Projection 发表于 2025-3-28 16:55:01
http://reply.papertrans.cn/43/4214/421322/421322_41.png很是迷惑 发表于 2025-3-28 22:30:04
http://reply.papertrans.cn/43/4214/421322/421322_42.png古文字学 发表于 2025-3-29 01:22:53
http://reply.papertrans.cn/43/4214/421322/421322_43.pngcalorie 发表于 2025-3-29 05:20:17
https://doi.org/10.1007/978-3-642-72799-3ithin the realm of factor models, default dependence is due to a set of common systemic factors. Conditional on these common factors, defaults are independent. The benefit of a factor model is straightforward coupling with a copula function to give an analytic formulation of the joint distribution o装勇敢地做 发表于 2025-3-29 08:52:12
https://doi.org/10.1007/978-3-7091-5719-0two estimation procedures that can do so and illustrate their application by examining international variations in expected equity premia and financial architecture where a number of variables vary across time but not cross-sectionally, while other variables vary cross-sectionally but not across timbadinage 发表于 2025-3-29 15:05:58
http://reply.papertrans.cn/43/4214/421322/421322_46.pngamorphous 发表于 2025-3-29 18:07:45
https://doi.org/10.1007/978-3-662-46217-1ng simulation studies about the performance of commonly used methods. We document in details how to implement a simulation study and report our own findings on large-size samples. The findings have important implications for future research..We examine the performance of more than 20 different testiinsidious 发表于 2025-3-29 20:49:50
http://reply.papertrans.cn/43/4214/421322/421322_48.png抵消 发表于 2025-3-30 03:42:57
http://reply.papertrans.cn/43/4214/421322/421322_49.png过分 发表于 2025-3-30 06:14:32
https://doi.org/10.1007/978-3-322-81746-4companies (dic) purchases, and net registered trading firms (rtf) purchases) to examine: (i) the interaction among three types of institutional investors, particularly to test whether net foreign purchases lead net domestic purchases by dic and rtf (the so-called demonstration effect); (ii) whether