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  • 2.zip
       资料2

    本附件包括：
    • _李嘉图等价定理_争议及检验_胡迟.pdf
    • _李嘉图等价定理_质疑_张爱龙.pdf
    • A Political Theory of Government Debt and Deficits in a Neo-Ricardian Framework.pdf
    • A Strategic Altruism Model in Which Ricardian Equivalence Does Not Hold .pdf
    • aer.20151272.pdf
    • An Exploration of Optimal Stabilization Policy Comments and Discussion.pdf
    • Application of Panel Co-integration Approach to Verify Ricardian Equivalence Hypothesis in G8 and SAARC Countries .pdf
    • Asset Accumulation and Economic Activity by James Tobin.pdf
    • Barro on the Ricardian Equivalence Theorem .pdf
    • Barro.pdf
    • Business taxes and the electoral cycle.pdf
    • Consumption Beyond Certainty Equivalence.pdf
    • consumption, saving and fiscal policy.pdf
    • CONSUMPTION, WEALTH, AND FINITE HORIZONS TESTS OF RICARDIAN EQUIVALENCE.pdf
    • Debt, Deficits, and Finite Horizons.pdf
    • Deviant generations, Ricardian equivalence, and growth cycles.pdf
    • Does Ricardian equivalence hold in Australia.pdf
    • Does Ricardian Equivalence Hold When Expectations Are Not Rational.pdf
    • Emanuela Cardia.pdf
    • Empirical evidence on the Ricardian equivalence in Romania..pdf
    • Endogenous Government Spending and Ricardian Equivalence .pdf
    • EVANA.P.pdf
    • Feldstein2.pdf
    • Felstein3.pdf
    • Fildstein.pdf
    • Fiscal Policy and Aggregate Demand.pdf
    • GEORGE W. EVANS.pdf
    • Government Debt in an Overlapping-Generations Model with Bequests and Gifts.pdf
    • Government Debt, Human Capital, and Bequests in a Life-Cycle Model.pdf
    • Government Debt, Life-Cycle Income, and Liquidity Constraints Beyond Approximate Ricardian Equivalence.pdf
    • Government Deficits and Aggregate Demand.pdf
    • Income Uncertainty and Ricardian Equivalence .pdf
    • Is Everything Neutral.pdf
    • Is Ricardian Equivalence a Good Approximation.pdf
    • Long-Run Implications of Alternative Fiscal Policies and the Burden of the National Debt .pdf
    • Michel Strawczynski .pdf
    • Modeling and Testing Ricardian Equivalence A survey.pdf
    • New evidence on the Ricardian equivalence theorem a multicointegration approach.pdf
    • Nordhaus.pdf
    • On Barro's Theorem of Debt Neutrality.pdf
    • Replicating Ricardian Equivalence Tests with Simulated Series .pdf
    • review.pdf
    • Ricardian Consumers with Keynesian Propensities.pdf
    • Ricardian Equivalence An Evaluation of Theory and Evidence Comment .pdf
    • Ricardian equivalence and fiscal distortions in the Dominican Republic..pdf
    • Ricardian equivalence and the public and private saving nexus in India.pdf
    • Ricardian Equivalence.pdf
    • Testing Intertemporal Budget Constraints Theory and Applications to US Federal Budget and Current Account Deficits.pdf
    • Testing Ricardian Equivalence under Uncertainty .pdf
    • The deficit gamble.pdf
    • The Effects of Fiscal Policies When Incomes Are Uncertain A Contradiction to Ricardian Equivalence .pdf
    • The Effects of Fiscal Policies When Incomes Are Uncertain.pdf
    • The savers-spenders theory of fiscal policy.pdf
    • The Strategic Bequest Motive.pdf
    • The transmission mechanism of fiscal policy a critical assessment of current theories and empirical methodologies.pdf
    • 中央对地方的转移支付结构对地区经_省略_影响研究_基于产业结.pdf
    • 从李嘉图等价定理看欧洲债务危机的成因与未来发展趋向_李刚.pdf
    • 债券中性来自发展中国家的证据.pdf
    • 关于李嘉图等价定理的争论_杨远根.pdf
    • 国债融资对居民消费影响的动态效应研究_王爱群.pdf
    • 地方政府债务空间与空间债务_基于地根经济的区位黏性视角_杨.pdf
    • 政府融资决策与居民消费关系研究_李嘉图等价定理的再检验_张.pdf
    • 日本国债效应分析及其对我国的启示_田正.pdf
    • 最优税收理论框架下的税收平滑研究_王京诚.caj
    • 李嘉图学说两大矛盾新解_张华东.pdf
    • 李嘉图对等定理的分析_赵志耘.pdf
    • 李嘉图等价定理中国适用性的实证研究_孙焓炜.pdf
    • 李嘉图等价定理及其由此引起的经济_省略__兼论我国当前宏观财.pdf
    • 李嘉图等价定理的中国实证检验_杨东亮.pdf
    • 李嘉图等价定理的启示_刘怡.pdf
    • 李嘉图等价定理的实证分析_协整方法_郭庆旺.pdf
    • 李嘉图等价定理的理论回顾和实证研究.pdf
    • 李嘉图等价定理的研究回顾和中国实证.doc
    • 财政支出扩张是否加剧了贸易平衡恶化_对世界主要经济体的实.pdf
    • 财政政策与经常账户间关系的变动规_省略_经验数据_2000_2014年_赵凯.pdf
  • 64.87 MB
  • 2020-5-17

  • Perellis_2012.pdf
       SIMULATED ANNEALING FOR PORTFOLIO OPTIMIZATION

  • 4.33 MB
  • 2016-12-15

  • Latest Developments on Heavy-Tailed Distributions JOE 2013Volume 172, Issue 2, .zip

    本附件包括：
    • Themethodofsimulatedquantiles.pdf
    • Estimation for multivariate stable distributions with generalized.pdf
    • ExtendedNeymansmoothgoodness-of-fittests,appliedtocompeting.pdf
    • Fattails,VaRandsubadditivity.pdf
    • HeavytailsofOLS.pdf
    • Jumptails,extremedependencies,andthedistributionofstockreturns.pdf
    • Latestdevelopmentsonheavy-taileddistributions.pdf
    • Linearandnonlinearregressionwithstableerrors.pdf
    • Modelidentificationforinfinitevarianceautoregressiveprocesses.pdf
    • Momentconditiontestsforheavytailedtimeseries.pdf
    • One-stepR-estimationinlinearmodelswithstableerrors.pdf
    • StablemixtureGARCHmodels.pdf
    • StatisticalestimationofmultivariateOrnstein–Uhlenbeckprocessesand.pdf
  • 5.67 MB
  • 2013-1-9

  • asa00_ts.pdf
       An Empirical Evaluation of the Performance of TRAMO/SEATS on Simulated Series

  • 1.13 MB
  • 2011-9-15

  • 319297.pdf
       [分享]Simulated Non-Parametric Estimation of Dynamic Models

  • 402.08 KB
  • 2009-4-27

  • 257130.rar
       [下载]金融计量经济学手册 Handbook of Financial Econometrics

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

  • 222533.rar
       [分享]金融计量经济学手册

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

  • 66974.rar
       面板单位根和协整检验的一些资料（中、英文，Pdf、Doc）

    本附件包括：
    • Nonlinear IV Panel Unit Root Tests.pdf
    • Nonparametric Tests for Unit Roots and Cointegration.pdf
    • Panel Cointegration Testing using Nonlinear Instruments.pdf
    • Panel Data Unit Root Tests with an Application.pdf
    • Panel unit root and panel cointegration methods.pdf
    • panel unit root cointegration.pdf
    • Panel Unit Roots and Cointegration_Evidence for OECD Energy .pdf
    • panel-unit-root-tests.pdf
    • Spurious Regression and Residual-Based Tests for Cointegration in Panel Data.pdf
    • Taking a New Contour A Novel Approach to Panel Unit Root Tests.pdf
    • Testing for Unit Roots in Panel Data An Exploration Using Rea and Simulated Datal.pdf
    • Testing for Unit Roots in Panel Data.pdf
    • The Local Power of Some Unit Root Tests for Panel Data.pdf
    • Unit roots and cointegration in panels.pdf
    • 单位根检验新进展.doc
    • 面板单位根检验理论及其应用研究综述.doc
    • A Panel Bootstrap Cointegration Test.pdf
    • Asymptotically Normal Unit Root Testing_Extensions to Panel Data and Structural Breaks.pdf
    • Cointegration versus Spurious Regression in Heterogeneous Panels.pdf
    • Comparison of Panel Cointegration Tests.pdf
    • Mixed Signals Among Tests for Panel Cointegration.pdf
  • 8.67 MB
  • 2006-10-12

  • 25776.rar
       Journal of Econometrics Vol 96 2000

    本附件包括：
    • On simulated EM algorithms.pdf
    • A simple framework for nonparametric specification testing.pdf
    • An empirical analysis of earnings dynamics among men in the PSID-- 1968–1989.pdf
    • Duration dependence and nonparametric heterogeneity-- A Monte Carlo study.pdf
    • Efficiency results of MLE and GMM estimation with sampling weights.pdf
    • Efficient estimation of binary choice models under symmetry.pdf
    • Estimating the rational expectations model of speculative storage.pdf
    • Index.pdf
    • Moments of Markov switching models.pdf
    • Nonparametric inference on structural breaks.pdf
    • Reconsidering the continuous time limit of the GARCH(1, 1) process.pdf
    • Semiparametric identification and heterogeneity in discrete choice dynamic programming models.pdf
    • Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes.pdf
    • The spurious regression of fractionally integrated processes.pdf
  • 4.22 MB
  • 2005-9-9

  • 22659.zip
       [下载]C++金融程序 -- 金融交易员和计量学者的高级工具

    本附件包括：
    • simulated_call_euro.cc
    • simulated_delta_call.cc
    • simulated_delta_put.cc
    • simulated_put_euro.cc
    • makefile
    • readme
    • anal_price_am_call_div.cc
    • approx_am_call.cc
    • approx_am_put.cc
    • bermudan_call_option.cc
    • bermudan_put_option.cc
    • bin_am_call.cc
    • bin_am_call_payout.cc
    • bin_am_delta_call.cc
    • bin_am_delta_put.cc
    • bin_am_div_call.cc
    • bin_am_div_put.cc
    • bin_am_partials_call.cc
    • bin_am_partials_put.cc
    • bin_am_prop_div_call.cc
    • bin_am_prop_div_put.cc
    • bin_am_put.cc
    • bin_am_put_payout.cc
    • bin_eur_call.cc
    • bin_eur_call_ud.cc
    • bin_eur_call_ud_one.cc
    • bin_eur_put.cc
    • binomial_tree_ud.cc
    • black_scholes_call.cc
    • black_scholes_call_div.cc
    • black_scholes_delta_call.cc
    • black_scholes_delta_put.cc
    • black_scholes_imp_vol_bisect.cc
    • black_scholes_imp_vol_newt.cc
    • black_scholes_partials_call.cc
    • black_scholes_partials_put.cc
    • black_scholes_price_payout_call.cc
    • black_scholes_price_payout_put.cc
    • black_scholes_put.cc
    • black_scholes_put_div.cc
    • bondopt_call_binom_am.cc
    • bondopt_call_bs.cc
    • bondopt_call_coupon_bs.cc
    • bondopt_call_coupon_rend_bart.cc
    • bondopt_call_rend_bart.cc
    • bondopt_call_vasicek.cc
    • bondopt_put_binom_am.cc
    • bondopt_put_bs.cc
    • bondopt_put_coupon_bs.cc
    • bondopt_put_vasicek.cc
    • bonds_convexity.cc
    • bonds_duration.cc
    • bonds_duration_macaulay.cc
    • bonds_duration_modified.cc
    • bonds_duration_modified_termstru.cc
    • bonds_duration_termstru.cc
    • bonds_price_both.cc
    • bonds_price.cc
    • bonds_price_discrete.cc
    • bonds_price_termstru.cc
    • bonds_yield.cc
    • cflow_irr.cc
    • cflow_irr_test_unique.cc
    • cflow_pv.cc
    • cflow_pv_discrete.cc
    • cum_normal_bivariate.cc
    • cum_normal.cc
    • currency_opt_bin_call.cc
    • currency_opt_bin_put.cc
    • currency_opt_euro_call.cc
    • currency_opt_euro_put.cc
    • exotics_asian_price_call.cc
    • exotics_lookback_call.cc
    • exotics_lookback_put.cc
    • findiff_exp_am_call.cc
    • findiff_exp_am_put.cc
    • findiff_exp_eur_call.cc
    • findiff_exp_eur_put.cc
    • findiff_imp_am_call.cc
    • findiff_imp_am_put.cc
    • findiff_imp_eur_call.cc
    • findiff_imp_eur_put.cc
    • futures_opt_call_bin.cc
    • futures_opt_call_black.cc
    • futures_opt_put_bin.cc
    • futures_opt_put_black.cc
    • futures_price.cc
    • merton_jump_diff_call.cc
    • mv_calc.cc
    • mv_calc_port_unconstrained.cc
    • normdist_bivariate.cc
    • normdist.cc
    • option_price_american_perpetual_call.cc
    • option_price_american_perpetual_put.cc
    • payoff_average.cc
    • payoff_binary_options.cc
    • payoff_black_scholes_case.cc
    • payoff_lookback.cc
    • random_normal.cc
    • random_uniform.cc
    • rendleman_bartter_build_interest_rate_tree.cc
    • run_simulation_bs_case_using_generic_routine.cc
    • run_simulation_bs_case_using_generic_routine_improving_efficiency.cc
    • simulate_european_options_generic_routine_antithetic_variate.cc
    • simulate_european_options_generic_routine.cc
    • simulate_european_options_generic_routine_control_variate.cc
    • simulate_european_options_generic_routine_price_sequence.cc
    • simulate_european_options_generic_routine_price_sequence_control_variate.cc
    • simulate_lognormally_distributed_sequence.cc
    • simulate_lognormal_variable.cc
    • term_structure_class.cc
    • term_structure_class_cir.cc
    • term_structure_class_cubic_spline.cc
    • term_structure_class_flat.cc
    • term_structure_class_interpolated.cc
    • term_structure_class_nelson_siegel.cc
    • term_structure_class_vasicek.cc
    • termstru_discfact_cir.cc
    • termstru_discfact_cubic_spline.cc
    • termstru_discfact_vasicek.cc
    • termstru_transforms.cc
    • termstru_yield_interpolated.cc
    • termstru_yield_nels_sie.cc
    • tst_binomial_term_structure_models.cc
    • tst_bond_options.cc
    • tst_normal.cc
    • tst_power.cc
    • tst_present_value.cc
    • tst_simulate_european_options.cc
    • tst_term_structure.cc
    • warrant_price_black_scholes.cc
    • warrant_price_black_scholes_dividends.cc
    • date.h
    • fin_recipes.h
    • normdist.h
    • term_structure_class_cir.h
    • term_structure_class_cubic_spline.h
    • term_structure_class_flat.h
    • term_structure_class.h
    • term_structure_class_interpolated.h
    • term_structure_class_nelson_siegel.h
    • term_structure_class_vasicek.h
    • term_structure_models.h
  • 80.09 KB
  • 2005-8-11

  • 10806.rar
       Handbook of Financial Econometrics（2004）

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