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浏览/检索结果: 共11条，第1-10条 帮助 限定条件 内容类型：研究报告    专题：厦门大学    第一署名单位    第一作者单位    通讯作者单位     已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 A Unified Approach to Validating Univariate and Multivariate Conditional Distribution Models in Time Series 研究报告 2013 Bin Chen; Yongmiao Hong    收藏  |  浏览/下载：11/0  |  提交时间：2013/11/08 Functional Coefficient Models for Economic and Financial Data 研究报告 2013 Zongwu Cai    收藏  |  浏览/下载：6/0  |  提交时间：2013/11/08 Bandwidth selection  Bootstrap  Capital asset pricing model  Dimensionality reduction  Endogeneity  Functional linear process  Functional varying coefficient model  Generalized likelihood ratio test  Instrumental variables model  Local linear estimation  Locally stationary model  Longitudinal data  Misspecification test  Piecewise stationary process  Structural change model  Threshold model  Time-varying model  Trending panel model.   Forecasting Interval-valued Crude Oil Prices via Autoregressive Conditional Interval Models 研究报告 2013 Ai Han; Yanan He; Yongmiao Hong; Shouyang Wang    收藏  |  浏览/下载：4/0  |  提交时间：2013/11/08 Interval-valued data  crude oil price  ACI model  minimum DK-distance estimation  range     A New Test for Superior Predictive Ability 研究报告 2013 Zongwu Cai(Department of Mathematics & Statistics, University of North Carolina at Charlotte, Charlotte,NC 28223, USA); Jiancheng Jiang(Department of Mathematics & Statistics, University of North Carolina at Charlotte, Charlotte,NC 28223, USA); Jingshuang Zhang(Department of Mathematics & Statistics, University of North Carolina at Charlotte, Charlotte,NC 28223, USA) 收藏  |  浏览/下载：6/0  |  提交时间：2013/11/08   Covariance matrix estimation  Data snooping  Generalized likelihood Ratio test  Reality check  SPA test  Technical trading rules.     The 2000 presidential election and the information cost of sensitive versus 研究报告 2013 Yan He; Hai Lin; Chunchi Wu; Uric B. Dufrene 收藏  |  浏览/下载：4/0  |  提交时间：2013/11/08 Presidential election  information asymmetry  transaction costs  bid-ask spreads  adverse selection cost     Evaluating the Impacts of Washington State Repeated Job Search Services on the Earnings of Prime-age 研究报告 2013 Cheng Hsiao; Yan Shen; Boqing Wang; Greg Weeks    收藏  |  浏览/下载：3/0  |  提交时间：2013/11/08 Some Recent Developments in Nonparametric Finance 研究报告 2013 Zongwu Cai; Yongmiao Hong    收藏  |  浏览/下载：4/0  |  提交时间：2013/11/08 Continuous time model  derivative pricing  jump process  kernel smoothing  nonparametric test  nonparametric pricing kernel  non-stationarity  options  predictability  stochastic discount factor  time-dependent model.   Nonparametric Methods for Estimating Conditional VaR and Expected Shortfall 研究报告 2013 Zongwu Cai; Xian Wang 收藏  |  浏览/下载：4/0  |  提交时间：2013/11/08 Non-parametric Tests for the Martingale Restriction: A New Approach 研究报告 2013 Biao Guo; Qian Han; Doojin Ryu 收藏  |  浏览/下载：5/0  |  提交时间：2013/11/08 Martingale restriction  Emerging market  Arbitrage  Option pricing  Non-parametric  Risk-neutral density     基于DSpace构建机构仓储的备份与恢复 研究报告 2011 陈和 收藏  |  浏览/下载：2/0  |  提交时间：2011/04/26 DSpace  机构仓储  备份  恢复  Institutional Repository  Backup  Recover