tag 标签: Concepts经管大学堂:名校名师名课


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求书 Multivariate Models and Dependence Concepts 计量经济学与统计软件 yinming65 2008-1-8 13 3906 mkang315 2019-11-9 00:41:56
风险管理名著 大牛写的 Quantitative Risk Management: Concepts, Techniques and Tools attachment 风险管理 Luzhaoyang 2009-5-25 310 41857 shiva. 2019-9-29 10:17:44
DM好书---Data Mining : Concepts, Models, Methods, and Algorithms attachment 计量经济学与统计软件 eijuhz 2005-5-12 18 4937 jennylujiayin 2017-3-13 15:34:50
【2013新书】统计学应该这样学《实用统计学》 attach_img 微观经济学上传下载区 saintsophia 2013-9-4 197 16450 人走茶不凉 2017-1-24 14:48:03
【微观经济学】An Intuitive Approach with Calculus attachment 经济金融数学专区 wangzcstar 2012-8-24 113 15126 mjdick 2015-9-19 22:05:57
【书籍共享】the concepts and practise of math finance CFA、CVA、FRM等金融考证论坛 jully78417 2013-6-22 2 2035 t0y 2015-7-29 13:30:14
Fuzzy Hierarchical Model for Risk Assessment Principles, Concepts, and Practical attach_img 运营管理(物流与供应链管理) Toyotomi 2013-4-12 16 5917 kexinkeqing 2014-12-18 00:43:44
悬赏 basic concepts of geometry prenowitz - [悬赏 50 个论坛币] 文献求助专区 worldcup.ber 2013-9-7 4 1341 worldcup.ber 2014-4-24 10:21:02
Design for Environment as a Tool for the Development of a Sustainable Supply Cha attach_img 运营管理(物流与供应链管理) Toyotomi 2013-2-24 3 1755 olderp 2013-9-15 21:05:57
Recreation non-participation and barriers to participation 文献求助专区 hanxiliang 2013-4-23 0 1398 hanxiliang 2013-4-23 18:15:37
Algorithms for Worst-Case Design and Applications to Risk Management attachment 金融学(理论版) janelee 2013-4-18 0 1294 janelee 2013-4-18 22:20:51
confusion regarding economic concepts 爱问频道 intellivestor 2013-2-19 1 1563 ks2012 2013-4-8 07:30:53
The Economist’s Stone 版权审核区(不对外开放) gongtianyu 2013-3-14 2 1008 sinianriye 2013-3-15 15:43:46
悬赏 求concepts in federal taxation 的test bank 和课后习题答案 - [悬赏 200 个论坛币] 文献求助专区 diuxiaodiu 2013-1-19 3 3037 flameuserz 2013-1-29 13:36:53
Data Mining:Concepts and techniques 数据挖掘:概念与技术 (英文版) attachment 数据分析与数据挖掘 nns2000 2009-1-31 6 4183 ezxze 2013-1-22 20:30:25
《Quantitative Risk Management:Concepts, Techniques and Tools》 attachment R语言论坛 windlove 2007-12-17 15 7789 luojscd 2012-1-4 12:39:59
[下载]john wiley & sons - data mining - concepts and techniques attachment 计量经济学与统计软件 yishirl 2007-5-12 5 2257 poivt 2011-11-25 06:19:51
Monte Carlo, Concepts,Algorithms & Applications attachment 计量经济学与统计软件 casa 2005-5-16 17 3724 volleyball 2011-10-4 05:50:02
[求助]高人能找到这本书吗?Understanding Statistical Concepts Using S-plus 计量经济学与统计软件 peterf 2007-3-10 3 1399 kappler 2009-11-20 00:07:57
[下载]免費 The Concepts of Mathematical Finance - Joshi attachment 金融学(理论版) martinnyj 2009-4-27 7 2717 laneboss 2009-5-2 23:07:00


分享 Introductory Econometrics for Finance
accumulation 2015-3-11 01:10
5 Univariate time series modelling and forecasting 206 5.1 Introduction 206 5.2 Some notation and concepts 207 5.3 Moving average processes 211 5.4 Autoregressive processes 215 5.5 The partial autocorrelation function 222 5.6 ARMA processes 223 5.7 Building ARMA models: the Box--Jenkins approach 230 5.8 Constructing ARMA models in EViews 234 5.9 Examples of time series modelling in finance 239 5.10 Exponential smoothing 241 5.11 Forecasting in econometrics 243 5.12 Forecasting using ARMA models in EViews 256 5.13 Estimating exponential smoothing models using EViews 258
个人分类: 金融学|0 个评论
分享 An Introduction to Econophysics
accumulation 2015-3-1 00:54
This book concerns the use of concepts from statistical physics in the description of financial systems. Specifically, the authors illustrate the scaling concepts used in probability theory, in critical phenomena, and in fully developed turbulent fluids. These concepts are then applied to financial time series to gain new insights into the behavior of financial markets. The authors also present a new stochastic model that displays several of the statistical properties observed in empirical data. Usually in the study of economic systems it is possible to investigate the system at different scales. But it is often impossible to write down the 'microscopic' equation for all the economic entities interacting within a given system. Statistical physics concepts such as stochastic dynamics, short- and long-range correlations, self-similarity and scaling permit an understanding of the global behavior of economic systems without first having to work out a detailed microscopic description of the same system. This book will be of interest both to physicists and to economists. Physicists will find the application of statistical physics concepts to economic systems interesting and challenging, as economic systems are among the most intriguing and fascinating complex systems that might be investigated. Economists and workers in the financial world will find useful the presentation of empirical analysis methods and wellformulated theoretical tools that might help describe systems composed of a huge number of interacting subsystems. This book is intended for students and researchers studying economics or physics at a graduate level and for professionals in the field of finance. Undergraduate students possessing some familarity with probability theory or statistical physics should also be able to learn from the book. DR ROSARIO N. MANTEGNA is interested in the empirical and theoretical modeling of complex systems. Since 1989, a major focus of his research has been studying financial systems using methods of statistical physics. In particular, he has originated the theoretical model of the truncated Levy flight and discovered that this process describes several of the statistical properties of the Standard and Poor's 500 stock index. He has also applied concepts of ultrametric spaces and cross-correlations to the modeling of financial markets. Dr Mantegna is a Professor of Physics at the University of Palermo. DR H. EUGENE STANLEY has served for 30 years on the physics faculties of MIT and Boston University. He is the author of the 1971 monograph Introduction to Phase Transitions and Critical Phenomena (Oxford University Press, 1971). This book brought to a. much wider audience the key ideas of scale invariance that have proved so useful in various fields of scientific endeavor. Recently, Dr Stanley and his collaborators have been exploring the degree to which scaling concepts give insight into economics and various problems of relevance to biology and medicine.
个人分类: 金融学|0 个评论

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