Sheppard, K. (2010). Financial Econometrics Notes. Oxford University, Oxford.Sheppard, K.: Financial econometrics notes. University of Oxford (2010)Sheppard, K.: Financial econometrics notes. University of Oxford, New York (2010)Sheppard K (2010) Financial econometrics notes. University of Oxford...
Financial Econometrics:金融计量经济学.pdf,Financial Econometrics product: 4355 | course code: c359 Financial Econometrics © Centre for Financial and Management Studies SOAS, University of London 2010, 2011, 2013 All rights reserved. No part of this c
Lecture Notes in Financial Econometrics (MBF, MSc course at UNISG) This paper studies if the consumption-based asset pricing model can explain the cross-section of Sharpe ratios. The CRRA model and several extensions (habi... Paul Sderlind 被引量: 5发表: 2011年 ...
金融市场计量经济学 The Econometrics of Financial Market 热度: 陈松年计量经济学讲义全集_Econometrics Lecture Notes CHEN SONGNIAN 热度: Financial Econometrics金融计量 热度: Financial Econometrics product:4355 |course code:c359 Financial Econometrics ©Centrefor Financial and Management Studies SOAS, Universi...
This research is part of the COST Action project CA21163 “Text, functional and other high-dimensional data in econometrics: New models, methods, applications” (HiTEc). 1 Recently, Greenwood et al. (2022) use the post-WWII sample of the historical banking crisis database newly assembled by...
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3 have of course not only inspired research from statistical physicists, but are in fact at the root of the development of financial econometrics as we know it today. Modeling the volatility of an asset serves as the foundation for applications not only in asset pricing but also in risk ...
2023, Journal of Financial Econometrics Implementing artificial intelligence in forecasting the risk of personal bankruptcies in Poland and Taiwan 2022, Oeconomia Copernicana Measuring and assessing the impact of the global economic crisis on European real property market 2019, Journal of Business Economics...
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