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DP15411 Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions 智库出版物
2020
作者:  Gabriele Fiorentini;  ENRIQUE SENTANA
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Consistency  Finite normal mixtures  Pseudo maximum likelihood estimators  Structural models  Volatility indices  
Forecasting Global Equity Indices using Large Bayesian VARs. 智库出版物
2017
作者:  Huber F;  Krisztin T;  Piribauer P
Adobe PDF(318Kb)  |  收藏  |  浏览/下载:3/0  |  提交时间:2019/06/18
BVAR  equity indices  forecasting  log-scores  stochastic volatility  C11  C22  C53  E17  G11  
How to regulate CEO pay (and how not to do it) 智库出版物
2016
作者:  Alex Edmans
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Volatility  Volatility risk  Derivatives  Chicago Board Options Exchange  Vix  Great recession  Volatility indices  time varying volatility