.m
    • studmultsim.m
    • likeli_negbin.m
    • prodbetapdflog.m
    • likeli_binomial.m
    • likelihoodeval.m
    • prodbetasim.m
    • auxmix_initialize_binomial.m
    • auxmix_binomial.m
    • likeli_poisson.m
    • data_fabric_fault.m
    • auxmix_poisson.m
    • auxmix_initialize_poisson.m
    • likeli_skewnormal.m
    • likeli_stumult.m
    • likeli_student.m
    • contmixskewnormal.m
    • likeli_skewnormult.m
    • likeli_normal.m
    • plotclass.m
    • contmix.m
    • marginallikelihood_eval.m
    • contmixstud.m
    • likeli_expon.m
    • likeli_normult.m
    • mcmcpredmom.m
    • mixexpprior.m
    • bridgesampling_se.m
    • chib_se.m
    • mcmcpreddens.m
    • designar.m
    • demo_poisson_mix_reg.m
    • demo_msar.m
    • warn.m
    • mcmcstore.m
    • mcmcmargmom.m
    • compute_mixture.m
    • normultsim.m
    • simstate_ms.m
    • boxplotvar.m
    • proddirichpdflog.m
    • marstat.m
    • demo_poisson_reg_mixed_effects.m
    • demo_poisson_mix_reg_Kfix.m
    • prodnormultsim.m
    • normalpdflog.m
    • prodinvwipdflog.m
    • prodinvgampdflog.m
    • prodgamsim.m
    • dirichsim.m
    • prodnorpdflog.m
    • prodgampdflog.m
    • dirichpdflog.m
    • prodgamlog.m
    • qincolmult.m
    • logprior_mixpoi_hpmarg.m
    • qinmatr.m
    • plotsub.m
  • 167.21 KB
  • 2010-5-14

  • 317493.pdf
       [分享]Value at Risk with time varying variance, skewness and kurtosis—the NIG-ACD model

  • 1.05 MB
  • 2009-4-21

  • 312722.zip
       [分享]FREE@The Oxford MFE Toolbox 敬请关注

    本附件包括：
    • skewtpdf.m
    • skewtrnd.m
    • spacf.m
    • stdtloglik.m
    • stdtrnd.m
    • tarch.m
    • tarch_core.m
    • tarch_display.m
    • tarch_itransform.m
    • tarch_likelihood.m
    • tarch_parameter_check.m
    • tarch_simulate.m
    • tarch_starting_values.m
    • tarch_tester.m
    • tarch_transform.m
    • tdis_inv.m
    • tsresidualplot.m
    • vectorar.m
    • vectorarvar.m
    • x2mdate.m
    • aparch_core.c
    • armaxerrors.c
    • armaxfilter_core.c
    • egarch_core.c
    • tarch_core2.c
    • ARMAX.fig
    • ARMAX_about.fig
    • ARMAX_close_dialog.fig
    • ARMAX_viewer.fig
    • acf.m
    • aicsbic.m
    • aparch.m
    • aparch_core.m
    • aparch_display.m
    • aparch_itransform.m
    • aparch_likelihood.m
    • aparch_loglikelihood.m
    • aparch_parameter_check.m
    • aparch_simulate.m
    • aparch_starting_values.m
    • aparch_tester.m
    • aparch_transform.m
    • arma_forecaster.m
    • armaroots.m
    • ARMAX.m
    • ARMAX_about.m
    • ARMAX_close_dialog.m
    • ARMAX_viewer.m
    • armaxerrors.m
    • armaxfilter.m
    • armaxfilter_core.m
    • armaxfilter_likelihood.m
    • armaxfilter_simulate.m
    • augdf.m
    • augdf_cvsim_tieup.m
    • augdfautolag.m
    • augdfcv.m
    • berkowitz.m
    • c2mdate.m
    • ccc_ivech.m
    • ccc_mvgarch.m
    • ccc_mvgarch_full_likelihood.m
    • ccc_mvgarch_parameter_check.m
    • ccc_mvgarch_simulate.m
    • ccc_vech.m
    • chi2cdf.m
    • covnw.m
    • covvar.m
    • dcc_mvgarch.m
    • dcc_mvgarch_full_likelihood.m
    • dcc_mvgarch_likelihood.m
    • dcc_mvgarch_parameter_check.m
    • dcc_mvgarch_parameter_itransform.m
    • dcc_mvgarch_parameter_transform.m
    • dcc_univariate_simulate.m
    • egarch.m
    • egarch_core.m
    • egarch_display.m
    • egarch_itransform.m
    • egarch_likelihood.m
    • egarch_nlcon.m
    • egarch_parameter_check.m
    • egarch_simulate.m
    • egarch_starting_values.m
    • egarch_transform.m
    • englegranger.m
    • experim.m
    • gedloglik.m
    • gedrnd.m
    • grangercause.m
    • hessian_2sided.m
    • hessian_2sided_nrows.m
    • impulseresponse.m
    • inverse_ar_roots.m
    • iscompatible.m
    • ivech.m
    • jarquebera.m
    • kolmogorov.m
    • kscritical.m
    • kurtosis.m
    • ljungbox.m
    • lmtest1.m
    • lr.m
    • mprint.m
    • newlagmatrix.m
    • norm_pdf.m
    • normcdf.m
    • norminv.m
    • normloglik.m
    • normpdf.m
    • npdf2.m
    • ols.m
    • olsnw.m
    • pacf.m
    • pltdens.m
    • robustvcv.m
    • sacf.m
    • skewness.m
    • skewtcdf.m
    • skewtinv.m
    • skewtloglik.m
  • 217.91 KB
  • 2009-4-8

  • 257570.pdf
       [下载] Inside Volatility Arbitrage - The Secrets of Skewness

  • 3.46 MB
  • 2008-10-19

  • 257190.rar
       WinRats6.2 (Only sale 50)

    本附件包括：
    • LOGSKEWTDENSITY.SRC
    • VARLAGSELECT.SRC
    • VARMADLM.SRC
    • VARSPECTRUM.SRC
    • VRATIO.SRC
    • YULELAGS.SRC
    • YULEVAR.SRC
    • ZIVOT.SRC
    • INCEXP.TXT
    • BONDS.WKS
    • CONSUMER.WKS
    • GRUNFELD.WKS
    • HSDATA.WKS
    • RENTAL.WKS
    • RETURNS.WKS
    • STATES.WKS
    • Rats32s.exe
    • Ratsd32s.exe
    • CHLI.DLL
    • Dlxapi32.dll
    • AUTO1.ASC
    • CPS88.ASC
    • GARCH.ASC
    • TOBACCO.ASC
    • RATSTOUR.CNT
    • winrats.CNT
    • BASICS.DAT
    • EXDATA.DAT
    • FOODDATA.DAT
    • GRUNFELD.DAT
    • KLEIN.DAT
    • PROBIT.DAT
    • union.dat
    • ADAPTIVE.PRG
    • AKAIKE.PRG
    • AR1.PRG
    • ARELLANO.PRG
    • ARIMA.PRG
    • BASICS.PRG
    • BETAS.PRG
    • BONDS.PRG
    • BOOTSIMP.PRG
    • BOOTVAR.PRG
    • BOXCOX.PRG
    • CANMODEL.PRG
    • CAUSAL.PRG
    • CHOW1.PRG
    • CHOW2.PRG
    • CNDITION.PRG
    • COINTTST.PRG
    • CONSTANT.PRG
    • CONSUMER.PRG
    • CUMPDGM.PRG
    • DESEASON.PRG
    • DLMEST.PRG
    • ECT.PRG
    • EXCHANGE.PRG
    • EXPSMO1.PRG
    • EXPSMO2.PRG
    • FRACTINT.PRG
    • GARCHMV.PRG
    • GARCHMVDCC2.PRG
    • GARCHUV.PRG
    • GCONTOUR.PRG
    • GIBBS.PRG
    • GIV.PRG
    • GRCHBOOT.PRG
    • GRFFORE.PRG
    • GRFHGHLO.PRG
    • GRFOVERL.PRG
    • GRFUNC.PRG
    • HAMILTON.PRG
    • HANNAN.PRG
    • HANSEN.PRG
    • HAUSMAN.PRG
    • HETERO.PRG
    • HETTEST.PRG
    • HISTORY.PRG
    • HPFILTER.PRG
    • IMPORT.PRG
    • IMPULSES.PRG
    • INFLUNEM.PRG
    • INSTRMNT.PRG
    • INTERVEN.PRG
    • KLEIN.PRG
    • LOWESS.PRG
    • MONTEARC.PRG
    • MONTESUR.PRG
    • MONTEVAR.PRG
    • MONTEZHA.PRG
    • NEURAL.PRG
    • NLLS.PRG
    • NPREG.PRG
    • OLSMENU.PRG
    • PANEL.PRG
    • PDL.PRG
    • PROBIT.PRG
    • QPROG.PRG
    • RANDOMIZ.PRG
    • REPROBIT.PRG
    • RLS.PRG
    • ROBUST.PRG
    • SHILLER.PRG
    • SIMULADD.PRG
    • SIMULEST.PRG
    • SIMULFOR.PRG
    • SIMULMUL.PRG
    • SIMULTHE.PRG
    • SPECFORE.PRG
    • SPGRAPH.PRG
    • STRUCVAR.PRG
    • SUR.PRG
    • SWAMY.PRG
    • SWARCH.PRG
    • TOBIT.PRG
    • TVARYING.PRG
    • UNION.PRG
    • VARCAUSE.PRG
    • VARLAG.PRG
    • RATSDATW.HLP
    • RATSTOUR.HLP
    • README.HLP
    • WINRATS.HLP
    • BASICS.XLS
    • BONDS.XLS
    • G10XRATE.XLS
    • NLLSMPC.XLS
    • PRSMALL.XLS
    • QUARTERLY.XLS
    • RETURNS.XLS
    • HOUSING.CSV
    • TRAVEL.CSV
    • BASICS.RAT
    • CANDATA.RAT
    • CITISMPL.RAT
    • DOWJONESHAVER.RAT
    • EXDATA.RAT
    • HAVERATE.RAT
    • HAVERSMP.RAT
    • JPNSAMPL.RAT
    • OECDSMPL.RAT
    • RATES.RAT
    • RETURNS.RAT
    • USADATA.RAT
    • POSTLOG.PST
    • PROLOG.PST
    • RATSERRS.MSG
    • AR1.PRN
    • BASICS.PRN
    • CORNWELL.PRN
    • GNPDATA.PRN
    • INSTRMNT.PRN
    • KLEIN.PRN
    • ZELLNER.PRN
    • MROZ.RAW
    • BETAS.LST
    • TICKER.LST
    • ABLAGS.SRC
    • ACF2PACF.SRC
    • ACF.SRC
    • ADFAUTO.SRC
    • ADFAUTOSELECT.SRC
    • ADTEST.SRC
    • AGFRACTD.SRC
    • APBREAKTEST.SRC
    • APTEST.SRC
    • ARMADLM.SRC
    • ARMASPECTRUM.SRC
    • BAIPERRON.SRC
    • BAYESTST.SRC
    • BDSTEST.SRC
    • BICORRTEST.SRC
    • BJAUTOFIT.SRC
    • BJDIFF.SRC
    • BJEST.SRC
    • BJFORE.SRC
    • BJIDENT.SRC
    • BJTHEIL.SRC
    • BJTRANS.SRC
    • BKFILTER.SRC
    • BLOCKBOOT.SRC
    • BNDECOMP.SRC
    • BSOPTION.SRC
    • CFEAT.SRC
    • CFFILTER.SRC
    • CHOWLIN.SRC
    • CLASSICALDECOMP.SRC
    • CNDITION.SRC
    • CROSSCORR.SRC
    • CROSSPEC.SRC
    • CUMPDGM.SRC
    • CVSTABTEST.SRC
    • DFUNIT.SRC
    • DISTRIB.SRC
    • DIVISIA.SRC
    • DLMGLS.SRC
    • DMARIANO.SRC
    • DSGETOOL.SRC
    • EBA.SRC
    • EGTEST.SRC
    • EGTESTRESIDS.SRC
    • ELFCALC.SRC
    • EQNTOACF.SRC
    • ERSTEST.SRC
    • FLUX.SRC
    • FM.SRC
    • FORCEDFAC.SRC
    • FORCEDFACTOR.SRC
    • FPE.SRC
    • GAIN.SRC
    • GEDDRAW.SRC
    • GENCOMBOS.SRC
    • GNEWBOLD.SRC
    • GPH.SRC
    • GRAPHMATRIX.SRC
    • GREGORYHANSEN.SRC
    • HINICHTEST.SRC
    • HISTOGRAM.SRC
    • HJBOUNDS.SRC
    • HPFILTER.SRC
    • INTERPOL.SRC
    • IPSHIN.SRC
    • JOHMLE.SRC
    • LIML.SRC
    • LOCALTREND.SRC
    • MACKCVAL.SRC
    • MACKINNONCV.SRC
    • MARKOV.SRC
    • MEANGROUP.SRC
    • MESA.SRC
    • MIXED.SRC
    • MIXVAR.SRC
    • MODELCOMPANION.SRC
    • MULTIPLEBREAKS.SRC
    • MVBNDECOMP.SRC
    • MVGARCHFORE.SRC
    • MVIDENT.SRC
    • MVJB.SRC
    • MVQSTAT.SRC
    • PANELFM.SRC
    • PDL.SRC
    • PDLREG.SRC
    • PERSIST.SRC
    • PPUNIT.SRC
    • PRINCOMP.SRC
    • PRINFACTORS.SRC
    • PRSETUP.SRC
    • RANMIXTU.SRC
    • RANMIXTURE.SRC
    • REGACTFIT.SRC
    • REGANOVA.SRC
    • REGCORRS.SRC
    • REGCRITS.SRC
    • REGPARTCORR.SRC
    • REGRECUR.SRC
    • REGRECURSIVE.SRC
    • REGTREE.SRC
    • ROBUSTLMTEST.SRC
    • SHORTANDLONGRUN.SRC
    • SPECFORE.SRC
    • SPECTRUM.SRC
    • SPLOM.SRC
    • SSMSPECTRUM.SRC
    • STABTEST.SRC
    • STARTEST.SRC
    • STEPPROBIT.SRC
    • STOCKWAT.SRC
    • SWAMY.SRC
    • SWDOLS.SRC
    • SWTRENDS.SRC
    • TAR.SRC
    • THRESHOLD.SRC
    • THRESHTEST.SRC
    • TSAYTEST.SRC
    • TVARDET.SRC
    • TVARSET.SRC
    • UFOREERRORS.SRC
    • VARCALC.SRC
    • VARFPE.SRC
    • VARIMAX.SRC
    • VARIRF.SRC
  • 2.8 MB
  • 2008-10-17

  • 223209.pdf
       [推荐]Inside Volatility Arbitrage_The Secrets of Skewness

  • 3.46 MB
  • 2008-6-28

  • 206177.rar
       [分享][继续下载]你喜欢的软件肯定有！不信就看一看！

    本附件包括：
    • LOGSKEWTDENSITY.SRC
    • VARLAGSELECT.SRC
    • VARMADLM.SRC
    • VARSPECTRUM.SRC
    • VRATIO.SRC
    • YULELAGS.SRC
    • YULEVAR.SRC
    • ZIVOT.SRC
    • INCEXP.TXT
    • BONDS.WKS
    • CONSUMER.WKS
    • GRUNFELD.WKS
    • HSDATA.WKS
    • RENTAL.WKS
    • RETURNS.WKS
    • STATES.WKS
    • Rats32s.exe
    • Ratsd32s.exe
    • CHLI.DLL
    • Dlxapi32.dll
    • AUTO1.ASC
    • CPS88.ASC
    • GARCH.ASC
    • TOBACCO.ASC
    • RATSTOUR.CNT
    • winrats.CNT
    • BASICS.DAT
    • EXDATA.DAT
    • FOODDATA.DAT
    • GRUNFELD.DAT
    • KLEIN.DAT
    • PROBIT.DAT
    • union.dat
    • ADAPTIVE.PRG
    • AKAIKE.PRG
    • AR1.PRG
    • ARELLANO.PRG
    • ARIMA.PRG
    • BASICS.PRG
    • BETAS.PRG
    • BONDS.PRG
    • BOOTSIMP.PRG
    • BOOTVAR.PRG
    • BOXCOX.PRG
    • CANMODEL.PRG
    • CAUSAL.PRG
    • CHOW1.PRG
    • CHOW2.PRG
    • CNDITION.PRG
    • COINTTST.PRG
    • CONSTANT.PRG
    • CONSUMER.PRG
    • CUMPDGM.PRG
    • DESEASON.PRG
    • DLMEST.PRG
    • ECT.PRG
    • EXCHANGE.PRG
    • EXPSMO1.PRG
    • EXPSMO2.PRG
    • FRACTINT.PRG
    • GARCHMV.PRG
    • GARCHMVDCC2.PRG
    • GARCHUV.PRG
    • GCONTOUR.PRG
    • GIBBS.PRG
    • GIV.PRG
    • GRCHBOOT.PRG
    • GRFFORE.PRG
    • GRFHGHLO.PRG
    • GRFOVERL.PRG
    • GRFUNC.PRG
    • HAMILTON.PRG
    • HANNAN.PRG
    • HANSEN.PRG
    • HAUSMAN.PRG
    • HETERO.PRG
    • HETTEST.PRG
    • HISTORY.PRG
    • HPFILTER.PRG
    • IMPORT.PRG
    • IMPULSES.PRG
    • INFLUNEM.PRG
    • INSTRMNT.PRG
    • INTERVEN.PRG
    • KLEIN.PRG
    • LOWESS.PRG
    • MONTEARC.PRG
    • MONTESUR.PRG
    • MONTEVAR.PRG
    • MONTEZHA.PRG
    • NEURAL.PRG
    • NLLS.PRG
    • NPREG.PRG
    • OLSMENU.PRG
    • PANEL.PRG
    • PDL.PRG
    • PROBIT.PRG
    • QPROG.PRG
    • RANDOMIZ.PRG
    • REPROBIT.PRG
    • RLS.PRG
    • ROBUST.PRG
    • SHILLER.PRG
    • SIMULADD.PRG
    • SIMULEST.PRG
    • SIMULFOR.PRG
    • SIMULMUL.PRG
    • SIMULTHE.PRG
    • SPECFORE.PRG
    • SPGRAPH.PRG
    • STRUCVAR.PRG
    • SUR.PRG
    • SWAMY.PRG
    • SWARCH.PRG
    • TOBIT.PRG
    • TVARYING.PRG
    • UNION.PRG
    • VARCAUSE.PRG
    • VARLAG.PRG
    • RATSDATW.HLP
    • RATSTOUR.HLP
    • README.HLP
    • WINRATS.HLP
    • BASICS.XLS
    • BONDS.XLS
    • G10XRATE.XLS
    • NLLSMPC.XLS
    • PRSMALL.XLS
    • QUARTERLY.XLS
    • RETURNS.XLS
    • HOUSING.CSV
    • TRAVEL.CSV
    • BASICS.RAT
    • CANDATA.RAT
    • CITISMPL.RAT
    • DOWJONESHAVER.RAT
    • EXDATA.RAT
    • HAVERATE.RAT
    • HAVERSMP.RAT
    • JPNSAMPL.RAT
    • OECDSMPL.RAT
    • RATES.RAT
    • RETURNS.RAT
    • USADATA.RAT
    • POSTLOG.PST
    • PROLOG.PST
    • RATSERRS.MSG
    • AR1.PRN
    • BASICS.PRN
    • CORNWELL.PRN
    • GNPDATA.PRN
    • INSTRMNT.PRN
    • KLEIN.PRN
    • ZELLNER.PRN
    • MROZ.RAW
    • BETAS.LST
    • TICKER.LST
    • ABLAGS.SRC
    • ACF2PACF.SRC
    • ACF.SRC
    • ADFAUTO.SRC
    • ADFAUTOSELECT.SRC
    • ADTEST.SRC
    • AGFRACTD.SRC
    • APBREAKTEST.SRC
    • APTEST.SRC
    • ARMADLM.SRC
    • ARMASPECTRUM.SRC
    • BAIPERRON.SRC
    • BAYESTST.SRC
    • BDSTEST.SRC
    • BICORRTEST.SRC
    • BJAUTOFIT.SRC
    • BJDIFF.SRC
    • BJEST.SRC
    • BJFORE.SRC
    • BJIDENT.SRC
    • BJTHEIL.SRC
    • BJTRANS.SRC
    • BKFILTER.SRC
    • BLOCKBOOT.SRC
    • BNDECOMP.SRC
    • BSOPTION.SRC
    • CFEAT.SRC
    • CFFILTER.SRC
    • CHOWLIN.SRC
    • CLASSICALDECOMP.SRC
    • CNDITION.SRC
    • CROSSCORR.SRC
    • CROSSPEC.SRC
    • CUMPDGM.SRC
    • CVSTABTEST.SRC
    • DFUNIT.SRC
    • DISTRIB.SRC
    • DIVISIA.SRC
    • DLMGLS.SRC
    • DMARIANO.SRC
    • DSGETOOL.SRC
    • EBA.SRC
    • EGTEST.SRC
    • EGTESTRESIDS.SRC
    • ELFCALC.SRC
    • EQNTOACF.SRC
    • ERSTEST.SRC
    • FLUX.SRC
    • FM.SRC
    • FORCEDFAC.SRC
    • FORCEDFACTOR.SRC
    • FPE.SRC
    • GAIN.SRC
    • GEDDRAW.SRC
    • GENCOMBOS.SRC
    • GNEWBOLD.SRC
    • GPH.SRC
    • GRAPHMATRIX.SRC
    • GREGORYHANSEN.SRC
    • HINICHTEST.SRC
    • HISTOGRAM.SRC
    • HJBOUNDS.SRC
    • HPFILTER.SRC
    • INTERPOL.SRC
    • IPSHIN.SRC
    • JOHMLE.SRC
    • LIML.SRC
    • LOCALTREND.SRC
    • MACKCVAL.SRC
    • MACKINNONCV.SRC
    • MARKOV.SRC
    • MEANGROUP.SRC
    • MESA.SRC
    • MIXED.SRC
    • MIXVAR.SRC
    • MODELCOMPANION.SRC
    • MULTIPLEBREAKS.SRC
    • MVBNDECOMP.SRC
    • MVGARCHFORE.SRC
    • MVIDENT.SRC
    • MVJB.SRC
    • MVQSTAT.SRC
    • PANELFM.SRC
    • PDL.SRC
    • PDLREG.SRC
    • PERSIST.SRC
    • PPUNIT.SRC
    • PRINCOMP.SRC
    • PRINFACTORS.SRC
    • PRSETUP.SRC
    • RANMIXTU.SRC
    • RANMIXTURE.SRC
    • REGACTFIT.SRC
    • REGANOVA.SRC
    • REGCORRS.SRC
    • REGCRITS.SRC
    • REGPARTCORR.SRC
    • REGRECUR.SRC
    • REGRECURSIVE.SRC
    • REGTREE.SRC
    • ROBUSTLMTEST.SRC
    • SHORTANDLONGRUN.SRC
    • SPECFORE.SRC
    • SPECTRUM.SRC
    • SPLOM.SRC
    • SSMSPECTRUM.SRC
    • STABTEST.SRC
    • STARTEST.SRC
    • STEPPROBIT.SRC
    • STOCKWAT.SRC
    • SWAMY.SRC
    • SWDOLS.SRC
    • SWTRENDS.SRC
    • TAR.SRC
    • THRESHOLD.SRC
    • THRESHTEST.SRC
    • TSAYTEST.SRC
    • TVARDET.SRC
    • TVARSET.SRC
    • UFOREERRORS.SRC
    • VARCALC.SRC
    • VARFPE.SRC
    • VARIMAX.SRC
    • VARIRF.SRC
  • 2.8 MB
  • 2008-4-16

  • 182111.zip
       The R Book 950的数据文件

    本附件包括：
    • a.txt
    • Ancovacontrasts.txt
    • anova.data.txt
    • aplam.txt
    • asymptotic.txt
    • B1.txt
    • B2.txt
    • B3.txt
    • B4.txt
    • B5.txt
    • B6.txt
    • B7.txt
    • B8.txt
    • b.txt
    • berks.txt
    • bioassay.txt
    • bloodcells.txt
    • blowfly.txt
    • bowens.csv
    • box.txt
    • boxy.txt
    • bubble.txt
    • c.txt
    • cancer.txt
    • car.test.frame.txt
    • cases.txt
    • cells.txt
    • chicks.txt
    • chris.txt
    • clusters.txt
    • colony.txt
    • competition.txt
    • compexpt.txt
    • contrasts.txt
    • crossover.txt
    • cull.txt
    • curvedata.txt
    • cv.map.txt
    • daphnia.txt
    • das.txt
    • dates.csv
    • dates.txt
    • Decay.txt
    • density.txt
    • diminish.txt
    • distribution.txt
    • dombryo.txt
    • dups.txt
    • epilobium.txt
    • error.bars.txt
    • ethanol.txt
    • exceldates.csv
    • expt1.txt
    • f.test.data.txt
    • factorial.txt
    • factories.txt
    • farms.txt
    • fertilizer.txt
    • fh.txt
    • fisher.txt
    • fishery.txt
    • fishes.txt
    • fishing.txt
    • flies.txt
    • flo.txt
    • flowering.txt
    • fltimes.txt
    • fol.txt
    • freqs.txt
    • functionalresponse.txt
    • fung.txt
    • Fungi.txt
    • Gain.txt
    • gales.txt
    • gammaplot.txt
    • garden.ozone.txt
    • gardens.txt
    • germination.txt
    • grasshopper.txt
    • growth.txt
    • herbicides.txt
    • hier.txt
    • hist.txt
    • houses.txt
    • hre.txt
    • hump.txt
    • hypermasc.txt
    • idealfreeducks.txt
    • incidence.txt
    • induced.txt
    • infection.txt
    • insects.txt
    • interaction.txt
    • ipomopsis.txt
    • irrigation.txt
    • island.txt
    • isolation.txt
    • jantemp.txt
    • jaws.txt
    • kelly.txt
    • kmeansdata.txt
    • kmnos.txt
    • kmx.txt
    • kmy.txt
    • lackoffit.txt
    • lambdas.txt
    • Levels.txt
    • lex.txt
    • lifeforms.txt
    • light.txt
    • lizards.txt
    • lmedata1.txt
    • lmedata2.txt
    • lmedata3.txt
    • lodata.txt
    • logistic.txt
    • logplots.txt
    • longdata.txt
    • Lynx.txt
    • manova2.txt
    • manova.txt
    • map.places.csv
    • map.places.txt
    • mm.txt
    • mode.txt
    • monocultures.txt
    • multivariate.txt
    • murders.txt
    • myco.txt
    • mytest.txt
    • naydf2.txt
    • naydf.txt
    • nays.txt
    • nbnumbers.txt
    • nl.txt
    • nlme.txt
    • nonlinear.txt
    • nvc.txt
    • occupation.txt
    • om.txt
    • oneway.txt
    • Ovary.txt
    • owlrings.txt
    • oxford weather.txt
    • oy.txt
    • ozone.data.txt
    • pair.txt
    • paired.txt
    • panels.txt
    • Parasite.txt
    • parasites.txt
    • pgfull.txt
    • pgnine.txt
    • pgr.txt
    • pgstability.txt
    • pgvar.txt
    • phosphorus.txt
    • photoperiod.txt
    • pieces.txt
    • piedata.csv
    • piedata.txt
    • pig.txt
    • plotdata.txt
    • plotfit.txt
    • plots.txt
    • pointsdata.txt
    • Pollute.txt
    • poly.txt
    • power.txt
    • power.x.txt
    • power.y.txt
    • Practice.txt
    • productivity.txt
    • rabbitfences.txt
    • ragwort.txt
    • ragwortmap2006.txt
    • rats.txt
    • reaction.txt
    • refuge.txt
    • regdat.txt
    • regression.txt
    • repeated.txt
    • repmeasures.txt
    • report.txt
    • results.txt
    • roaches.txt
    • robreg.txt
    • rt2.txt
    • rt.txt
    • sales.txt
    • sapdecay.txt
    • sasilwood.txt
    • scatter1.txt
    • scatter2.txt
    • seedlings.txt
    • seedoutput.txt
    • seeds.txt
    • seedwts.txt
    • sexratio2.txt
    • sexratio.txt
    • silwoodrank.txt
    • silwoodspecies.txt
    • SilwoodWeather.txt
    • sizes.txt
    • skeletons.txt
    • skewdata.txt
    • sleep.txt
    • slugsurvey.txt
    • smoothing.txt
    • soaysheep.txt
    • soaytest.txt
    • soil.txt
    • sortdata.txt
    • sp1.txt
    • sp2.txt
    • spatialdata.txt
    • species.txt
    • Speciesarea.txt
    • spending.txt
    • splitcounts.txt
    • splitplot.txt
    • splityield.txt
    • sslogistic.txt
    • stat051.txt
    • stream.txt
    • streams.txt
    • sulphur.dioxide.txt
    • sward.txt
    • sweepdata.txt
    • t.test.data.txt
    • table.txt
    • tabledata.txt
    • tannin.txt
    • taxa.txt
    • taxon.txt
    • taxonomy.txt
    • tdata.txt
    • temp.txt
    • test.txt
    • threes.txt
    • timber.txt
    • time formats.txt
    • times.txt
    • transgenic.txt
    • trees.txt
    • twosample.txt
    • twoseries.txt
    • twoway.txt
    • varcalc.txt
    • Varcell.txt
    • w.test.data.txt
    • weibull.growth.txt
    • wings.txt
    • worldfloras.txt
    • worms2.txt
    • worms.missing.txt
    • worms.txt
    • wormsna.txt
    • xh.txt
    • xv2.txt
    • xv.txt
    • xvals.txt
    • yields.txt
    • Yoda.txt
    • ys2.txt
    • ys.txt
    • yvals.txt
    • zvals.txt
  • 453.72 KB
  • 2007-12-16

  • 65395.rar
       [分享][下载]WINRATS 6.10

    本附件包括：
    • LOGSKEWTDENSITY.SRC
    • VARLAGSELECT.SRC
    • VARMADLM.SRC
    • VARSPECTRUM.SRC
    • VRATIO.SRC
    • YULELAGS.SRC
    • YULEVAR.SRC
    • ZIVOT.SRC
    • INCEXP.TXT
    • BONDS.WKS
    • CONSUMER.WKS
    • GRUNFELD.WKS
    • HSDATA.WKS
    • RENTAL.WKS
    • RETURNS.WKS
    • STATES.WKS
    • Rats32s.exe
    • Ratsd32s.exe
    • CHLI.DLL
    • Dlxapi32.dll
    • AUTO1.ASC
    • CPS88.ASC
    • GARCH.ASC
    • TOBACCO.ASC
    • RATSTOUR.CNT
    • winrats.CNT
    • BASICS.DAT
    • EXDATA.DAT
    • FOODDATA.DAT
    • GRUNFELD.DAT
    • KLEIN.DAT
    • PROBIT.DAT
    • union.dat
    • ADAPTIVE.PRG
    • AKAIKE.PRG
    • AR1.PRG
    • ARELLANO.PRG
    • ARIMA.PRG
    • BASICS.PRG
    • BETAS.PRG
    • BONDS.PRG
    • BOOTSIMP.PRG
    • BOOTVAR.PRG
    • BOXCOX.PRG
    • CANMODEL.PRG
    • CAUSAL.PRG
    • CHOW1.PRG
    • CHOW2.PRG
    • CNDITION.PRG
    • COINTTST.PRG
    • CONSTANT.PRG
    • CONSUMER.PRG
    • CUMPDGM.PRG
    • DESEASON.PRG
    • DLMEST.PRG
    • ECT.PRG
    • EXCHANGE.PRG
    • EXPSMO1.PRG
    • EXPSMO2.PRG
    • FRACTINT.PRG
    • GARCHMV.PRG
    • GARCHMVDCC2.PRG
    • GARCHUV.PRG
    • GCONTOUR.PRG
    • GIBBS.PRG
    • GIV.PRG
    • GRCHBOOT.PRG
    • GRFFORE.PRG
    • GRFHGHLO.PRG
    • GRFOVERL.PRG
    • GRFUNC.PRG
    • HAMILTON.PRG
    • HANNAN.PRG
    • HANSEN.PRG
    • HAUSMAN.PRG
    • HETERO.PRG
    • HETTEST.PRG
    • HISTORY.PRG
    • HPFILTER.PRG
    • IMPORT.PRG
    • IMPULSES.PRG
    • INFLUNEM.PRG
    • INSTRMNT.PRG
    • INTERVEN.PRG
    • KLEIN.PRG
    • LOWESS.PRG
    • MONTEARC.PRG
    • MONTESUR.PRG
    • MONTEVAR.PRG
    • MONTEZHA.PRG
    • NEURAL.PRG
    • NLLS.PRG
    • NPREG.PRG
    • OLSMENU.PRG
    • PANEL.PRG
    • PDL.PRG
    • PROBIT.PRG
    • QPROG.PRG
    • RANDOMIZ.PRG
    • REPROBIT.PRG
    • RLS.PRG
    • ROBUST.PRG
    • SHILLER.PRG
    • SIMULADD.PRG
    • SIMULEST.PRG
    • SIMULFOR.PRG
    • SIMULMUL.PRG
    • SIMULTHE.PRG
    • SPECFORE.PRG
    • SPGRAPH.PRG
    • STRUCVAR.PRG
    • SUR.PRG
    • SWAMY.PRG
    • SWARCH.PRG
    • TOBIT.PRG
    • TVARYING.PRG
    • UNION.PRG
    • VARCAUSE.PRG
    • VARLAG.PRG
    • RATSDATW.HLP
    • RATSTOUR.HLP
    • README.HLP
    • WINRATS.HLP
    • BASICS.XLS
    • BONDS.XLS
    • G10XRATE.XLS
    • NLLSMPC.XLS
    • PRSMALL.XLS
    • QUARTERLY.XLS
    • RETURNS.XLS
    • HOUSING.CSV
    • TRAVEL.CSV
    • BASICS.RAT
    • CANDATA.RAT
    • CITISMPL.RAT
    • DOWJONESHAVER.RAT
    • EXDATA.RAT
    • HAVERATE.RAT
    • HAVERSMP.RAT
    • JPNSAMPL.RAT
    • OECDSMPL.RAT
    • RATES.RAT
    • RETURNS.RAT
    • USADATA.RAT
    • POSTLOG.PST
    • PROLOG.PST
    • RATSERRS.MSG
    • AR1.PRN
    • BASICS.PRN
    • CORNWELL.PRN
    • GNPDATA.PRN
    • INSTRMNT.PRN
    • KLEIN.PRN
    • ZELLNER.PRN
    • MROZ.RAW
    • BETAS.LST
    • TICKER.LST
    • ABLAGS.SRC
    • ACF2PACF.SRC
    • ACF.SRC
    • ADFAUTO.SRC
    • ADFAUTOSELECT.SRC
    • ADTEST.SRC
    • AGFRACTD.SRC
    • APBREAKTEST.SRC
    • APTEST.SRC
    • ARMADLM.SRC
    • ARMASPECTRUM.SRC
    • BAIPERRON.SRC
    • BAYESTST.SRC
    • BDSTEST.SRC
    • BICORRTEST.SRC
    • BJAUTOFIT.SRC
    • BJDIFF.SRC
    • BJEST.SRC
    • BJFORE.SRC
    • BJIDENT.SRC
    • BJTHEIL.SRC
    • BJTRANS.SRC
    • BKFILTER.SRC
    • BLOCKBOOT.SRC
    • BNDECOMP.SRC
    • BSOPTION.SRC
    • CFEAT.SRC
    • CFFILTER.SRC
    • CHOWLIN.SRC
    • CLASSICALDECOMP.SRC
    • CNDITION.SRC
    • CROSSCORR.SRC
    • CROSSPEC.SRC
    • CUMPDGM.SRC
    • CVSTABTEST.SRC
    • DFUNIT.SRC
    • DISTRIB.SRC
    • DIVISIA.SRC
    • DLMGLS.SRC
    • DMARIANO.SRC
    • DSGETOOL.SRC
    • EBA.SRC
    • EGTEST.SRC
    • EGTESTRESIDS.SRC
    • ELFCALC.SRC
    • EQNTOACF.SRC
    • ERSTEST.SRC
    • FLUX.SRC
    • FM.SRC
    • FORCEDFAC.SRC
    • FORCEDFACTOR.SRC
    • FPE.SRC
    • GAIN.SRC
    • GEDDRAW.SRC
    • GENCOMBOS.SRC
    • GNEWBOLD.SRC
    • GPH.SRC
    • GRAPHMATRIX.SRC
    • GREGORYHANSEN.SRC
    • HINICHTEST.SRC
    • HISTOGRAM.SRC
    • HJBOUNDS.SRC
    • HPFILTER.SRC
    • INTERPOL.SRC
    • IPSHIN.SRC
    • JOHMLE.SRC
    • LIML.SRC
    • LOCALTREND.SRC
    • MACKCVAL.SRC
    • MACKINNONCV.SRC
    • MARKOV.SRC
    • MEANGROUP.SRC
    • MESA.SRC
    • MIXED.SRC
    • MIXVAR.SRC
    • MODELCOMPANION.SRC
    • MULTIPLEBREAKS.SRC
    • MVBNDECOMP.SRC
    • MVGARCHFORE.SRC
    • MVIDENT.SRC
    • MVJB.SRC
    • MVQSTAT.SRC
    • PANELFM.SRC
    • PDL.SRC
    • PDLREG.SRC
    • PERSIST.SRC
    • PPUNIT.SRC
    • PRINCOMP.SRC
    • PRINFACTORS.SRC
    • PRSETUP.SRC
    • RANMIXTU.SRC
    • RANMIXTURE.SRC
    • REGACTFIT.SRC
    • REGANOVA.SRC
    • REGCORRS.SRC
    • REGCRITS.SRC
    • REGPARTCORR.SRC
    • REGRECUR.SRC
    • REGRECURSIVE.SRC
    • REGTREE.SRC
    • ROBUSTLMTEST.SRC
    • SHORTANDLONGRUN.SRC
    • SPECFORE.SRC
    • SPECTRUM.SRC
    • SPLOM.SRC
    • SSMSPECTRUM.SRC
    • STABTEST.SRC
    • STARTEST.SRC
    • STEPPROBIT.SRC
    • STOCKWAT.SRC
    • SWAMY.SRC
    • SWDOLS.SRC
    • SWTRENDS.SRC
    • TAR.SRC
    • THRESHOLD.SRC
    • THRESHTEST.SRC
    • TSAYTEST.SRC
    • TVARDET.SRC
    • TVARSET.SRC
    • UFOREERRORS.SRC
    • VARCALC.SRC
    • VARFPE.SRC
    • VARIMAX.SRC
    • VARIRF.SRC
  • 2.8 MB
  • 2006-9-27

  • 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
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