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GARCH in mean VAR
说明: 一篇论文的GARCH in mean VAR(GARCH in mean VAR of a published paper)
- 2020-06-19 01:00:02下载
- 积分:1
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SWD
计算CVAR 条件下的最有权重,主要针对股票收益率进行分析(compute the optimal weight under CVAR condition)
- 2021-01-05 23:28:54下载
- 积分:1
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did
双重差分估计
双重差分模型(difference-in-difference,DID)近年来多用于计量经济学中对于公共政策或项目实施效果 的定量评估。
通常大范围的公共政策有别于普通科研性研究,难以保证对于政策实施组和对照组在样本分配上的完全随机。非随机分配政策实施组和对照组的试验称为自然试验(naturaltrial),此类试验存在较显著的特点,即不同组间样本在政策实施前可能存在事前差异,仅通过单一前后对比或横向对比的分析方法会忽略这种差异,继而导致对政策实施效果的有偏估计。(Quantitative evaluation of policy or project implementation effect. Generally, a wide range of public policies is different from general scientific research, and it is difficult to ensure that the sample allocation for the policy implementation group and the control group is completely random. The non-randomly assigned policy implementation group and the control group are called natural trials, which have significant characteristics, i.e. there may be prior differences between the different groups of samples before the implementation of the policy, and this difference will be ignored only through a single pre-and post-comparison or horizontal comparison analysis method, which leads to the policy. Biased estimation of implementation)
- 2020-07-03 20:00:01下载
- 积分:1
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R语言实战(第2版)中文
该书是一本较好的R语言编程书籍,从认识到实战,手把手教你如何使用R语言进行数据分析、挖掘、画图等等。(This book is a good R language programming book, from understanding to actual combat, teach you how to use R language data analysis, mining, drawing and so on.)
- 2020-06-25 16:40:02下载
- 积分:1
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chapter9 codes&data
说明: 金融时间序列第九章的代码加数据,用的r语言(Analysis of Financial Time Series 3th)
- 2020-03-14 20:40:24下载
- 积分:1
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Rts
关于时间序列分析的一些比较简单的例子,有注释。使用R语言编写。(Some examples of time series in R)
- 2020-06-30 11:40:02下载
- 积分:1
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R数据可视化手册
r语言可视化领域最详细的说明,从最简单的作图到可视化分析,内容详尽(The most detailed description of the field of R language visualization, from the simplest mapping to visual analysis, is exhaustive.)
- 2018-07-09 10:43:41下载
- 积分:1
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新建文本文档
说明: 估算波动率的动态条件相关系数,衡量两个金融市场之间的风险溢出效应(Estimating the dynamic conditional correlation coefficient of volatility and measuring the Risk Spillover Effect between two financial markets)
- 2020-08-25 19:28:15下载
- 积分:1
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pstr
说明: PSTR模型,解决面板数据的非线性关系问题,适合初学者使用(PSTR model, which solves the problem of non-linear relationship of panel data, is suitable for beginners to use.)
- 2020-11-08 09:49:47下载
- 积分:1
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CHAOS-IN-ELECTRIC-drives
混沌控制在机电控制系统中的应用,很好的外文原版书籍。供大家学习,参考。(chaos in Electrical drive)
- 2016-10-14 21:11:03下载
- 积分:1