Inordinate 发表于 2025-3-26 23:02:15

Claus D. Eck,Hans Jöri,Marlène VogtWe consider panel financial analysis from a statistical perspective. We discuss some main findings and challenges in the area of (i) estimating standard errors; (ii) joint dependence; (iii) to pool or not to pool; (iv) aggregation and predictions; (v) modeling cross-sectional dependence; and (vi) multiple-dimensional statistics.

Rustproof 发表于 2025-3-27 04:45:00

http://reply.papertrans.cn/31/3015/301471/301471_32.png

寄生虫 发表于 2025-3-27 06:19:35

Noncausal Autoregressive Model in Application to Bitcoin/USD Exchange Ratesainst the US Dollar. The dynamics of the daily Bitcoin/USD exchange rate series displays episodes of local trends, which can be modelled and interpreted as speculative bubbles. The bubbles may result from the speculative component in the on-line trading. The Bitcoin/USD exchange rates are modelled and predicted.

Nmda-Receptor 发表于 2025-3-27 10:50:00

An Overview of the Black-Scholes-Merton Model After the 2008 Credit Crisis adjustments forced on the BSM model by the 2008 credit crisis to maintain the relevance of the model. The inclusion of credit value adjustment (CVA), debit value adjustment (DVA), funding value adjustment (FVA) and the posting of collateral in the BSM model are discussed.

镇痛剂 发表于 2025-3-27 15:10:35

http://reply.papertrans.cn/31/3015/301471/301471_35.png

Tempor 发表于 2025-3-27 20:53:08

Towards Generalizing Bayesian Statistics: A Random Fuzzy Set Approachore robust. The approach is based upon viewing the unknown parameter as a random fuzzy set. To achieve this point of view, we elaborate on the concept of coarsening schemes for gathering experts’ opinion, how to combine experts’ opinion, and how to define rigorously the concept of random fuzzy sets.

misshapen 发表于 2025-3-28 00:54:02

http://reply.papertrans.cn/31/3015/301471/301471_37.png

invert 发表于 2025-3-28 05:16:28

Studies in Computational Intelligencehttp://image.papertrans.cn/e/image/301471.jpg

圆锥体 发表于 2025-3-28 06:25:09

http://reply.papertrans.cn/31/3015/301471/301471_39.png

整理 发表于 2025-3-28 12:10:17

http://reply.papertrans.cn/31/3015/301471/301471_40.png
页: 1 2 3 [4] 5 6
查看完整版本: Titlebook: Econometrics of Risk; Van-Nam Huynh,Vladik Kreinovich,Komsan Suriya Book 2015 Springer International Publishing Switzerland 2015 Asset Pri