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浏览/检索结果: 共3条，第1-3条 帮助 限定条件 内容类型：研究报告     已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 A New Test for Superior Predictive Ability 研究报告 2013 Zongwu Cai(Department of Mathematics & Statistics, University of North Carolina at Charlotte, Charlotte,NC 28223, USA); Jiancheng Jiang(Department of Mathematics & Statistics, University of North Carolina at Charlotte, Charlotte,NC 28223, USA); Jingshuang Zhang(Department of Mathematics & Statistics, University of North Carolina at Charlotte, Charlotte,NC 28223, USA) 收藏  |  浏览/下载：6/0  |  提交时间：2013/11/08   Covariance matrix estimation  Data snooping  Generalized likelihood Ratio test  Reality check  SPA test  Technical trading rules.     Detecting for Smooth Structural Changes in GARCH Models 研究报告 2013 Bin Chen; Yongmiao Hong    收藏  |  浏览/下载：3/0  |  提交时间：2013/11/08 GARCH  Local smoothing  Parameter constancy  QMLE  Smooth structural change   Some Recent Developments in Nonparametric Finance 研究报告 2013 Zongwu Cai; Yongmiao Hong    收藏  |  浏览/下载：4/0  |  提交时间：2013/11/08 Continuous time model  derivative pricing  jump process  kernel smoothing  nonparametric test  nonparametric pricing kernel  non-stationarity  options  predictability  stochastic discount factor  time-dependent model.