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  • 金融数学 吴庆堂.zip

    本附件包括：
    • Appendix A、Limits of Sequences of Numbers.pdf
    • Appendix B、Convergence of Sequences of Functions Stochastic Processes I.pdf
    • Appendix C、Distribution Functions.pdf
    • Appendix D、Convergence of Sequence of Functions Stochastic Processes II.pdf
    • Appendix E、Riemann-Stieltjes Integrals.pdf
    • Appendix F 、Characteristic Functions.pdf
    • Appendix G、Differntial Equations.pdf
    • Appendix H 、Convex Analysis.pdf
    • Chapter 0 Introduction.pdf
    • Chapter 1 Probability Theory.pdf
    • Chapter 10 Stochastic Differential Equations.pdf
    • Chapter 11 Some Basic Models.pdf
    • Chapter 12 Hedging.pdf
    • Chapter 13 Volatility.pdf
    • Chapter 2 Discrete-Time Martingales.pdf
    • Chapter 3 One-Period Model.pdf
    • Chapter 4 Multi-Period Model.pdf
    • Chapter 5 American Contingent Claim.pdf
    • Chapter 6 Measures of Risk.pdf
    • Chapter 7 Continuous-time Martingales.pdf
    • Chapter 8 Brownian Motions.pdf
    • Chapter 9 Stochastic Integrals.pdf
    • Financial Math.pdf
  • 42.86 MB
  • 2017-11-19

  • Application of Characteristic Functions.zip

    本附件包括：
    • Application of Characteristic Functions.pdf
  • 239.33 KB
  • 2015-3-30

  • paper by Hong.rar
       洪老师的文章写得很不错的说

    本附件包括：
    • Hypothesis Testing in Time Series via the Empirical Characteristic Function A Generalized Spectral Density Approach.pdf
    • INFERENCE ON VIA GENERALIZED SPECTRUM AND NONLINEAR TIME SERIES MODELS.pdf
    • Generalized spectral tests for conditional mean models in time series with conditional heteroscedasticity of unknown form.pdf
  • 7.87 MB
  • 2013-7-30

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

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