BINGE
发表于 2025-3-25 04:16:21
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Antigen
发表于 2025-3-25 09:26:32
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AROMA
发表于 2025-3-25 13:16:24
https://doi.org/10.1007/978-1-4842-1365-0first cdf is larger. In this paper, we show that in such situations of approximate stochastic dominance, we can also conclude that the first alternative is better—provided that the set of points . at which the first cdf is larger is sufficiently small.
要求比…更好
发表于 2025-3-25 16:02:20
Asset Management for Infrastructure Systemsinally, we use the method to measures the volatility of a portfolio relative to the market, size and value premium. It should be noted that a complete study of quantile regression models with various error distributions is of great interests for applications.
植物群
发表于 2025-3-26 00:01:36
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朝圣者
发表于 2025-3-26 03:40:22
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MOTTO
发表于 2025-3-26 05:20:38
Evaluation of Portfolio Returns in Fama-French Model Using Quantile Regression Under Asymmetric Laplinally, we use the method to measures the volatility of a portfolio relative to the market, size and value premium. It should be noted that a complete study of quantile regression models with various error distributions is of great interests for applications.
Anecdote
发表于 2025-3-26 09:18:08
Analysis of Branching Ratio of Telecommunication Stocks in Thailand Using Hawkes ProcessTACs branching ratio is at 55 %, meaning DTACs price change is 55 % due to internal factors and 45 % due to external. Knowing to what extent the stock price is affected by external factors can strengthen investor strategy. Stocks with a low branching ratio are more speculative than those having a high branching ratio.
商议
发表于 2025-3-26 15:15:28
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藐视
发表于 2025-3-26 19:21:11
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