Cross-Section vs Time Series Measures of UncertaintyCiaran DriverGiovanni Urga
Set a time-series andcross-section datato the common advantage. 它既能反映某一时期各个个体数据的规律,也能描述每个个体随时间变化的规律,集合了时间序列和截面数据的共同优点。 更多例句>> 5) Cross-sectional Data 截面数据 1. Thus,the author analyses the influencing factors of development of general ...
横截面数据 The third chapter carries on empirical analysis,including time series and cross-section data analysis.第三章为实证分析,分别进行时序分析和横截面数据.时序数据 The availability of cross-country and time-series data now allows experts to make much more systematic analyses.今天,由于...
Fama 跟 French 的三因子模型打开了股票多因子投资的大门,到了2020了,Fama 跟 French 发表了 “comparing cross-section and time-series factor models” 论文分三部分: 在提出对比截面回归模型跟时序回归模型的想法后,Fama 跟 French 分三步完成了两个模型的对比。 第一步是构建X的值 第二步是构建Y的值 第...
Cross-section versus time cross-sectiontime seriesincome elasticitiesNo abstract is available for this item.doi:10.1016/0165-1765(95)00803-9Gardes, Francois... F Gardes,S Langlois,D Richaudeau - 《Economics Letters》 被引量: 11发表: 1996年 Price elasticity of illegal versus legal cannabis: a...
Chaves, Denis, 2009, What explains the variance of prices and returns? time-series vs. cross-section, Working Paper.Chaves, Denis, 2009, "What Explains the Variance of Prices and Returns?: Time-series vs. Cross-section," Ph. D. Dissertation, University of Chicago, http://ssrn.com/...
答案解析 查看更多优质解析 解答一 举报 横截面数据The third chapter carries on empirical analysis,including time series and cross-section data analysis.第三章为实证分析,分别进行时序分析和横截面数据.时序数据 The availability of cross-country... 解析看不懂?免费查看同类题视频解析查看解答 更多答案(1) ...
series序列timeissuesdataldv Time-series–CrossSectionData:Time-SeriesIssues NathanielBeck(withalittlehelpfromhisfriends,particularly JonathanKatz DepartmentofPolitics,NYU,NewYork,NY10012,nathaniel.beck@nyu.edu PreparedforWorkshop,UTDallas,Nov.11,2006 1 Outline Introduction Generaltime-seriesissues Testing Comp...
We use the cross-section regression approach of Fama and MacBeth (1973) to construct cross-section factors corresponding to the time-series factors of Fama and French (2015). Time-series models that use only cross-section factors provide better descriptions of average returns than time-series mode...
摘要: We contrast the time-series and cross-sectional performance of three popular investment strategies: carry, momentum and value. While considerable research has e关键词:Value carry momentum time-series cross-section Sharpe ratio trading strategies skew commodities FX foreign exchange equity fixed ...