搜索结果
大小 上传时间

  • Continuous Time Processes for Finance.rar
       金融连续时间处理

    本附件包括：
    • CH 11 A Fractional Dupire Equation for Jump-Diffusions.pdf
    • CH 1 Switching Models- Properties and Estimation.pdf
    • CH 2 Estimation of Continuous Time Processes by Markov Chain.pdf
    • CH 3 Particle Filtering and Estimation.pdf
    • CH 4 Modeling of Spillover Effects in Stock Markets.pdf
    • CH 5 Non-Markov Models for Contagion and Spillover.pdf
    • CH 6 Fractional Brownian Motion.pdf
    • CH 7 Gaussian Fields for Asset Prices.pdf
    • CH 8 Lévy Interest Rate Models with a Long Memory.pdf
    • CH 9 Affine Volterra Processes and Rough Models.pdf
    • CH 10 Sub-diffusion for Illiquid Markets.pdf
  • 10.1 MB
  • 2023-6-25

  • Springer Series in Statistics(2005-2006).rar

    本附件包括：
    • 2005.Functional Data Analysis(2005).pdf
    • 2005.Inference in Hidden Markov Models(2005).djvu
    • 2005.Inference in Hidden Markov Models(2005).pdf
    • 2005.Models for Discrete Longitudinal Data(2005).pdf
    • 2005.Modern Multidimensional Scaling_ Theory and Applications, Second Edition(2005).pdf
    • 2005.Permutation, Parametric, and Bootstrap Tests of Hypotheses(2005).pdf
    • 2005.Statistical Demography and Forecasting-Springer (2005).pdf
    • 2006.A Modern Theory of Factorial Design (2006).pdf
    • 2006.An introduction to copulas(2006).pdf
    • 2006.Finite Mixture and Markov Switching Models(2006).pdf
    • 2006.Non-negative Matrices and Markov Chains(2006).djvu
    • 2006.Non-negative Matrices and Markov Chains(2006).pdf
    • 2006.Nonparametric Functional Data Analysis_ Theory and Practice(2006).pdf
    • 2006.Sampling Algorithms, 1st Ed (2006).pdf
    • 2006.Selected Papers of Frederick Mosteller(2006).pdf
    • 2006.Semiparametric Theory and Missing Data(2006).pdf
    • 2006.Statistical Analysis of Environmental Space-Time Processes(2006).pdf
    • 2006.Time Series_ Theory and Methods(2006).pdf
  • 68.89 MB
  • 2017-9-15

  • 46 Markov-switching models.mp4.zip

    本附件包括：
    • 46 Markov-switching models.mp4
  • 12.25 MB
  • 2016-7-15

  • Business confidence and stock returns in the USA_ a time-varying Markov regime-s.rar

    本附件包括：
    • Business confidence and stock returns in the USA_ a time-varying Markov regime-switching model.pdf
  • 546.69 KB
  • 2015-9-11

  • Markov-Switching.rar
       Markov-Switchin马尔科夫区制转换好文

    本附件包括：
    • A Markov regime-switching model for the semiconductor industry cycles.pdf
    • Markov-Switching model selection using Kullback-Leibler divergence.pdf
    • A Markov switching regime model of the South African business cycle.pdf
    • Long memory with Markov-Switching GARCH.pdf
    • Markov switching regimes in a monetary exchange rate model.pdf
    • Markov-Switching medels with endogeneous explanatory variable II _A two step MLE precedure.pdf
  • 1.64 MB
  • 2015-7-19

  • Testing the Markov switching model of GNP（jae_92m）.zip
       MS

    本附件包括：
    • markovm.m
    • gnp82.txt
    • markovp.m
    • Readme.txt
  • 10.11 KB
  • 2015-5-12

  • Handbook on Systemic Risk （Part I - III ).rar
       Part I - III

    本附件包括：
    • 1 Systemic Risk Information Requirements Current Environment, Needs, and Approaches for Development.htm
    • 2 Aligning Models and Data for Systemic Risk Analysis.htm
    • 3 Applying FpML.htm
    • 4 Data Integration for Systemic Risk in the Financial System.htm
    • 5 Semantics in Systemic Risk Management.htm
    • 6 Statistical Assessments of Systemic Risk Measures.htm
    • 7 Regime Switching Models and Risk Measurement Tools.htm
    • 8 Measuring Systemic Risk.htm
    • 9 Taxing Systemic Risk.htm
    • 10 Analyzing Systemic Risk of the European Banking Sector.htm
    • PART I DATA THE PREREQUISITE FOR MANAGING SYSTEMIC RISK.htm
    • PART II STATISTICS AND SYSTEMIC RISK.htm
    • PART III MEASURING AND REGULATING SYSTEMIC RISK.htm
  • 48.48 MB
  • 2014-5-26

  • The New Palgrave Dictionary of Economics R.rar

    本附件包括：
    • regime switching models The New Palgrave Dictionary of Economics.mht
    • R&D races The New Palgrave Dictionary of Economics.mht
    • racial profiling The New Palgrave Dictionary of Economics.mht
    • radical economics The New Palgrave Dictionary of Economics.mht
    • Rae, John (1796–1872) The New Palgrave Dictionary of Economics.mht
    • Rae, John (1845–1915) The New Palgrave Dictionary of Economics.mht
    • Ramsey model The New Palgrave Dictionary of Economics.mht
    • Ramsey pricing The New Palgrave Dictionary of Economics.mht
    • Ramsey, Frank Plumpton (1903–1930) The New Palgrave Dictionary of Economics.mht
    • rational behaviour The New Palgrave Dictionary of Economics.mht
    • rational choice and political science The New Palgrave Dictionary of Economics.mht
    • rational choice and sociology The New Palgrave Dictionary of Economics.mht
    • rational expectations The New Palgrave Dictionary of Economics.mht
    • rational expectations models, estimation of The New Palgrave Dictionary of Economics.mht
    • rationality The New Palgrave Dictionary of Economics.mht
    • rationality, bounded The New Palgrave Dictionary of Economics.mht
    • rationality, history of the concept The New Palgrave Dictionary of Economics.mht
    • rationing The New Palgrave Dictionary of Economics.mht
    • Rau, Karl Heinrich (1792–1870) The New Palgrave Dictionary of Economics.mht
    • Raymond, Daniel (1786–1849) The New Palgrave Dictionary of Economics.mht
    • real balances The New Palgrave Dictionary of Economics.mht
    • real bills doctrine The New Palgrave Dictionary of Economics.mht
    • real bills doctrine versus the quantity theory The New Palgrave Dictionary of Economics.mht
    • real business cycles The New Palgrave Dictionary of Economics.mht
    • real cost doctrine The New Palgrave Dictionary of Economics.mht
    • real exchange rates The New Palgrave Dictionary of Economics.mht
    • real rigidities The New Palgrave Dictionary of Economics.mht
    • real wage rates (historical trends) The New Palgrave Dictionary of Economics.mht
    • realized volatility The New Palgrave Dictionary of Economics.mht
    • reciprocity and collective action The New Palgrave Dictionary of Economics.mht
    • recursive competitive equilibrium The New Palgrave Dictionary of Economics.mht
    • recursive contracts The New Palgrave Dictionary of Economics.mht
    • recursive preferences The New Palgrave Dictionary of Economics.mht
    • redistribution of income and wealth The New Palgrave Dictionary of Economics.mht
    • reduced rank regression The New Palgrave Dictionary of Economics.mht
    • regional and preferential trade agreements The New Palgrave Dictionary of Economics.mht
    • regional development, geography of The New Palgrave Dictionary of Economics.mht
    • regression-discontinuity analysis The New Palgrave Dictionary of Economics.mht
    • regular economies The New Palgrave Dictionary of Economics.mht
    • regulation The New Palgrave Dictionary of Economics.mht
    • Reid, Margaret Gilpin (1896–1991) The New Palgrave Dictionary of Economics.mht
    • religion and economic development The New Palgrave Dictionary of Economics.mht
    • religion, economics of The New Palgrave Dictionary of Economics.mht
    • rent The New Palgrave Dictionary of Economics.mht
    • rent control The New Palgrave Dictionary of Economics.mht
    • rent seeking The New Palgrave Dictionary of Economics.mht
    • repeated games The New Palgrave Dictionary of Economics.mht
    • reputation The New Palgrave Dictionary of Economics.mht
    • resale markets The New Palgrave Dictionary of Economics.mht
    • research joint ventures The New Palgrave Dictionary of Economics.mht
    • reservation price and reservation demand The New Palgrave Dictionary of Economics.mht
    • residential real estate and finance The New Palgrave Dictionary of Economics.mht
    • residential segregation The New Palgrave Dictionary of Economics.mht
    • reswitching of technique The New Palgrave Dictionary of Economics.mht
    • retirement The New Palgrave Dictionary of Economics.mht
    • returns to scale The New Palgrave Dictionary of Economics.mht
    • returns to scale measurement The New Palgrave Dictionary of Economics.mht
    • returns to schooling The New Palgrave Dictionary of Economics.mht
    • revealed preference theory The New Palgrave Dictionary of Economics.mht
    • revelation principle The New Palgrave Dictionary of Economics.mht
    • reverse capital deepening The New Palgrave Dictionary of Economics.mht
    • rhetoric of economics The New Palgrave Dictionary of Economics.mht
    • Ricardian equivalence theorem The New Palgrave Dictionary of Economics.mht
    • Ricardian trade theory The New Palgrave Dictionary of Economics.mht
    • Ricardo, David (1772–1823) The New Palgrave Dictionary of Economics.mht
    • risk The New Palgrave Dictionary of Economics.mht
    • risk aversion The New Palgrave Dictionary of Economics.mht
    • risk sharing The New Palgrave Dictionary of Economics.mht
    • risk-coping strategies The New Palgrave Dictionary of Economics.mht
    • Rist, Charles (1874–1955) The New Palgrave Dictionary of Economics.mht
    • Robbins, Lionel Charles (1898–1984) The New Palgrave Dictionary of Economics.mht
    • Robertson, Dennis (1890–1963) The New Palgrave Dictionary of Economics.mht
    • Robinson Crusoe The New Palgrave Dictionary of Economics.mht
    • Robinson, Edward Austin Gossage (1897–1993) The New Palgrave Dictionary of Economics.mht
    • Robinson, Joan Violet (1903–1983) The New Palgrave Dictionary of Economics.mht
    • robust control The New Palgrave Dictionary of Economics.mht
    • robust estimators in econometrics The New Palgrave Dictionary of Economics.mht
    • Rogers, James Edwin Thorold (1823–1890) The New Palgrave Dictionary of Economics.mht
    • Roos, Charles Frederick (1901–1958) The New Palgrave Dictionary of Economics.mht
    • Roscher, Wilhelm Georg Friedrich (1817–1894) The New Palgrave Dictionary of Economics.mht
    • Rosen, Sherwin (1938–2001) The New Palgrave Dictionary of Economics.mht
    • Rosenstein-Rodan, Paul Narcyz (1902–1985) The New Palgrave Dictionary of Economics.mht
    • Rosenthal, Robert W_ (1944–2002) The New Palgrave Dictionary of Economics.mht
    • Rostow, Walt Whitman (1916–2003) The New Palgrave Dictionary of Economics.mht
    • rotating saving and credit associations (ROSCAs) The New Palgrave Dictionary of Economics.mht
    • Rothbard, Murray N_ (1926–1995) The New Palgrave Dictionary of Economics.mht
    • rotten kid theorem The New Palgrave Dictionary of Economics.mht
    • Roy model The New Palgrave Dictionary of Economics.mht
    • Roy, René Francois Joseph (1894–1977) The New Palgrave Dictionary of Economics.mht
    • Royal Economic Society The New Palgrave Dictionary of Economics.mht
    • Rubin causal model The New Palgrave Dictionary of Economics.mht
    • Ruggles, Richard (1916–2001) The New Palgrave Dictionary of Economics.mht
  • 8.45 MB
  • 2012-5-13

  • Finite Mixture and Markov Switching Models.zip
       书籍 Book

    本附件包括：
    • 11.Statistical Inference for Markov Switching Models.pdf
    • 12.Nonlinear Time Series Analysis Based on Markov Switching Models.pdf
    • 13.Switching State Space Models.pdf
    • A.Appendix.pdf
    • Front-Matter.pdf
    • 01.Finite Mixture Modeling.pdf
    • 02.Statistical Inference for a Finite Mixture Model with Known Number of Components.pdf
    • 03.Practical Bayesian Inference for a Finite Mixture Model with Known Number of Components.pdf
    • 04.Statistical Inference for Finite Mixture Models Under Model Specification Uncertainty.pdf
    • 05.Computational Tools for Bayesian Inference for Finite Mixtures Models Under Model Specification Uncertainty.pdf
    • 06.Finite Mixture Models with Normal Components.pdf
    • 07.Data Analysis Based on Finite Mixtures.pdf
    • 08.Finite Mixtures of Regression Models.pdf
    • 09.Finite Mixture Models with Nonnormal Components.pdf
    • 10.Finite Markov Mixture Modeling.pdf
  • 6.77 MB
  • 2010-5-15

  • Z Finite mixture and markov switching models.rar

    本附件包括：
    • front-matter.pdf
    • 1 fulltext.pdf
    • 2 fulltext.pdf
    • 3 fulltext.pdf
    • 4 fulltext.pdf
    • 5 fulltext.pdf
    • 6 fulltext.pdf
    • 7 fulltext.pdf
    • 8 fulltext.pdf
    • 9 fulltext.pdf
    • 10 fulltext.pdf
    • 11 fulltext.pdf
    • 12 fulltext.pdf
    • 13 fulltext.pdf
    • back-matter.pdf
  • 6.69 MB
  • 2009-8-18

  • 316086.pdf
       [分享]Markov-switching models with endogenous explanatory variables II A two-step

  • 1.63 MB
  • 2009-4-17

  • 149070.pdf
       [下载]Finite Mixture and Markov Switching Models

  • 5.36 MB
  • 2007-8-27

  • 40292.zip
       Gauss Package for Marikov Regime Switching Model

  • 939.86 KB
  • 2006-2-20

  • 37996.rar
       [分享]春节贺礼：Kim及与其他共写 的《State Space Models with Regime-Switching》3-11章gauss

    本附件包括：
    • Chapter 9 - Markov-Switching Models and Gibbs Sampling.doc
  • 19.92 KB
  • 2006-1-20

  • 37991.rar
       [分享]春节贺礼：Kim及与其他共写 的《State Space Models with Regime-Switching》3-11章gauss

    本附件包括：
    • Chapter 4 - Markov-Switching Models.doc
  • 41.39 KB
  • 2006-1-20

  • 25776.rar
       Journal of Econometrics Vol 96 2000

    本附件包括：
    • Moments of Markov switching models.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
    • Nonparametric inference on structural breaks.pdf
    • On simulated EM algorithms.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
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