relapse
发表于 2025-3-21 20:06:12
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INTER
发表于 2025-3-21 21:15:17
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过于平凡
发表于 2025-3-22 02:51:27
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ABHOR
发表于 2025-3-22 07:48:22
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凶兆
发表于 2025-3-22 12:06:58
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recession
发表于 2025-3-22 16:29:06
https://doi.org/10.1007/978-3-322-86459-8 empirical findings suggest that portfolios using time-varying copulas, particularly the Clayton dependence, outperform those constructed using Pearson correlations. The above results still hold under different weight updating strategies and portfolio rebalancing frequencies.
纵欲
发表于 2025-3-22 17:04:17
Motivations for Issuing Putable Debt: An Empirical Analysis, issuing European putable bonds as helping mitigate security mispricing. Our study is an application of important statistical methods in corporate finance, namely, . and the use of general method of moments for cross-sectional regressions.
NUDGE
发表于 2025-3-22 22:21:09
Can Time-Varying Copulas Improve the Mean-Variance Portfolio?, empirical findings suggest that portfolios using time-varying copulas, particularly the Clayton dependence, outperform those constructed using Pearson correlations. The above results still hold under different weight updating strategies and portfolio rebalancing frequencies.
Culpable
发表于 2025-3-23 02:39:29
Reference work 2015ologies in econometrics and statistics as applied to financial research. Including overviews of key concepts by the editors and in-depth contributions from leading scholars around the world, the Handbook is the definitive resource for both classic and cutting-edge theories, policies, and analytical
急急忙忙
发表于 2025-3-23 06:27:25
Methods of Denoising Financial Data,nt decomposition of the systematic pattern (the trend) and noises of financial data will lead to erroneous conclusions since irregularities and roughness of the financial data make the application of traditional methods difficult..In this chapter, we provide a review to discuss some methods applied for denoising analysis of financial data.