Projection 发表于 2025-3-28 16:55:01

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很是迷惑 发表于 2025-3-28 22:30:04

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古文字学 发表于 2025-3-29 01:22:53

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calorie 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 tim

badinage 发表于 2025-3-29 15:05:58

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amorphous 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 testi

insidious 发表于 2025-3-29 20:49:50

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抵消 发表于 2025-3-30 03:42:57

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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
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查看完整版本: Titlebook: Handbook of Financial Econometrics and Statistics; Cheng-Few Lee,John C. Lee Reference work 2015 Springer Science+Business Media New York