implore
发表于 2025-3-23 12:24:11
Quantification of Risk and Return for Portfolio Optimizationsset return distribution can be estimated. Of greater importance in portfolio analysis is the covariance matrix that captures the co-movement of the assets. In particular, the risk for a portfolio depends not only on individual variances but also on the correlation structure of assets returns. In ge
压碎
发表于 2025-3-23 16:58:24
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喃喃而言
发表于 2025-3-23 18:08:59
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灌溉
发表于 2025-3-24 02:01:43
GARCH, Outliers, and Forecasting Volatilitymuch) more often than might be expected for a normally distributed variable, and these large returns tend to occur in clusters, resembling sequences of outliers. The generalized autoregressive conditional heteroskedasticity (GARCH) model often is applied to describe these two stylized facts (see Bol
Dawdle
发表于 2025-3-24 04:39:53
Is There a Relation between Discrete-Time GARCH and Continuous-Time Diffusion Models?986), there have been numerous refinements of this approach to modeling conditional volatility. Most of these refinements have been driven by three empirical regularities of stock prices. First, equity returns are fat-tailed and this leptokurtosis cannot be eliminated by the time-varying variances o
绕着哥哥问
发表于 2025-3-24 08:18:13
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Irksome
发表于 2025-3-24 14:12:05
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哺乳动物
发表于 2025-3-24 18:01:35
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偶像
发表于 2025-3-24 19:52:39
Rafael Weiβbach,Wladyslaw Poniatowski,Guido Zimmermannd methodological framework applied to concrete case studies..Maritime cultural landscapes are collections of submerged archaeological sites, or combinations of terrestrial and submerged sites that reflect the relationship between humans and the water. These landscapes can range in size from a singl
乳汁
发表于 2025-3-25 01:47:26
Zeno Adams,Roland Füss,Philipp Grüber,Ulrich Hommel,Holger Wohlenbergelationship between humans and the water. These landscapes can range in size from a single beach to an entire coastline and can include areas of terrestrial sites now inundated as well as underwater sites that are now desiccated. .However, what binds all of these sites together is the premise that