Items related to 运用生存模型对...
Synopsis
人们对股市的研究非常之多，对股市收益率和波动率有大量的讨论，过去的一、二十年里，关注的焦点在于运用时间序列模型如ARCH和GARCH 等研究波动率，并运用灵活的估计方法，如GMM等来估计参数。近年来，人们更关注于高频数据、长记忆特性、重尾和多维变量的研究。可以说，在股市研究中广泛运用了统计模型和方法，是金融、经济学与统计学的完美结合。 生存分析（Survival Analysis）的模型和方法是工程、医学和生物学等领域中一个很受关心的内容，生存分析已成为现代数理统计的一个重要分支。许多统计学家在这一领域作出了大量工作，尤其是Cox的重要贡献。本文将生存分析方法引入对股市的分析， 因为股市指数的连续上涨和下跌可以看作是一种特殊的生存过程，当股指连续上涨到头转为下跌时，可以视作上涨的“死亡”；同样当股指连续下跌到头转为上涨时，可视作下跌的“死亡”，股指就是在这两种状态下不停地进行着“生”、“死”相互转化的。 股指连续涨跌的点数可以看作是连续的生存模型，而股指连续涨跌的天数可以看作是离散的生存模型。
"synopsis" may belong to another edition of this title.
About the Author
雷鸣（男），1968年4月生，安徽人，南京财经大学金融学院教授，硕士生导师。2003年毕业于中国科学技术大学。主要从事资本市场与银行业的研究，曾在金融研究部门从事多年的研究工作，对银行的有关理论与实践十分熟悉；并对资本市场有过系统的研究。先后参与过三项自然科学基金与多项省部级课题的研究，在《管理科学学报》、《中国管理科学》、《数量经济技术经济研究》等期刊发表学术论文20多篇。
"About this title" may belong to another edition of this title.
- Publisher金琅学术出版社
- Publication date2017
- ISBN 10 3330822635
- ISBN 13 9783330822634
- BindingPaperback
- LanguageChinese
- Number of pages84
Search results for 运用生存模型对...
Seller Image
yun yong sheng cun mo xing dui gu shi de yan jiu
Print on DemandSeller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -ren men dui gu shi de yan jiu fei chang zhi duo dui gu shi shou yi lv he bo dong lv you da liang de tao lun guo qu de yi er shi nian li guan zhu de jiao dian zai yu yun yong shi jian xu lie mo xing ru ARCH he GARCH deng yan jiu bo dong lv bing yun yong ling huo de gu ji fang fa ru GMM deng lai gu ji can shu jin nian lai ren men geng guan zhu yu gao pin shu ju chang ji yi te xing zhong wei he duo wei bian liang de yan jiu ke yi shuo zai gu shi yan jiu zhong guang fan yun yong le tong ji mo xing he fang fa shi jin rong jing ji xue yu tong ji xue de wan mei jie he sheng cun fen xi Survival Analysis de mo xing he fang fa shi gong cheng yi xue he sheng wu xue deng ling yu zhong yi ge hen shou guan xin de nei rong sheng cun fen xi yi cheng wei xian dai shu li tong ji de yi ge zhong yao fen zhi xu duo tong ji xue jia zai zhe yi ling yu zuo chu le da liang gong zuo you qi shi Cox de zhong yao gong xian ben wen jiang sheng cun fen xi fang fa yin ru dui gu shi de fen xi yin wei gu shi zhi shu de lian xu shang zhang he xia die ke yi kan zuo shi yi zhong te shu de sheng cun guo cheng dang gu zhi lian xu shang zhang dao tou zhuan wei xia die shi ke yi shi zuo shang zhang de si wang tong yang dang gu zhi lian xu xia die dao tou zhuan wei shang zhang shi ke shi zuo xia die de si wang gu zhi jiu shi zai zhe liang zhong zhuang tai xia bu ting di jin xing zhao sheng si xiang hu zhuan hua de gu zhi lian xu zhang die de dian shu ke yi kan zuo shi lian xu de sheng cun mo xing er gu zhi lian xu zhang die de tian shu ke yi kan zuo shi li san de sheng cun mo xing 84 pp. Chinesisch. Seller Inventory # 9783330822634
Quantity: 2 available
Stock Image
????????????
Seller: Revaluation Books, Exeter, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: Brand New. 84 pages. Chinese language. 8.66x5.91x0.19 inches. In Stock. Seller Inventory # 3330822635
Quantity: 1 available
Seller Image
yun yong sheng cun mo xing dui gu shi de yan jiu
Print on DemandSeller: AHA-BUCH GmbH, Einbeck, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - ren men dui gu shi de yan jiu fei chang zhi duo dui gu shi shou yi lv he bo dong lv you da liang de tao lun guo qu de yi er shi nian li guan zhu de jiao dian zai yu yun yong shi jian xu lie mo xing ru ARCH he GARCH deng yan jiu bo dong lv bing yun yong ling huo de gu ji fang fa ru GMM deng lai gu ji can shu jin nian lai ren men geng guan zhu yu gao pin shu ju chang ji yi te xing zhong wei he duo wei bian liang de yan jiu ke yi shuo zai gu shi yan jiu zhong guang fan yun yong le tong ji mo xing he fang fa shi jin rong jing ji xue yu tong ji xue de wan mei jie he sheng cun fen xi Survival Analysis de mo xing he fang fa shi gong cheng yi xue he sheng wu xue deng ling yu zhong yi ge hen shou guan xin de nei rong sheng cun fen xi yi cheng wei xian dai shu li tong ji de yi ge zhong yao fen zhi xu duo tong ji xue jia zai zhe yi ling yu zuo chu le da liang gong zuo you qi shi Cox de zhong yao gong xian ben wen jiang sheng cun fen xi fang fa yin ru dui gu shi de fen xi yin wei gu shi zhi shu de lian xu shang zhang he xia die ke yi kan zuo shi yi zhong te shu de sheng cun guo cheng dang gu zhi lian xu shang zhang dao tou zhuan wei xia die shi ke yi shi zuo shang zhang de si wang tong yang dang gu zhi lian xu xia die dao tou zhuan wei shang zhang shi ke shi zuo xia die de si wang gu zhi jiu shi zai zhe liang zhong zhuang tai xia bu ting di jin xing zhao sheng si xiang hu zhuan hua de gu zhi lian xu zhang die de dian shu ke yi kan zuo shi lian xu de sheng cun mo xing er gu zhi lian xu zhang die de tian shu ke yi kan zuo shi li san de sheng cun mo xing. Seller Inventory # 9783330822634
Quantity: 1 available
Seller Image
yun yong sheng cun mo xing dui gu shi de yan jiu
Print on DemandSeller: moluna, Greven, Germany
Seller rating 5 out of 5 stars
Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Über den Autorrnrnlei ming nan 1968 nian 4 yue sheng an hui ren nan jing cai jing da xue jin rong xue yuan jiao shou shuo shi sheng dao shi 2003 nian bi ye yu zhong guo ke xue ji shu da xue zhu yao cong shi zi ben shi chang yu yin xing. Seller Inventory # 510068330
Quantity: Over 20 available