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浏览/检索结果: 共48条，第1-10条 帮助 限定条件 发表日期：2013    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 Nonparametric Regression With Nearly Integrated Regressors Under Long Run Dependence 研究报告 2013 Zongwu Cai; Bing-Yi Jing; Xin-Bing Kong; Zhi Liu    收藏  |  浏览/下载：8/0  |  提交时间：2013/11/08 Asymptotics  kernel smoothing  local time of an Ornstein-Uhlenbeck fractional Brownian motion  nonlinearity  nonstationary covariates  unit root.     Granger Causality in Risk and Detection of Extreme Risk Spillover Between Financial Markets 研究报告 2013 Yongmiao Hong; Yanhui Liu; Shouyang Wang    收藏  |  浏览/下载：66/0  |  提交时间：2013/11/08 Cross-spectrum  Extreme downside risk  Financial contagion  Granger causality in risk  Nonlinear time series  Risk management  Value at Risk     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.   A Robust Equilibrium Relationship between Market Prices of Risks and Risk Aversion in Dynamically Complete Stochastic 研究报告 2013 Qian Han; Calum G. Turvey 收藏  |  浏览/下载：4/0  |  提交时间：2013/11/08 General equilibrium  market price of risk  market risk aversion  market pricing kernel  habit formation  stochastic volatility model     A Consistent Model Specification Test with Mixed Discrete and Continuous Data 期刊论文 http://www.wise.xmu.edu.cn/paperInfor.asp?id=77, 2013 Cheng Hsiao; Qi Li; Jeffrey S. Racine    收藏  |  浏览/下载：7/0  |  提交时间：2013/11/08 Consistent test  Parametric functional form  Nonparametric estimation     Serial Correlation and Serial Dependence : The New Palgrave Dictionary of Economics 期刊论文 http://www.wise.xmu.edu.cn/paperInfor.asp?id=105, 2013 Yongmiao Hong    收藏  |  浏览/下载：5/0  |  提交时间：2013/11/08 ARMA models  Durbin–Watson statistic  efficient market hypothesis  entropy  generalized spectral density  homoskedasticity  heteroskedasticity  kernel estimators  Lagrange multipliers  rational expectations  serial correlation  serial dependence  spectral density  statistical inference  time series analysis   Granger causality in risk and detection of extreme risk spillover between financial markets 期刊论文 http://www.wise.xmu.edu.cn/paperInfor.asp?id=133, 2013 Yongmiao Hong; Yanhui Liu; Shouyang Wang    收藏  |  浏览/下载：8/0  |  提交时间：2013/11/08 Cross-spectrum  Extreme downside risk  Financial contagion  Granger causality in risk  Nonlinear time series  Risk management  Value at Risk     Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models 期刊论文 http://www.wise.xmu.edu.cn/paperInfor.asp?id=125, 2013 Zongwu Cai; Xiaoping Xu    收藏  |  浏览/下载：3/0  |  提交时间：2013/11/08  Bandwidth selection  Boundary effect  Covariance estimation  Kernel smoothing method  Nonlinear time series  Quantile regression  Value-at-risk  Varying coefficients.       Some Recent Developments in Nonparametric Finance 期刊论文 http://www.wise.xmu.edu.cn/paperInfor.asp?id=155, 2013 Zongwu Cai; Yongmiao Hong    收藏  |  浏览/下载：4/0  |  提交时间：2013/11/08