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  • TVP-VAR.zip
       论文

    本附件包括：
    • Koop, Korobilis - 2013 - Large time-varying parameter VARs-annotated.pdf
    • Nakajima - 2011 - Time-Varying Parameter VAR Model with Stochastic Volatility An Overview of Methodology and Empirical Applications.pdf
    • Primiceri - 2005 - Time Varying Structural Vector Autoregressions and Monetary Policy-annotated.pdf
  • 1.87 MB
  • 2022-2-5

  • 数量金融 Quantitative Finance,Paul Wilmott：Excel Spreadsheets and VBA.rar
       数量金融

    本附件包括：
    • 3. Random Behavior of Assets.XLS
    • 4. Stochastic Calculus.XLS
    • 7. Black-Scholes Formulae.XLS
    • 9. Early Exercise and American Options.xls
    • 10. Probability Density Functions and First Exit Times.XLS
    • 11. Multi-asset options.XLS
    • 12. How to Delta Hedge.XLS
    • 13. Fixed Income Products and Analysis.XLS
    • 15. Binomial Model.XLS
    • 17. Investment Lessons from Blackjack and Gambling.xls
    • 18. Portfolio Management.XLS
    • 19. Value at Risk.XLS
    • 20. Predicting the Markets.XLS
    • 23. Barrier Options.xls
    • 29. Equity and FX Term Sheets.xls
    • 30. One-factor Interest Rate Modeling.XLS
    • 33. Convertible Bonds.xls
    • 37. Heath, Jarrow and Morton.XLS
    • 38. Fixed Income Term Sheets.xls
    • 40. Credit Risk.xls
    • 43. CrashMetrics.XLS
    • 47. Discrete Hedging.XLS
    • 51. Stochastic Volatility.XLS
    • 52. Uncertain Parameters.xls
    • 56. Volatility Case Study The Cliquet Option.xls
    • 77. Finite-difference Methods for One-factor Models.xls
    • 80. Monte Carlo Simulation.XLS
    • 81. Numerical Integration.XLS
    • 82. Finite-difference Programs.XLS
    • 83. Monte Carlo Programs.xls
  • 5.05 MB
  • 2021-5-9

  • Time-Varying Parameter VAR Model with Stochastic Volatility An Overview of Metho.zip

    本附件包括：
    • Time-Varying Parameter VAR Model with Stochastic Volatility An Overview of Methodology and Empirical Applications.pdf
  • 452.02 KB
  • 2019-11-11

  • Time-Varing Parameter VAR Model with Stochastic Volatility.rar

    本附件包括：
    • Time-Varing Parameter VAR Model with Stochastic Volatility.pdf
  • 798.84 KB
  • 2017-2-19

  • Continuous Time Approximations to GARCH and Stochastic Volatility Models.zip

    本附件包括：
    • Continuous Time Approximations to GARCH and Stochastic Volatility Models.pdf
  • 493.5 KB
  • 2016-12-28

  • Stochastic Volatility Modeling.zip

    本附件包括：
    • Stochastic Volatility Modeling.pdf
  • 99.27 MB
  • 2016-12-9

  • WinBUGS for A Bayesian Analysis of Stochastic Volatility Models.rar

    本附件包括：
    • WinBUGS for A Bayesian Analysis of Stochastic Volatility Models.pdf
  • 1.2 MB
  • 2016-5-22

  • 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

  • NONPARAMETRIC.pdf
       NONPARAMETRIC ESTIMATION OF THE DIFFUSION COEFFICIENT OF STOCHASTIC VOLATILITY MODELS

  • 846.18 KB
  • 2014-9-26

  • Finance Option Pricing and Price Processes Simulation.rar

    本附件包括：
    • 2 Efficient Monte Carlo Pricing of Basket Options.pdf
    • 3 Monte Carlo Pricing.pdf
    • 4 Testing the Models of Stock Price Processes Using Monte Carlo Markov Chain Method.pdf
    • 5 Path Generation for Quasi-Monte Carlo Simulation of Mortgage Backed Securities.pdf
    • 6 Applications of Monte CarloQuasi-Monte Carlo Methods in Finance Option Pricing.pdf
    • 7 Variance Reduction of Monte Carlo and Randomized Quasi-Monte Carlo Estimators for Stochastic Volatility Models in Finance.pdf
    • 8 Markov Chain Monte Carlo Calibration of Stochastic Volatility Models.pdf
    • 1 Quasi-Monte Carlo Approaches to Option Pricing.pdf
  • 2.64 MB
  • 2014-9-8

  • MODELING STOCHASTIC VOLATILITY： A REVIEW AND COMPARATIVE STUDY.rar

    本附件包括：
    • MODELING STOCHASTIC VOLATILITY： A REVIEW AND COMPARATIVE STUDY.pdf
  • 1.02 MB
  • 2013-5-1

  • Simulation-based sequential analysis of Markov switching stochastic volatility models.rar

    本附件包括：
    • Simulation-based sequential analysis of Markov switching stochastic volatility models.pdf
  • 893.71 KB
  • 2013-1-23

  • Regime-switching stochastic volatility and short-term interest rates.rar

    本附件包括：
    • Regime-switching stochastic volatility and short-term interest rates.pdf
  • 623.18 KB
  • 2013-1-19

  • 定价理论的经典文献2.zip
       经典第一部分

    本附件包括：
    • (Harrison pliska)a stochastic calculus model of continuous trading complete markets.pdf
    • A Continuous Time Arbitrage Pricing Model with Stochastic Volatility and Jumps..pdf
    • A Path Integral Approach to Option Pricing with Stochastic Volatility Some Exact Results.pdf
    • Bond Pricing and the Term Structure o Interest Rates A New Methodology for Contingent Claims Valuation .pdf
    • Changes of Numéraire, Changes of Probability Measure and Option Pricing.pdf
    • coherent measures of risk.pdf
    • Hedging with Stochastic and Local Volatility.pdf
    • Louis Bachelier’s “Theory of Speculation.pdf
    • ON CHANGES OF MEASURE IN S TOCHASTIC volatility models.pdf
    • Option Pricing Kernels and the ICAPM.PDF
    • Option Pricing with Lévy Process .pdf
    • Option Valuation with Jumps in Returns and volatility.pdf
    • Peter Carr.pdf
    • RJarrow%20MarketEfficiency6.pdf
    • stcochastic local volatility.pdf
    • The Pricing of Commodity Contracts.pdf
  • 7.64 MB
  • 2012-7-25

  • 经典论文2.zip
       经典第三部分

    本附件包括：
    • Option values under stochastic volatility Theory and empirical estimates.pdf
    • option pricing when underlying stock returns are discntinuious.pdf
    • OPTION VALUES UNDER STOCHASTIC VOLATILITY .pdf
    • PRICING FOREIGN CURRENCY OPTIONS .pdf
    • pricing with smile.pdf
    • Probability_of_Loss_on_Loan_Portfolio.pdf
    • qunatitative strategies research notes.pdf
    • static simplicity.pdf
    • the market model of interest rate dynamics.pdf
    • The Pricing of Foreign Currency Options.pdf
    • The Valuation of Option Contracts and a Test of Market Efficiency.pdf
  • 5.62 MB
  • 2012-7-25

  • The New Palgrave Dictionary of Economics S.rar
       s

    本附件包括：
    • stochastic volatility models The New Palgrave Dictionary of Economics.mht
    • Savage, Leonard J. (Jimmie) (1917–1971) The New Palgrave Dictionary of Economics.mht
    • Savage's subjective expected utility model The New Palgrave Dictionary of Economics.mht
    • Sax, Emil (1845–1927) The New Palgrave Dictionary of Economics.mht
    • Say, (Jean-Baptiste) Léon (1826–1896) The New Palgrave Dictionary of Economics.mht
    • Say, Jean-Baptiste (1767–1832) The New Palgrave Dictionary of Economics.mht
    • Say's Law The New Palgrave Dictionary of Economics.mht
    • Scandinavia, economics in The New Palgrave Dictionary of Economics.mht
    • Schelling, Thomas C_ (born 1921) The New Palgrave Dictionary of Economics.mht
    • Schlesinger, Karl (1889–1938) The New Palgrave Dictionary of Economics.mht
    • Schmoller, Gustav von (1838–1917) The New Palgrave Dictionary of Economics.mht
    • Schmookler, Jacob (1918–1967) The New Palgrave Dictionary of Economics.mht
    • scholastic economics The New Palgrave Dictionary of Economics.mht
    • Scholes, Myron (born 1941) The New Palgrave Dictionary of Economics.mht
    • school choice and competition The New Palgrave Dictionary of Economics.mht
    • Schultz, Henry (1893–1938) The New Palgrave Dictionary of Economics.mht
    • Schultz, T_W_ (1902–1998) The New Palgrave Dictionary of Economics.mht
    • Schumpeter, Joseph Alois (1883–1950) The New Palgrave Dictionary of Economics.mht
    • Schumpeterian growth and growth policy design The New Palgrave Dictionary of Economics.mht
    • science, economics of The New Palgrave Dictionary of Economics.mht
    • scientific realism and ontology The New Palgrave Dictionary of Economics.mht
    • Scitovsky, Tibor (1910–2002) The New Palgrave Dictionary of Economics.mht
    • Scott, William Robert (1868–1940) The New Palgrave Dictionary of Economics.mht
    • Scrope, George Poulett (1797–1876) The New Palgrave Dictionary of Economics.mht
    • search models of unemployment The New Palgrave Dictionary of Economics.mht
    • search theory The New Palgrave Dictionary of Economics.mht
    • search theory (new perspectives) The New Palgrave Dictionary of Economics.mht
    • search-and-matching models of monetary exchange The New Palgrave Dictionary of Economics.mht
    • seasonal adjustment The New Palgrave Dictionary of Economics.mht
    • second best The New Palgrave Dictionary of Economics.mht
    • second economy (unofficial economy) The New Palgrave Dictionary of Economics.mht
    • seemingly unrelated regressions The New Palgrave Dictionary of Economics.mht
    • selection bias and self-selection The New Palgrave Dictionary of Economics.mht
    • self-confirming equilibria The New Palgrave Dictionary of Economics.mht
    • Seligman, Edwin Robert Anderson (1861–1939) The New Palgrave Dictionary of Economics.mht
    • Selten, Reinhard (born 1930) The New Palgrave Dictionary of Economics.mht
    • semiparametric estimation The New Palgrave Dictionary of Economics.mht
    • Sen, Amartya (born 1933) The New Palgrave Dictionary of Economics.mht
    • Senior, Nassau William (1790–1864) The New Palgrave Dictionary of Economics.mht
    • separability The New Palgrave Dictionary of Economics.mht
    • sequence economies The New Palgrave Dictionary of Economics.mht
    • sequential analysis The New Palgrave Dictionary of Economics.mht
    • serial correlation and serial dependence The New Palgrave Dictionary of Economics.mht
    • Shackle, George Lennox Sharman (1903–1992) The New Palgrave Dictionary of Economics.mht
    • shadow pricing The New Palgrave Dictionary of Economics.mht
    • Shapley value The New Palgrave Dictionary of Economics.mht
    • Shapley–Folkman theorem The New Palgrave Dictionary of Economics.mht
    • sharecropping The New Palgrave Dictionary of Economics.mht
    • Sharpe, William F_ (born 1934) The New Palgrave Dictionary of Economics.mht
    • Shephard, Ronald William (1912–1982) The New Palgrave Dictionary of Economics.mht
    • shrinkage-biased estimation in econometrics The New Palgrave Dictionary of Economics.mht
    • Sidgwick, Henry (1838–1900) The New Palgrave Dictionary of Economics.mht
    • Sidrauski, Miguel (1939–1968) The New Palgrave Dictionary of Economics.mht
    • sieve extremum estimation The New Palgrave Dictionary of Economics.mht
    • signalling and screening The New Palgrave Dictionary of Economics.mht
    • silver standard The New Palgrave Dictionary of Economics.mht
    • Simon, Herbert A_ (1916–2001) The New Palgrave Dictionary of Economics.mht
    • Simons, Henry Calvert (1899–1946) The New Palgrave Dictionary of Economics.mht
    • Simonsen, Mario Henrique (1935–1997) The New Palgrave Dictionary of Economics.mht
    • simplex method for solving linear programs The New Palgrave Dictionary of Economics.mht
    • simulation estimators in macroeconometrics The New Palgrave Dictionary of Economics.mht
    • simulation-based estimation The New Palgrave Dictionary of Economics.mht
    • simultaneous equations models The New Palgrave Dictionary of Economics.mht
    • single tax The New Palgrave Dictionary of Economics.mht
    • Sismondi, Jean Charles Leonard Simonde de (1773–1842) The New Palgrave Dictionary of Economics.mht
    • size of nations, economics approach to the The New Palgrave Dictionary of Economics.mht
    • skill-biased technical change The New Palgrave Dictionary of Economics.mht
    • slavery The New Palgrave Dictionary of Economics.mht
    • Slichter, Sumner Huber (1892–1959) The New Palgrave Dictionary of Economics.mht
    • sliding scales (wages) The New Palgrave Dictionary of Economics.mht
    • Slutsky, Eugen (1880–1948) The New Palgrave Dictionary of Economics.mht
    • small-world networks The New Palgrave Dictionary of Economics.mht
    • Smart, William (1853–1915) The New Palgrave Dictionary of Economics.mht
    • Smith, Adam (1723–1790) The New Palgrave Dictionary of Economics.mht
    • Smith, Bruce D_ (1954–2002) The New Palgrave Dictionary of Economics.mht
    • Smith, Vernon (born 1927) The New Palgrave Dictionary of Economics.mht
    • SNP nonparametric time series analysis The New Palgrave Dictionary of Economics.mht
    • social capital The New Palgrave Dictionary of Economics.mht
    • social choice The New Palgrave Dictionary of Economics.mht
    • social choice (new developments) The New Palgrave Dictionary of Economics.mht
    • social contract The New Palgrave Dictionary of Economics.mht
    • social democracy The New Palgrave Dictionary of Economics.mht
    • social discount rate The New Palgrave Dictionary of Economics.mht
    • social insurance The New Palgrave Dictionary of Economics.mht
    • social insurance and public policy The New Palgrave Dictionary of Economics.mht
    • social interactions (empirics) The New Palgrave Dictionary of Economics.mht
    • social interactions (theory) The New Palgrave Dictionary of Economics.mht
    • social learning The New Palgrave Dictionary of Economics.mht
    • social multipliers The New Palgrave Dictionary of Economics.mht
    • social networks Austrian perspectives The New Palgrave Dictionary of Economics.mht
    • social networks in labour markets The New Palgrave Dictionary of Economics.mht
    • social networks, economic relevance of The New Palgrave Dictionary of Economics.mht
    • social norms The New Palgrave Dictionary of Economics.mht
    • social preferences The New Palgrave Dictionary of Economics.mht
    • Social Security in the United States The New Palgrave Dictionary of Economics.mht
    • social status, economics and The New Palgrave Dictionary of Economics.mht
    • social welfare function The New Palgrave Dictionary of Economics.mht
    • socialism The New Palgrave Dictionary of Economics.mht
    • socialism (new perspectives) The New Palgrave Dictionary of Economics.mht
    • socialist calculation debate The New Palgrave Dictionary of Economics.mht
    • soft budget constraint The New Palgrave Dictionary of Economics.mht
    • Sohmen, Egon (1930–1977) The New Palgrave Dictionary of Economics.mht
    • Solow, Robert (born 1924) The New Palgrave Dictionary of Economics.mht
    • Sombart, Werner (1863–1941) The New Palgrave Dictionary of Economics.mht
    • Sonnenfels, Joseph von (1733–1817) The New Palgrave Dictionary of Economics.mht
    • South Sea bubble The New Palgrave Dictionary of Economics.mht
    • sovereign debt The New Palgrave Dictionary of Economics.mht
    • Soviet and Russian research, development and innovation The New Palgrave Dictionary of Economics.mht
    • Soviet economic reform The New Palgrave Dictionary of Economics.mht
    • Soviet growth record The New Palgrave Dictionary of Economics.mht
    • Soviet Union, economics in The New Palgrave Dictionary of Economics.mht
    • Spain, economics in The New Palgrave Dictionary of Economics.mht
    • spatial econometrics The New Palgrave Dictionary of Economics.mht
    • spatial economics The New Palgrave Dictionary of Economics.mht
    • spatial market integration The New Palgrave Dictionary of Economics.mht
    • spatial mismatch hypothesis The New Palgrave Dictionary of Economics.mht
    • specie-flow mechanism The New Palgrave Dictionary of Economics.mht
    • specification problems in econometrics The New Palgrave Dictionary of Economics.mht
    • spectral analysis The New Palgrave Dictionary of Economics.mht
    • speculative bubbles The New Palgrave Dictionary of Economics.mht
    • Spence, A_ Michael (born 1943) The New Palgrave Dictionary of Economics.mht
    • Spencer, Herbert (1820–1903) The New Palgrave Dictionary of Economics.mht
    • Spiethoff, Arthur August Kaspar (1873–1957) The New Palgrave Dictionary of Economics.mht
    • spline functions The New Palgrave Dictionary of Economics.mht
    • spontaneous order The New Palgrave Dictionary of Economics.mht
    • sports, economics of The New Palgrave Dictionary of Economics.mht
    • spurious regressions The New Palgrave Dictionary of Economics.mht
    • Sraffa, Piero (1898–1983) The New Palgrave Dictionary of Economics.mht
    • Sraffian economics The New Palgrave Dictionary of Economics.mht
    • Sraffian economics (new developments) The New Palgrave Dictionary of Economics.mht
    • s-S models The New Palgrave Dictionary of Economics.mht
    • stability and growth pact The New Palgrave Dictionary of Economics.mht
    • stable population theory The New Palgrave Dictionary of Economics.mht
    • Stackelberg, Heinrich von (1905–1946) The New Palgrave Dictionary of Economics.mht
    • Stakhanovism The New Palgrave Dictionary of Economics.mht
    • Stalinism, political economy of The New Palgrave Dictionary of Economics.mht
    • standards of living (historical trends) The New Palgrave Dictionary of Economics.mht
    • state capture and corruption in transition economies The New Palgrave Dictionary of Economics.mht
    • state space models The New Palgrave Dictionary of Economics.mht
    • state-dependent preferences The New Palgrave Dictionary of Economics.mht
    • statistical decision theory The New Palgrave Dictionary of Economics.mht
    • statistical discrimination The New Palgrave Dictionary of Economics.mht
    • statistical inference The New Palgrave Dictionary of Economics.mht
    • statistical mechanics The New Palgrave Dictionary of Economics.mht
    • statistics and economics The New Palgrave Dictionary of Economics.mht
    • status and economics The New Palgrave Dictionary of Economics.mht
    • Steindl, Josef (1912–1993) The New Palgrave Dictionary of Economics.mht
    • Steuart, Sir James (1713–1780) The New Palgrave Dictionary of Economics.mht
    • Stewart, Dugald (1753–1828) The New Palgrave Dictionary of Economics.mht
    • sticky wages and staggered wage setting The New Palgrave Dictionary of Economics.mht
    • Stigler, George Joseph (1911–1991) The New Palgrave Dictionary of Economics.mht
    • Stiglitz, Joseph E_ (born 1943) The New Palgrave Dictionary of Economics.mht
    • stigma The New Palgrave Dictionary of Economics.mht
    • stochastic adaptive dynamics The New Palgrave Dictionary of Economics.mht
    • stochastic dominance The New Palgrave Dictionary of Economics.mht
    • stochastic frontier models The New Palgrave Dictionary of Economics.mht
    • stochastic optimal control The New Palgrave Dictionary of Economics.mht
    • stock price predictability The New Palgrave Dictionary of Economics.mht
    • stock price volatility The New Palgrave Dictionary of Economics.mht
    • Stockholm School The New Palgrave Dictionary of Economics.mht
    • stocks and flows The New Palgrave Dictionary of Economics.mht
    • Stone, John Richard Nicholas (1913–1991) The New Palgrave Dictionary of Economics.mht
    • strategic and extensive form games The New Palgrave Dictionary of Economics.mht
    • strategic trade policy The New Palgrave Dictionary of Economics.mht
    • strategic voting The New Palgrave Dictionary of Economics.mht
    • strategy-proof allocation mechanisms The New Palgrave Dictionary of Economics.mht
    • stratification The New Palgrave Dictionary of Economics.mht
    • stratified and cluster sampling The New Palgrave Dictionary of Economics.mht
    • strikes The New Palgrave Dictionary of Economics.mht
    • Strotz, Robert H_ (1922–1994) The New Palgrave Dictionary of Economics.mht
    • structural change The New Palgrave Dictionary of Economics.mht
    • structural change, econometrics of The New Palgrave Dictionary of Economics.mht
    • structural unemployment The New Palgrave Dictionary of Economics.mht
    • structural vector autoregressions The New Palgrave Dictionary of Economics.mht
    • structuralism The New Palgrave Dictionary of Economics.mht
    • stylized facts The New Palgrave Dictionary of Economics.mht
    • subsistence and subsistence wages The New Palgrave Dictionary of Economics.mht
    • substitutes and complements The New Palgrave Dictionary of Economics.mht
    • sugar industry The New Palgrave Dictionary of Economics.mht
    • sunspot equilibrium The New Palgrave Dictionary of Economics.mht
    • supermodularity and supermodular games The New Palgrave Dictionary of Economics.mht
    • superneutrality The New Palgrave Dictionary of Economics.mht
    • superstars, economics of The New Palgrave Dictionary of Economics.mht
    • supply chains The New Palgrave Dictionary of Economics.mht
    • surplus The New Palgrave Dictionary of Economics.mht
    • survey data, analysis of The New Palgrave Dictionary of Economics.mht
    • sustainability The New Palgrave Dictionary of Economics.mht
    • Svennilson, Ingvar (1908–1972) The New Palgrave Dictionary of Economics.mht
    • Swadeshi movement The New Palgrave Dictionary of Economics.mht
    • Swan, Trevor W_ (1914–1989) The New Palgrave Dictionary of Economics.mht
    • Sweezy, Paul Marlor (1910–2004) The New Palgrave Dictionary of Economics.mht
    • Swift, Jonathan (1667–1745) The New Palgrave Dictionary of Economics.mht
    • switching costs The New Palgrave Dictionary of Economics.mht
    • symmetry breaking The New Palgrave Dictionary of Economics.mht
    • systems of cities The New Palgrave Dictionary of Economics.mht
    • ‘supply and demand’ The New Palgrave Dictionary of Economics.mht
    • Saint-Simon, Claude-Henri (1760–1825) The New Palgrave Dictionary of Economics.mht
    • Samuelson, Paul Anthony (born 1915) The New Palgrave Dictionary of Economics.mht
    • Sargan, John Denis 1924–1996 The New Palgrave Dictionary of Economics.mht
    • satisficing The New Palgrave Dictionary of Economics.mht
    • Sauvy, Alfred (1898–1990) The New Palgrave Dictionary of Economics.mht
  • 16.62 MB
  • 2012-5-13

  • Multiscale Stochastic Volatility.rar

    本附件包括：
    • Multiscale+Stochastic+Volatility.pdf
  • 2.75 MB
  • 2012-3-21

  • Derivatives in Financial Markets with Stochastic Volatility.rar

    本附件包括：
    • Derivatives in Financial Markets with Stochastic Volatility.djvu
  • 5.15 MB
  • 2011-4-3

  • selected papers 5.zip

    本附件包括：
    • BUGS for a Bayesian analysis of stochastic volatility models.pdf
    • 1994 Bayesian Analysis of Stochastic Jrnl of Bus & Econ Stats.pdf
    • Bayesian Analysis of Linear Factor Models with.pdf
    • Bayesian Estimation of a Stochast.pdf
    • Lecture 12_ Bayesian Estimation o.pdf
  • 10.95 MB
  • 2010-9-5

  • Bayesian analysis and MCMC 4.zip

    本附件包括：
    • Discrete-Time Stochastic Volatili.pdf
    • discussion of MCMC-based inference by R.pdf
    • Estimation of Stochastic Volatility Models- An.pdf
    • Inference With Non-Gaussian Ornstein-Uhlenbeck Processes.pdf
    • LectureNotes_6 MCMC.pdf
    • marginal likelihood from Gibbs output.pdf
    • marginal likelihood from metropolis-hasting output.pdf
    • Markov Chain Monte Carlo for Statistical Inference.pdf
    • Markov Chain Monte Carlo Methods for Bayesian Analysis.pdf
    • Markov Chain Monte Carlo methods for Generalized Stochastic Volatility Models.pdf
    • markov chain monte carlo simulation methods in econometrics.pdf
    • Markov Chains for Exploring Posterior Distributions Luke Tierney.pdf
  • 5.12 MB
  • 2010-9-5

  • Bayesian analysis and MCMC 3.zip

    本附件包括：
    • modeling stochastic volatility with application to stock returns.pdf
    • 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
  • 9.52 MB
  • 2010-9-5

  • Bayesian analysis and MCMC 2.zip

    本附件包括：
    • monte carlo integration with markov chain.pdf
    • Monte carlo methods and bayesian computation.pdf
    • monte carlo sampling using markov chain and their applications.pdf
    • On leverage in a stochastic volat.pdf
    • on mcmc method for nonlinear and non-gaussian state-space model.pdf
    • PARAMETER ESTIMATION IN STOCHASTI.pdf
    • Parameterisation and Efficient MC.pdf
    • Probabilistic Inference Using MCMC.pdf
    • Robust Bayesian Analysis of Heavy.pdf
    • Simulation and Monte Carlo with Applications,Dagpunar - John Wiley.pdf
    • Stochastic Volatility- Likelihood Inference and Comparison with ARCH Models.pdf
    • student-seminar.pdf
    • The Calculation of Posterior Distributions by Data Augmentation .pdf
  • 15.74 MB
  • 2010-9-5

  • heston.rar

    本附件包括：
    • A closed-form GARCH option valuation model.pdf
    • Pricing American-style Derivatives under the Heston Model.pdf
    • Convexity of option prices in the Heston model.pdf
    • Finite Difference Schemes for Heston model.pdf
    • Heston’s Stochastic Volatility.pdf
    • Not-so-complex logarithms in the Heston model.pdf
    • The Heston Model.pdf
    • The Heston Model A Practical Approach with matlab code.pdf
    • [The Review of Financial Studies, Heston] A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options.pdf
  • 6.76 MB
  • 2010-1-16

  • Stochastic Volatility and the Pricing of Financial Derivatives.rar

    本附件包括：
    • Stochastic Volatility and the Pricing of Financial Derivatives.pdf
  • 6.6 MB
  • 2009-10-12

  • 278945.pdf
       [下载]BUGS for a Bayesian Analysis of Stochastic Volatility Models

  • 465.93 KB
  • 2008-12-21

  • 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

  • 251968.pdf
       Stochastic Volatility: selected readings

  • 3.01 MB
  • 2008-9-30

  • 250871.pdf
       [下载] Stochastic Volatility Selected Readings

  • 3.01 MB
  • 2008-9-26

  • 215495.pdf
       stochastic volatility

  • 3.01 MB
  • 2008-5-28

  • 203654.rar
       [求助]文献一篇

    本附件包括：
    • The pricing of options on assets with stochastic volatility.pdf
  • 433.64 KB
  • 2008-4-6

  • 192884.pdf
       [下载]stochastic volatility

  • 3.01 MB
  • 2008-2-15

  • 192883.pdf
       [下载]stochastic volatility

  • 3.01 MB
  • 2008-2-15

  • 192882.pdf
       [下载]stochastic volatility

  • 3.01 MB
  • 2008-2-15

  • 180749.rar
       Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics)

    本附件包括：
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