Format: Kindle Edition Print Length: 384 pages Publisher: Springer; 4th ed. edition (July 14, 2006) Book Description This is an introductory textbook on probability theory and its applications. Basic concepts such as probability measure, r...
相关词条：Modeling, Mathematics, Investment, Management, The 我也想创建词条赚积分 Fabozzi Series 书名：The Mathematics of Financial Modeling and Investment Management 作者：by Sergio M. Focardi Frank J. Fabozzi 版次：March 29, 2004 格式：...
第一章前言. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1.1 什么是计量经济学. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....
1．面板数据定义 2．面板数据模型分类 3．面板数据模型估计方法 4．面板数据模型检验与设定方法 5．面板数据建模案例分析 6．面板数据的单位根检验 7．面板数据模型的协整检验...
Panel data models have become increasingly popular among applied researchersdue to their heightened capacity for capturing the complexity ofhuman behavior as compared to cross-sectional or time-series data models.As a consequence, more and...
第一章 计量经济学的性质与经济数据 第二章 简单回归模型 第三章 多元回归分析：估计 第四章 多元回归分析：推断 第五章 多元回归分析：OLS的渐进性 第六章 多元回归分析：其他问题 第七章 含有定性信息的多元回归分析：二值变量 第八章 异方差性 第九章 模...
Contents 1 Introduction 13 1.1 Rules of logic . . . . . . . . . . . . . . . . . . . . . . . . . . . 13 1.2 Taxonomy of Proofs . . . . . . . . . . . . . . . . . . . . . . . 17 1.3 Bibliography for Chapter 1 . . . . . . . . . . . . . . . . ....
Contents of Stochastic Volatility Selected Readings 1. Introduction, Neil Shephard 2. A Subordinated Stochastic Process Model with Fixed Variance for Speculative Prices, P. K. Clark 3. Financial Returns Modelled by the Product of Two Stoch...
Contents List of contributors ix Introduction xi 1 Market efficiency and forecasting 1 Wayne Ferson 1.1 Introduction 1 1.2 A modern view of market efficiency and predictability 2 1.3 Weak-form predictability 3 1.4 Semi-strong form predicta...
Chapter Summaries Introduction: A Glimpse at Set Theory 1 1. The Algebra of Sets, 1 Inclusion, intersection, union, complement, Cartesian product 2. Functions, 11 Transformations, composition of functions, inverse functions, direct and inv...
