颠簸地移动
发表于 2025-3-26 22:32:29
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深陷
发表于 2025-3-27 03:55:18
Time Series Models,tical models for times series. These models are widely used in econometrics as well as in other areas of business and operations research. For example, time series models are routinely used in operations research to model the output of simulations and are used in supply chain management for forecast
Mets552
发表于 2025-3-27 08:15:52
Regression,ch of . observations. We let . be the value of the response variable for the .th observation and . .,..., . . be the values of predictor variables 1 through . for the .th observation. The goals of regression modeling include investigation of how . is related to .,..., ., estimation of the conditiona
痛恨
发表于 2025-3-27 11:50:04
The Capital Asset Pricing Model,ding a diversified portfolio in which securities are held in the same relative proportions as in a broad market index such as the S&P 500. Individual investors can do this easily by holding shares in an ... CAPM can provide estimates of expected rates of return on individual investments and can esta
无脊椎
发表于 2025-3-27 14:24:30
Resampling,idespread. In this chapter we apply a simulation technique called the “bootstrap” or “re-sampling” to study the effects of estimation error on portfolio selection. The term “bootstrap” was coined by Bradley Efron and comes from the phrase “pulling oneself up by one’s bootstraps” that apparently orig
STENT
发表于 2025-3-27 17:48:56
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不理会
发表于 2025-3-28 00:02:02
GARCH Models,eekly changes in AAA bond interest rates. Larger absolute changes occur in periods of higher volatility. In fact, the expected absolute change is proportional to the standard deviation. Because many changes were zero, 0.005% was added so that all data could plot on the log scale. A spline was added
北极熊
发表于 2025-3-28 02:27:17
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知识分子
发表于 2025-3-28 06:26:24
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Hallmark
发表于 2025-3-28 10:28:22
1431-875X well as quantitatively oriented MBA students.Can also be use.This textbook emphasizes the applications of statistics and probability to finance. Students are assumed to have had a prior course in statistics, but no background in finance or economics. The basics of probability and statistics are rev