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  • (2005)Semiparametric Modeling of Implied Volatility_Matthias R. Fengler.rar

    本附件包括：
    • (2005)Semiparametric Modeling of Implied Volatility_Matthias R. Fengler.pdf
  • 4.22 MB
  • 2018-11-1

  • 期权波动率交易.zip
       期权波动率交易精彩集锦

    本附件包括：
    • 7、波动率偏度曲线拟合_Fengler's Arbitrage-free Smoothing.pdf
    • 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
    • 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

  • 81-100.rar

    本附件包括：
    • 88.pdf
    • 89.pdf
    • 90.pdf
    • 91.pdf
    • 92 ARCH modeling in finance - A review of the theory and empirical evidence.pdf
    • 93.pdf
    • 94.pdf
    • 95.pdf
    • 96.pdf
    • 97.pdf
    • 98.pdf
    • 99 Engle_Yoo_1987.pdf
    • 100.pdf
    • 81 Fama_French_92.pdf
    • 82.pdf
    • 83 Jensen and Richard S. Ruback, The Market for Corporate Control The Scientific Evidence.pdf
    • 84.pdf
    • 85.pdf
    • 86 KPSS.pdf
    • 87.pdf
  • 22.73 MB
  • 2016-6-13

  • 1-20.rar

    本附件包括：
    • 4 engle.pdf
    • 10 engle82.pdf
    • 1 white_1980.pdf
    • 2prospect theory.pdf
    • 3.pdf
    • 5 Heckman1979.pdf
    • 6 BS.pdf
    • 7 DF TEST.pdf
    • 8 Johansen.pdf
    • 9 Cleveland1979.pdf
    • 11 hausman.pdf
    • 12.pdf
    • 13 AkerlofMarketforLemons.pdf
    • 14.pdf
    • 15 lucasmechanicseconomicgrowth.pdf
    • 16 Romer.pdf
    • 17 Hansen.pdf
    • 18.pdf
    • 19.pdf
    • 20 fama.pdf
  • 17.86 MB
  • 2016-6-13

  • engle2013.rar

    本附件包括：
    • engle2013.pdf
  • 3.77 MB
  • 2016-5-10

  • 论文.rar

    本附件包括：
    • BEKK engle and kroner.pdf
    • DCC engle 2002.pdf
    • 无套利分析理论在区域电力市场中的应用_吴玮.pdf
    • 香港离岸人民币同业拆借利率风险度_省略_R_GARCH_POT方法的分析_严佳佳.pdf
    • 央行【2014】387号文.pdf
    • 中国创业板和主板市场时变联动与波_省略_GARCH_VAR模型的实证分析_张金林.pdf
    • 中国货币市场基准利率体系的均值和波动溢出效应研究.pdf
    • 中国人民银行决定对境外金融机构境内存放执行正常存款准备金率.doc
    • 中美股市波动溢出效应研究（高清）.pdf
    • __ma2008.pdf
    • Examining_the_Impact_of_the_U.S._IT_Stock_Market_on_Other_IT_Stock_Markets.pdf
    • hibor负利率之谜.doc
    • rmb-internationalization-onshore-offshore-links.pdf
    • rmgarch.pdf
    • 股市风险溢出.pdf
    • 货币政策和股票市场的波动溢出效应研究——基于DCC-MGARCH-VAR模型的经验证据 (1).pdf
    • 货币政策与资产价格波动_理论模型与中国的经验分析_周晖.pdf
    • 境内外人民币汇率价格关系的定量研究_伍戈.pdf
    • 境内外人民币外汇市场价格引导关系_省略_基于香港_境内和NDF市场的数据_贺晓博.pdf
    • 境内外银行间人民币同业拆借利率的联动关系研究_周先平.pdf
    • 境外和境内人民币即期汇率_究竟谁发现了价格_朱钧钧.pdf
    • 离岸市场发展对本国货币政策的影响：文献综述(1).pdf
    • 离岸市场发展对本国货币政策的影响_一个综述_伍戈.caj
    • 人民币国际化_离岸市场与在岸市场的互动_乔依德.pdf
    • 人民币国际化进程中在岸离岸套利现象研究_张明.pdf
    • 人民币汇率市场与货币市场的波动及溢出效应_陈文新.pdf
    • 人民币离岸市场与在岸市场汇率的动态相关性研究_修晶.pdf
    • 人民币离岸市场与资本项目开放_马骏.pdf
    • 人民币在岸市场已经是一个非完全定价中心_王晋斌.pdf
    • 我国金融市场间溢出效应研究_基于_省略_CH_1_1_BEKK模型的分析_李成.pdf
    • 人民币跨境流动与离岸市场货币创造：兼议对我国货币政策的影响.pdf
  • 67.78 MB
  • 2016-5-5

  • 33-36weekly.rar

    本附件包括：
    • US Lodging： Raising 14-15 Outlook & Recapping Key 2Q Trends.pdf
    • Video Pushing Parker：Do You Like Porridge.pdf
    • Medtronic Inc.：We Like the Entry Point.pdf
    • PETM：Throwing PETM a Bone.pdf
    • Tsakos Energy Navigation LTD： Undervalued with an MLP Potential; Raise to OW.pdf
    • Natural Gas：Coal-to-Gas Switching to Keep Gas Range-Bound.pdf
    • Visa Inc.：Highlights From the Data Center Visit.pdf
    • E&P Weekly： The Turning Point.pdf
    • Maritime Industries： Dry Bulk Stocks Rally As The BDI Rebounds.pdf
    • Refining & Marketing：Bullish GC setup favors VLO.pdf
    • The Commodity Manual： Brent Remains Challenged; Ali Price Pressure Ahead.pdf
    • Real Estate Investment Trusts： Retail REITs： Risk-Reward Favors Quality; Upgrade TCO to OW.pdf
    • Video Friday - Union Pacific Corp.： King of the Hill.pdf
    • Financials Weekly： How Expensive (or Cheap) Are Financial Stocks-Valuations on Aug 14, 2014.pdf
    • Actavis Inc：Reiterate Overweight post meeting with mgmt..pdf
    • Monster Beverage Corp： KO Buying a Stake in MNST.pdf
    • Agriculture Comment：FSA Data Hints at Lower US Acreage.pdf
    • Ginko International： ”MIT” Has Become Ginko’s Catch Phrase.pdf
    • Eclat Textile： Judgment Call.pdf
    • Indonesia Economics：Policy Rate On Hold; But CAD Worsens.pdf
    • China Mobile Limited： Earlier Earnings Inflection.pdf
    • Telstra Corporation： We Benchmark TLS “Productivity” vs. Global Peers … Suggests Cost-out Is Mostly Over(1).pdf
    • CDL Hospitality Trusts：More Muted Hotel Outlook.pdf
    • Cisco Systems Inc： Enterprise Accelerating but Emerging Markets Relapse.pdf
    • Michael Kors Holdings Ltd： Building a Bridge to $7B+.pdf
    • SolarCity Corp： Promising Opportunity, but Growth Largely Priced In; Initiating at Equal-weight.pdf
    • Global Airline Compass： Stocks More Volatile Than Fundamentals.pdf
    • Video Commodities Strategy： Crop Tracker - Conditions in Place for Strong US Yields.pdf
    • India Telecoms ：Asia Insight New Operator, New Technology Concerns.pdf
    • Hon Hai Precision：2Q14 Margin Beat; Favorable 2H Outlook.pdf
    • India Property：MS India REIT Conference Highlights.pdf
    • China Property：Quick Comment：July Data Disturb June’s Positive Trend.pdf
    • Tencent Holdings Ltd： 2Q14：Monetization On Track, Improved Margin Outlook.pdf
    • Lenovo：1st Take：Good F1Q15 Results but Inline.pdf
    • Abengoa Yield Plc： Attractive Risk-Reward, Upgrade to OW.pdf
    • AT&T and CenturyLink： Crossing Over – AT&T now yields more than CenturyLink.pdf
    • Oracle Corporation：Attractive Setup into the Second Half of 2014.pdf
    • Greene-Freight：Truck Stop： TLFI Starts to Stabilize.pdf
    • Regulated & Diversified Utilities-IPPs：Morgan Stanley’s MonthlyMeter Reading.pdf
    • Southern Company： Downgrade on Growth, Relative Valuation, and Nuclear Risk.pdf
    • Gas Distribution：Neutral on Tariff Hike： Buy on Potential Dip.pdf
    • China Everbright International Limited：Key Takeaway from Analyst Briefing.pdf
    • Huaneng Renewables Quick Comment Recurring earnings decline by 18%.pdf
    • PetroChina Gas Price Increase Higher Than Expected; Raise Estimates, but Maintain UW.pdf
    • China Financials： Asia Insight： Still too early for a breakout; Underweight China securities.pdf
    • Commonwealth Bk Aust：1st Take：Still The Right Mix.pdf
    • Video： China Toll Roads： Turning More Cautious Amid Imminent Headwinds.pdf
    • Greater China Technology Hardware： 2Q14 IDC：Chinese OEMs on the Rise and More Fragmented Landscape.pdf
    • Goodbaby International Holdings： From Side Lines to Center Stage; Execution is Key; Resuming Coverage at OW.pdf
    • Taiwan Strategy： Refreshing TAIEX Target; Stay Defensive.pdf
    • Greater China Economics： Issues in Focus.pdf
    • China Toll Roads： Asia Insight： Turning More Cautious Amid Imminent Headwinds.pdf
    • Semiconductors： Revisiting the cycle debate in Analog post earnings.pdf
    • Major Pharmaceuticals： Diabetes experts' insights.pdf
    • Retail - Economics：Video - Note- Retail Sales Lead Indicator： Forecasting Steady, but Unexciting 3Q Growth.pdf
    • Microsoft： Back Under the Hood： Commercial Other.pdf
    • Crop Tracker：Conditions in Place for Strong Spring Wheat Yields.pdf
    • Machinery： Monthly Data Harvest：AGpocalypse Now Assessing the DE Bear Case.pdf
    • Natixis-Germanys economy is shifting down a gear-140812.pdf
    • Multi-Industry：The Corrections.pdf
    • A&D 2Q14 Review：Opportunities in Pullbacks.pdf
    • US Equity Strategy：The Factor Reference Guide.pdf
    • Integrated Oil： Major Swap： Raising OXY to OW & Lowering CVX to EW.pdf
    • Global Oil Services, Drilling & Equipment：NAm Land： Selling the News.pdf
    • The Commodity Manual： Russian Sanctions Add to Investment Risks.pdf
    • Global oil fundamentals.pdf
    • Global CLOs：CLO Collateral Fundamentals - July 2014.pdf
    • VTB - Global Macro Watch - 140822.pdf
    • Hewlett-Packard： FCF Strength and Revenue Growth Puts HP on the Path to $40.pdf
    • Helix Energy Solutions： Endorsement for Intervention.pdf
    • Tobacco： “Engle Progeny” Update.pdf
    • China Longyuan Power Group： Key Takeaways from 1H14 Analyst Briefing.pdf
    • Youku： 2Q14： In Transition for Revenue Diversification; Downgrade to EW.pdf
    • Sinotrans Limited：Strong 1H14 Profit Prompts Further Earnings Upgrade; Raise PT to HK$6.19; Reiterate OW.pdf
    • Daphne International Holdings：Growth Recovering; Move to OW.pdf
    • Japan Strategy： 1st Take： Yen breaking out of the 7 month Range - Remain Bullish on Japan Equities.pdf
    • India Equity Strategy：MS Institutional Investor Survey： Bullish.pdf
    • Video US Economics：Fed Focus： A Few Minutes on the Minutes.pdf
    • Agriculture Comment：Crop Tour Dispatch, Pt 1.pdf
  • 80.37 MB
  • 2014-9-8

  • 1975-2000年引用率最高的12篇文献(英文).zip
       限时免费，希望大家评精彩帖子

    本附件包括：
    • A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity.pdf (by Halbert White).pdf
    • A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix.pdf(by Whitey k .Newey;Kenneth D.West).pdf
    • Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation.pdf (by Robert F.Engle).pdf
    • Co-Integration and Error Correction_Representation, Estimation, and Testing.pdf (by Robert F.Engle;C.W.J.Granger).pdf
    • Distribution of the Estimators for Autoregressive Time Series With a Unit Root.pdf (by Divid A. Dickey;Wayne A.Fuller).pdf
    • Large Sample Properties of Generalized Method of Moments Estimators.pdf (by Lars Peter Hansen).pdf
    • Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root.pdf (by Divid A. Dickey;Wayne A.Fuller).pdf
    • MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION--WITH APPLICATIONS TO THE DEMAND FOR MONEY.pdf( by Soren Johansen,Katarina Juselius).pdf
    • Robust Locally Weighted Regression and Smoothing Scatterplots.pdf (by Willism S.Cleveland).pdf
    • STATISTICAL ANALYSIS OF COINTEGRATION VECTORS (by Soren JOHANSEN).pdf
    • Sample Selection Bias as a Specification Error.pdf (by James J.Heckman).pdf
    • Specification Tests in Econometrics.pdf (by J.A.Hausman).pdf
    • 目录.docx
  • 14.35 MB
  • 2014-8-17

  • The New Palgrave Dictionary of Economics E.rar

    本附件包括：
    • extreme poverty The New Palgrave Dictionary of Economics.mht
    • Easterlin hypothesis The New Palgrave Dictionary of Economics.mht
    • Eckstein, Otto (1927–1984) The New Palgrave Dictionary of Economics.mht
    • ecological economics The New Palgrave Dictionary of Economics.mht
    • ecological inference The New Palgrave Dictionary of Economics.mht
    • econometrics The New Palgrave Dictionary of Economics.mht
    • economic anthropology The New Palgrave Dictionary of Economics.mht
    • economic calculation in socialist countries The New Palgrave Dictionary of Economics.mht
    • economic demography The New Palgrave Dictionary of Economics.mht
    • economic development and the environment The New Palgrave Dictionary of Economics.mht
    • economic epidemiology The New Palgrave Dictionary of Economics.mht
    • economic governance The New Palgrave Dictionary of Economics.mht
    • economic growth The New Palgrave Dictionary of Economics.mht
    • economic growth in the very long run The New Palgrave Dictionary of Economics.mht
    • economic growth nonlinearities The New Palgrave Dictionary of Economics.mht
    • economic growth, empirical regularities in The New Palgrave Dictionary of Economics.mht
    • economic history The New Palgrave Dictionary of Economics.mht
    • economic laws The New Palgrave Dictionary of Economics.mht
    • economic man The New Palgrave Dictionary of Economics.mht
    • economic sanctions The New Palgrave Dictionary of Economics.mht
    • economic sociology The New Palgrave Dictionary of Economics.mht
    • economic surplus and the equimarginal principle The New Palgrave Dictionary of Economics.mht
    • economics in Belgium The New Palgrave Dictionary of Economics.mht
    • economics of franchises The New Palgrave Dictionary of Economics.mht
    • economics, definition of The New Palgrave Dictionary of Economics.mht
    • economy as a complex system The New Palgrave Dictionary of Economics.mht
    • econophysics The New Palgrave Dictionary of Economics.mht
    • Eden, Frederick Morton (1766–1809) The New Palgrave Dictionary of Economics.mht
    • Edgeworth, Francis Ysidro (1845–1926) The New Palgrave Dictionary of Economics.mht
    • education in developing countries The New Palgrave Dictionary of Economics.mht
    • education production functions The New Palgrave Dictionary of Economics.mht
    • educational finance The New Palgrave Dictionary of Economics.mht
    • effective demand The New Palgrave Dictionary of Economics.mht
    • efficiency bounds The New Palgrave Dictionary of Economics.mht
    • efficiency wages The New Palgrave Dictionary of Economics.mht
    • efficient allocation The New Palgrave Dictionary of Economics.mht
    • efficient markets hypothesis The New Palgrave Dictionary of Economics.mht
    • egalitarianism The New Palgrave Dictionary of Economics.mht
    • Einaudi, Luigi (1874–1961) The New Palgrave Dictionary of Economics.mht
    • Eisner, Robert (1922–1998) The New Palgrave Dictionary of Economics.mht
    • elasticities approach to the balance of payments The New Palgrave Dictionary of Economics.mht
    • elasticity The New Palgrave Dictionary of Economics.mht
    • elasticity of intertemporal substitution The New Palgrave Dictionary of Economics.mht
    • elasticity of substitution The New Palgrave Dictionary of Economics.mht
    • electricity markets The New Palgrave Dictionary of Economics.mht
    • electronic commerce The New Palgrave Dictionary of Economics.mht
    • elites and economic outcomes The New Palgrave Dictionary of Economics.mht
    • Ellet, Charles, Jr_ (1810–1862) The New Palgrave Dictionary of Economics.mht
    • Ely, Richard Theodore (1854–1943) The New Palgrave Dictionary of Economics.mht
    • emergence The New Palgrave Dictionary of Economics.mht
    • emerging markets The New Palgrave Dictionary of Economics.mht
    • empirical likelihood The New Palgrave Dictionary of Economics.mht
    • encompassing The New Palgrave Dictionary of Economics.mht
    • endogeneity and exogeneity The New Palgrave Dictionary of Economics.mht
    • endogenous growth theory The New Palgrave Dictionary of Economics.mht
    • endogenous market incompleteness The New Palgrave Dictionary of Economics.mht
    • energy economics The New Palgrave Dictionary of Economics.mht
    • Engel curve The New Palgrave Dictionary of Economics.mht
    • Engel, Ernst (1821–1896) The New Palgrave Dictionary of Economics.mht
    • Engel's Law The New Palgrave Dictionary of Economics.mht
    • Engels, Friedrich (1820–1895) The New Palgrave Dictionary of Economics.mht
    • Engle, Robert F_ (born 1942) The New Palgrave Dictionary of Economics.mht
    • English School of political economy The New Palgrave Dictionary of Economics.mht
    • Enlightenment, Scottish The New Palgrave Dictionary of Economics.mht
    • enterprise zones The New Palgrave Dictionary of Economics.mht
    • entitlements in laboratory experiments The New Palgrave Dictionary of Economics.mht
    • entrepreneurship The New Palgrave Dictionary of Economics.mht
    • envelope theorem The New Palgrave Dictionary of Economics.mht
    • environmental economics The New Palgrave Dictionary of Economics.mht
    • environmental Kuznets curve The New Palgrave Dictionary of Economics.mht
    • Ephémérides du citoyen ou chronique de l'esprit national The New Palgrave Dictionary of Economics.mht
    • epistemic game theory an overview The New Palgrave Dictionary of Economics.mht
    • epistemic game theory beliefs and types The New Palgrave Dictionary of Economics.mht
    • epistemic game theory complete information The New Palgrave Dictionary of Economics.mht
    • epistemic game theory incomplete information The New Palgrave Dictionary of Economics.mht
    • equality The New Palgrave Dictionary of Economics.mht
    • equality of opportunity The New Palgrave Dictionary of Economics.mht
    • equation of exchange The New Palgrave Dictionary of Economics.mht
    • equilibrium (development of the concept) The New Palgrave Dictionary of Economics.mht
    • equilibrium-correction models The New Palgrave Dictionary of Economics.mht
    • equivalence scales The New Palgrave Dictionary of Economics.mht
    • ergodicity and nonergodicity in economics The New Palgrave Dictionary of Economics.mht
    • Erlich, Alexander (1913–1985) The New Palgrave Dictionary of Economics.mht
    • estate and inheritance taxes The New Palgrave Dictionary of Economics.mht
    • ethics and economics The New Palgrave Dictionary of Economics.mht
    • Eucken, Walter (1891–1950) The New Palgrave Dictionary of Economics.mht
    • Euler equations The New Palgrave Dictionary of Economics.mht
    • Euler's theorem The New Palgrave Dictionary of Economics.mht
    • euro The New Palgrave Dictionary of Economics.mht
    • European Central Bank The New Palgrave Dictionary of Economics.mht
    • European labour markets The New Palgrave Dictionary of Economics.mht
    • European Monetary Union The New Palgrave Dictionary of Economics.mht
    • Evans, Griffith Conrad (1887–1973) The New Palgrave Dictionary of Economics.mht
    • evolutionary economics The New Palgrave Dictionary of Economics.mht
    • ex ante and ex post The New Palgrave Dictionary of Economics.mht
    • excess burden of taxation The New Palgrave Dictionary of Economics.mht
    • excess volatility tests The New Palgrave Dictionary of Economics.mht
    • exchange The New Palgrave Dictionary of Economics.mht
    • exchange rate dynamics The New Palgrave Dictionary of Economics.mht
    • exchange rate exposure The New Palgrave Dictionary of Economics.mht
    • exchange rate target zones The New Palgrave Dictionary of Economics.mht
    • exchange rate volatility The New Palgrave Dictionary of Economics.mht
    • exchangeability The New Palgrave Dictionary of Economics.mht
    • excise taxes The New Palgrave Dictionary of Economics.mht
    • exhaustible resources The New Palgrave Dictionary of Economics.mht
    • existence of general equilibrium The New Palgrave Dictionary of Economics.mht
    • exit and voice The New Palgrave Dictionary of Economics.mht
    • expectations The New Palgrave Dictionary of Economics.mht
    • expected utility hypothesis The New Palgrave Dictionary of Economics.mht
    • experimental economics The New Palgrave Dictionary of Economics.mht
    • experimental economics, history of The New Palgrave Dictionary of Economics.mht
    • experimental labour economics The New Palgrave Dictionary of Economics.mht
    • experimental macroeconomics The New Palgrave Dictionary of Economics.mht
    • experimental methods in economics The New Palgrave Dictionary of Economics.mht
    • experimental methods in environmental economics The New Palgrave Dictionary of Economics.mht
    • experiments and econometrics The New Palgrave Dictionary of Economics.mht
    • explanation The New Palgrave Dictionary of Economics.mht
    • exploitation The New Palgrave Dictionary of Economics.mht
    • external economies The New Palgrave Dictionary of Economics.mht
    • externalities The New Palgrave Dictionary of Economics.mht
    • extremal quantiles and value-at-risk The New Palgrave Dictionary of Economics.mht
    • extreme bounds analysis The New Palgrave Dictionary of Economics.mht
  • 11.64 MB
  • 2012-5-13

  • engle-granger计量经济学论文.zip

    本附件包括：
    • 167065.pdf
    • 2-2,Testing for causality A personal viewpoint.pdf
    • 2-3,Some recent development in a concept of causality.pdf
    • 2-4,Advertising and Aggregate Consumption, An Analysis of Causality.pdf
    • 2-5,Spurious regressions in econometrics.pdf
    • 2003121219193460847.pdf
    • 2003121219213978020.pdf
    • 2003121219252330133.pdf
    • 200312121946326013王翠.pdf
    • 200312121972571697.pdf
    • 200312817432597126.pdf
    • 200312817481353232.pdf
    • 200312817505938446.pdf
    • 200312818142763899.pdf
    • 200312818275675541.pdf
    • 20031281831941048.pdf
    • The_past_and_future_of_empirical_finance_-_some_personal_comments.pdf
    • variance_tests_1dec10_3.pdf
    • 北京市六普主要数据.pdf
  • 11.38 MB
  • 2012-4-26

  • ARCH和GARCH.rar

    本附件包括：
    • 10.1.1.161.7380.pdf
    • Engle_ARCH[1].pdf
  • 1007.63 KB
  • 2010-7-30

  • 200711522591276042.rar

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

  • 20071152393493421.rar

    本附件包括：
    • 12Engle and Sheppard-2001-theoretical and empirical properties of dynamic conditional correlation multivariate GARCH.pdf
    • 10 Engle and Rosenberg-1998-Testing the volatility term structure using option hedging criteria.pdf
    • 11 Engle and Russell-1998-Autoregressive conditional duration A new model for irregularly spaced transaction data.pdf
  • 2 MB
  • 2010-3-15

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

    本附件包括：
    • englegranger.m
    • 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
    • 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

  • 295273.pdf
       [下载]NYU Prof. Robert F. Engle - Nobel Lecture

  • 711.39 KB
  • 2009-2-20

  • 289909.pdf
       NANCY TENGLER：New Era Value Investing

  • 1.55 MB
  • 2009-2-1

  • 264576.rar
       [推荐]诺奖获得者Robert F. Engle论文N篇

    本附件包括：
    • The Econometrics of Ultra-High-Frequency Data.pdf
    • [Bayesian Analysis of Stochastic Volatility Models.pdf
    • A Capital Asset Pricing Model with Time-Varying Covariances.pdf
    • Band Spectrum Regression.pdf
    • Co-Integration and Error Correction-Representation, Estimation, and Testing.pdf
    • Common Volatility in International Equity Markets.pdf
    • Estimates of the Variance of U. S. Inflation Based upon the ARCH Model.pdf
    • Estimating Time Varying Risk Premia in the Term Structure-The Arch-M Model.pdf
    • Exact Maximum Likelihood Methods for Dynamic Regressions and Band Spectrum Regressions.pdf
    • Multivariate Simultaneous Generalized Arch.pdf
    • Semiparametric ARCH Models.pdf
    • Small-Sample Properties of ARCH Estimators and Tests.pdf
    • Specification of the Disturbance for Efficient Estimation.pdf
    • Statistical Models for Financial Volatility.pdf
    • Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative.pdf
    • Testing Price Equations for Stability Across Spectral Frequency Bands.pdf
  • 7.65 MB
  • 2008-11-7

  • 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

  • 185038.rar
       上海财大“金融实证”课程经典论文下载

    本附件包括：
    • Cohen_et_al_JFE_1983.PDF
    • Conrad_Kaul_RFS_1989.pdf
    • Coval_Shumway_JF_2005.pdf
    • Easley_et_al_JF_1996.pdf
    • Engle_1982.pdf
    • Engle_Bollerslev_ER_1986.PDF
    • Fama_et_al_IER_1969.pdf
    • Fama_French_JF_1992.pdf
    • Fama_French_JPE_1988.pdf
    • Ferson_Jagannathan_1996.pdf
    • French_et_al_JFE_1987.PDF
    • Christie_Schultz_JF_1994.pdf
  • 16.18 MB
  • 2007-12-29

  • 185037.rar
       上海财大“金融实证”课程经典论文下载

    本附件包括：
    • 5.pdf
    • Ball_Torous_JFE_1988.PDF
    • Bekaert_Wu_RFS_2000.pdf
    • Bernard_JAR_1987.pdf
    • Bollerslev_Chou_Kroner_JE_1992.pdf
    • Bollerslev_Engle_Wooldridge_JPE_1988.pdf
    • Bollerslev_JE_1986.pdf
    • Brown_Warner_JFE_1980.pdf
    • Brown_Warner_JFE_1985.pdf
    • Campbel_Hentschel_JFE_1992.pdf
    • Christie_Harris_Schultz_JF_1994_2.pdf
    • Christie_JFE_1982.PDF
  • 27.15 MB
  • 2007-12-29

  • 182739.rar
       engle1999文献

    本附件包括：
    • 1999 Accounting for U.S. real exchange rate changes.pdf
  • 3.94 MB
  • 2007-12-19

  • 114837.pdf
       [原创][分享]ARCH MODELS by Tim Bollerslev, Robert F. Engle, Daniel B. Nelson (Excellent)

  • 396.18 KB
  • 2007-5-8

  • 86617.pdf
       名家讲坛 Rober F_ Engle .pdf

  • 210.62 KB
  • 2007-1-23

  • 84736.rar
       重磅出击－－Roberet F. Engle 和 Tim Bollerslev 计量经济学文献合集(共32篇)

    本附件包括：
    • 10.rar
    • 11.rar
  • 17.52 MB
  • 2007-1-15

  • 84735.rar
       重磅出击－－Roberet F. Engle 和 Tim Bollerslev 计量经济学文献合集(共32篇)

    本附件包括：
    • 27 Bollerslev and Zhou-2002-Estimating stochastic volatility diffusion using conditional moments of integrated volatility.pdf
    • 25 Bollerslev and Zhang-2003-Measuring and modeling systematic risk in factor pricing models using high-frequency data.pdf
    • 26 Bollerslev and Zhou-2002-Corrigendum to “Estimating stochastic volatility diffusion using conditional moments of integrated volatility”.pdf
  • 1002.66 KB
  • 2007-1-15

  • 84734.rar
       重磅出击－－Roberet F. Engle 和 Tim Bollerslev 计量经济学文献合集(共32篇)

    本附件包括：
    • 24 Bollerslev and Wright-2000-Semiparametric estimation of long-memory volatility dependencies The role of high-frequency data.pdf
    • 22 Bollerslev-1987-A conditional heteroskedastic time series model for speculative prices and rates of return.pdf
    • 23 Bollerslev-2001-Financial econometrics Past developments and future challenges.pdf
  • 604.77 KB
  • 2007-1-15

  • 84733.rar
       重磅出击－－Roberet F. Engle 和 Tim Bollerslev 计量经济学文献合集(共32篇)

    本附件包括：
    • 21 Bollerslev-1986-Generalized Autoregressive Conditional Herteroskedasticity.pdf
    • 19 Andersen, Bollerslev, Diebold and Ebens-2001-The distribution of realized stock return volatility.pdf
    • 20 Baillie, Bollerslev and Mikkelsen-1996-Fractionally integrated generalized autoregressive conditional heteroskedasticity.pdf
  • 3.2 MB
  • 2007-1-15

  • 84732.rar
       重磅出击－－Roberet F. Engle 和 Tim Bollerslev 计量经济学文献合集(共32篇)

    本附件包括：
    • 18 Andersen, Bollerslev and Diebold-2002-Parametric and Nonparametric Volatility Measurement.pdf
    • 16 Andersen and Bollerslev-1997-Intraday periodicity and volatility persistence in financial markets.pdf
    • 17 Andersen, Bollerslev and Diebold-2000-The distribution of stock return volatility.pdf
  • 2.71 MB
  • 2007-1-15

  • 84730.rar
       重磅出击－－Roberet F. Engle 和 Tim Bollerslev 计量经济学文献合集(共32篇)

    本附件包括：
    • 15 Andersen and Bollerslev-1996-DM-DOLLAR volatility.pdf
    • 13 Engle and Yoo-1987-FORECASTING AND TESTING IN CO-INTEGRATED SYSTEM.pdf
    • 14 Manganelli and Engle-2001-Value at Risk in finance.pdf
  • 4.4 MB
  • 2007-1-15

  • 84729.rar
       重磅出击－－Roberet F. Engle 和 Tim Bollerslev 计量经济学文献合集(共32篇)

    本附件包括：
    • 12Engle and Sheppard-2001-theoretical and empirical properties of dynamic conditional correlation multivariate GARCH.pdf
    • 10 Engle and Rosenberg-1998-Testing the volatility term structure using option hedging criteria.pdf
    • 11 Engle and Russell-1998-Autoregressive conditional duration A new model for irregularly spaced transaction data.pdf
  • 2 MB
  • 2007-1-15

  • 84728.rar
       重磅出击－－Roberet F. Engle 和 Tim Bollerslev 计量经济学文献合集(共32篇)

    本附件包括：
    • 9 Engle and patton-2001-WHAT GOOD IS A VOLATILITY MODEL.pdf
    • 7 Engle and Ng-1991-Time-varying volatility and the dynamic behavior of the term structure.pdf
    • 8 Engle and Ng-1993-Measuring and Testing the Impact of News on Volatility.pdf
  • 1.93 MB
  • 2007-1-15

  • 84725.rar
       重磅出击－－Roberet F. Engle 和 Tim Bollerslev 计量经济学文献合集(共32篇)

    本附件包括：
    • 6 Engle and Granger-1987-co-integration and error correction_representation, estimation and testing.pdf
    • 4 Engle , Lilien and Robins-1987-Estimating time varying risk premia in the term structure the ARCH-M model.pdf
    • 5 Engle and Gallo-2006-A multiple indicators model for volatility using intra-daily data.pdf
  • 2.27 MB
  • 2007-1-15

  • 84724.rar
       重磅出击－－Roberet F. Engle 和 Tim Bollerslev 计量经济学文献合集(共32篇)

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

  • 39850.rar
       [分享]Multivariate Simultaneous Generalized ARCH by Engle & Kroner

    本附件包括：
    • MULTIVARIATE SIMULTANEOUS GENERALIZED ARCH.pdf
  • 160.99 KB
  • 2006-2-15

  • 38879.rar
       ARCH模型在金融计量中的应用

    本附件包括：
    • garch's use(engle).pdf
  • 976.63 KB
  • 2006-2-6

  • 38878.rar
       ARCH模型在金融计量中的应用

    本附件包括：
    • new frontiers for ARCH models(engle,2002).pdf
  • 143.69 KB
  • 2006-2-6

  • 37983.rar
       [分享]ARCH_GARCHModels(R.Engle的讲义 )

    本附件包括：
    • ARCH_GARCHModels(R.Engle的讲义 ).ppt
  • 417.82 KB
  • 2006-1-20

  • 15071.rar
       求几篇论文 engle “Autoregressive Conditional Duration:A New Model for Irregularly Spaced

    本附件包括：
    • Engle 2000.pdf
    • Engle,Russell 1998.pdf
  • 4.31 MB
  • 2005-5-18

  • 13387.rar

    本附件包括：
    • Bollerslev,Wooldriage,and Engle 1988.pdf
  • 494.25 KB
  • 2005-4-28

  • 11218.rar
       计量经济学经典文献

    本附件包括：
    • engle83.pdf
    • Bollerslev87.pdf
    • dhrymes.pdf
    • Engle82.pdf
    • Engle87.pdf
    • GJR93.pdf
    • Hamilton94.pdf
    • hansen82a.pdf
  • 7.91 MB
  • 2005-4-2

  • 10859.rar
       2003 年诺贝尔经济学奖得主 讲稿

    本附件包括：
    • 2003 engle-lecture.pdf
    • 2003 granger-lecture.pdf
  • 574.84 KB
  • 2005-3-26

  • 1213.rar
       [下载]Robert F. Engle的文献

    本附件包括：
    • 200372311403860282.pdf
  • 167.75 KB
  • 2004-9-7
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