times series.rar - Create and estimate multiple factor model,2019-03-22 19:51:18,下载0次
Math equation.rar - help to create equation with matlab,2019-03-22 19:46:38,下载1次
GWPackage.zip - help to create graph 3D for walvelet and the macroeconomic factor,2019-03-22 19:40:16,下载0次
ASToolbox2018.zip - create wavelet and figure to analyse walet and yield curve,2019-03-22 19:38:44,下载3次
ASToolbox.zip - Run cross sectional regression to estimate factor returns
Compute factor covariance using shrinkage estimator
Forecast stocks specific variances using GARCH(1,1)
Compute portfolio risk using multiple factor model and compare it to the historical standard deviation of portfolio returns.,2019-03-22 19:36:52,下载2次