| 所在主题: | |
| 文件名: DTB3.txt | |
| 资料下载链接地址: https://bbs.pinggu.org/a-1346192.html | |
| 附件大小: | |
|
还有这题,小女子真的是编程盲啊,实在无法handle,望各位好人懂的能指点指点啊,谢谢啊!感激不荆。。
Consider three real data sets for the U.S. Treasury bill (Secondary Market Rate): the daily 3-month Treasury bill from January 4, 1954 to May 2, 2007,in the data le DTB3.txt or DTB3.csv, the weekly 3-month Treasury bill from January 8, 1954 to April 27, 2007, in the data le WTB3MS.txt or WTB3MS.csv,and the monthly 3-month Treasury bill from January 1, 1934 to March 1, 2007, in the data le TB3MS.txt or TB3MS.csv. 1. Apply the nonparametric regression estimation methods to estimate the drift and diusion functions for each series and higher moments such as skewedness and kurtosis. 2. Any conclusions and comments on three drift and diusion functions?Also, think about your conclusions on whether a jump diusion model is appropriate for the data; see Johannes (2004). 3. Compare your results with results in At-Sahalia (1996), Jiang and Knight (1997), and Stanton (1997). |
|
熟悉论坛请点击新手指南
|
|
| 下载说明 | |
|
1、论坛支持迅雷和网际快车等p2p多线程软件下载,请在上面选择下载通道单击右健下载即可。 2、论坛会定期自动批量更新下载地址,所以请不要浪费时间盗链论坛资源,盗链地址会很快失效。 3、本站为非盈利性质的学术交流网站,鼓励和保护原创作品,拒绝未经版权人许可的上传行为。本站如接到版权人发出的合格侵权通知,将积极的采取必要措施;同时,本站也将在技术手段和能力范围内,履行版权保护的注意义务。 (如有侵权,欢迎举报) |
|
京ICP备16021002号-2 京B2-20170662号
京公网安备 11010802022788号
论坛法律顾问:王进律师
知识产权保护声明
免责及隐私声明