搜索结果: 1-5 共查到“理论经济学 components”相关记录5条 . 查询时间(0.14 秒)
Panel data models with spatially correlated error components
Panel data model Spatial model Error component model
2015/9/24
In this paper we consider a panel data model with error components that are both spatially andtime-wise correlated. The model blends specifications typically considered in the spatial literaturewith t...
Analyzing the Spectrum of Asset Returns: Jump and Volatility Components in High Frequency Data
Analyzing the Spectrum Asset Returns Jump Volatility Components High Frequency Data
2014/3/13
This paper reports some of the recent developments in the econometric analysis of semimartingales estimated using high frequency financial returns. It describes a simple yet powerful methodology to de...
Finite-size effect and the components of multifractality in financial volatility
Finite-size effect components of multifractality financial volatility
2010/11/3
Many financial variables are found to exhibit multifractal nature, which is usually attributed
to the influence of temporal correlations and fat-tailedness in the probability distribution (PDF).Based...
The components of empirical multifractality in financial returns
components empirical multifractality financial returns
2010/11/2
We perform a systematic investigation on the components of the empirical multi-
fractality of financial returns using the daily data of Dow Jones Industrial Average from 26 May 1896 to 27 April 2007 ...
Forecasting Using Principal Components From a Large Number of Predictors
Factor models Forecasting Principal components
2014/3/18
This article considers forecasting a single time series when there are many predictors (N) and time series observations (T). When the data follow an approximate factor model, the predictors can be sum...
