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文件名称:Analysis_of_Financial_Time_Series

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    [PDF]
  • 上传时间：
    2017-12-11
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    25.2mb
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    灯燃***
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状态空间模型处理时间序列的资料汇总，包含案例和案例代码(time series using state space form)
相关搜索： r 金融时间序列 状态空间模型

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下载文件列表

文件名大小更新时间
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\Analysis of Financial Time Series 3rd.pdf 7264993 2015-11-12
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\Chapter data of Analysis of Financial Time Series 3th.docx 24181 2015-11-13
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\chapter10 codes&data\cholesky-ex103.rats.txt 2722 2015-11-12
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\chapter10 codes&data\d-fxsk9904.txt 62832 2015-11-12
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\chapter10 codes&data\d-spcscointc.txt 59176 2015-11-12
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\chapter10 codes&data\ibmsp-choles.rats.txt 1698 2015-11-12
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\chapter10 codes&data\ibmsp-ex102.rats.txt 1644 2015-11-12
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\chapter10 codes&data\ibmsp-ex102q.rats.txt 1884 2015-11-12
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\chapter10 codes&data\m-ibmsp2699.txt 30192 2015-11-12
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\chapter11 codes&data\aa-3rv.txt 10880 2015-11-12
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\chapter11 codes&data\q-jnj.txt 653 2015-11-23
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\chapter12 codes&data\m-geln.txt 8878 2015-11-24
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\chapter12 codes&data\m-ibmsp6209.txt 16825 2015-11-24
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\chapter12 codes&data\m-sp5-6204.txt 9198 2015-11-24
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\chapter12 codes&data\m-sp500-6209.txt 31073 2015-11-24
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\chapter12 codes&data\w-gs1n3c.txt 52998 2015-11-24
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\chapter12 codes&data\w-gs3c.txt 5398 2015-11-24
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\chapter8 codes&data\m-gs1n3-5301.txt 13202 2015-11-12
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\chapter8 codes&data\m-ibmsp2608.txt 38878 2015-11-12
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\chapter8 codes&data\qstat.f 9707 2015-11-12
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\chapter8 codes&data\qstat.f.txt 10057 2015-11-12
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\chapter8 codes&data\sca-ex-ch8.txt.txt 1104 2015-11-12
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\chapter8 codes&data\sca-ex8-6.txt 811 2015-11-12
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\chapter8 codes&data\w-tb3n6ms.txt 66752 2015-11-12
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\chapter9 codes&data\m-5clog-9008.txt 11010 2015-11-12
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\chapter9 codes&data\m-apca0103.txt 46080 2015-11-12
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\chapter9 codes&data\m-barra-9003.txt 13856 2015-11-12
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\chapter9 codes&data\m-bnd.txt 36242 2015-11-12
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\chapter9 codes&data\m-cpice16-dp7503.txt 7412 2015-11-12
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\chapter9 codes&data\m-fac9003.txt 16898 2015-11-12
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\errata.pdf 133517 2015-11-12
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\backtest.R 1361 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\d-amzn3dx0914.txt 117858 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\d-exusuk-0615.txt 39008 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\d-goog3dx.txt 78546 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\evtVaR.R 585 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\garchM.R 4841 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\GOLDLBM1030.txt 117520 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\hfntra.R 1026 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\hfrtn.R 1421 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\hw1-15.pdf 103506 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\hw1s-15.pdf 98494 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\hw2-15.pdf 110000 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\hw2s-15.pdf 361367 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\hw3-15.pdf 84187 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\hw3s-15.pdf 160109 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\hw4-15.pdf 75597 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\hw4s-15.pdf 166249 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\hw5-15.pdf 101693 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\hw5s-15.pdf 131238 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\hw6-15.pdf 61423 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\hw6s-15.pdf 89046 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\ICSA.txt 47824 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\Igarch.R 3216 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\m-kosp-4114.txt 33782 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\m-mcd3dx6614.txt 45396 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\m-PastorStambaugh.txt 35226 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\m-pg3dx-6114.txt 50622 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\q-earn-cat83.txt 7685 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\RMeasure.R 868 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\RMfit.R 2274 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\Routput-HW1.txt 11849 2015-12-01
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\Routput-HW2.txt 8512 2015-12-01
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\Routput-HW3.txt 19272 2015-12-01
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\Routput-HW4.txt 39712 2015-12-01
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\Routput-HW5.txt 8197 2015-12-01
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\Routput-HW6.txt 17986 2015-12-01
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\taq-goog-may1t152013.txt 6321995 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\Tgarch11.R 4130 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\VIXCLS.txt 118567 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\w-gasoil-9115.txt 15006 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\homeworks\yz.R 711 2015-12-03
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\IntroPackages.pdf 179566 2015-10-11
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\Lecture Additional R scripts\acd.R 6412 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\Lecture Additional R scripts\Additional R scripts.txt 1139 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\Lecture Additional R scripts\backnnet.R 736 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\Lecture Additional R scripts\backtest.R 1361 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\Lecture Additional R scripts\Egarch.R 2417 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\Lecture Additional R scripts\evtVaR.R 585 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\Lecture Additional R scripts\fore.R 738 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\Lecture Additional R scripts\foreOne.R 705 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\Lecture Additional R scripts\foreplot.R 1156 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\Lecture Additional R scripts\garchM.R 4841 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\Lecture Additional R scripts\hfchg.R 1111 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\Lecture Additional R scripts\hfntra.R 1026 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\Lecture Additional R scripts\hfrtn.R 1421 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\Lecture Additional R scripts\Igarch.R 3216 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\Lecture Additional R scripts\ma.R 656 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\Lecture Additional R scripts\mvwindow.R 559 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\Lecture Additional R scripts\RMeasure.R 868 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\Lecture Additional R scripts\RMfit.R 2274 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\Lecture Additional R scripts\svfit.R 5522 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\Lecture Additional R scripts\Tgarch11.R 4130 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\Lecture Additional R scripts\yz.R 711 2015-10-22
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\Lecture data sets 2015\d-aapl0413.txt 93160 2015-10-11
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\Lecture data sets 2015\d-baml3a-0110.txt 44919 2015-10-11
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\Lecture data sets 2015\d-bhp0206.txt 44214 2015-10-11
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\Lecture data sets 2015\d-cdsJPM.txt 46895 2015-10-11
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\Lecture data sets 2015\d-exuseu.txt 71360 2015-10-11
金融时间序列分析3th(Analysis of Financial Time Series by Ruey S. Tsay)\Lecture data sets 2015\d-ibm-0110.txt 62897 2015-10-11

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