阅读这些文章需要一定的基础,最好具有研究生水平.不要讨论价钱问题,这些资料是为那些真正需要的人准备的.

1 High-Frequency Data：Nonlinearity in High-Frequency Financial Data and Hierarchical Models

2 ACD Model：A nonlinear autoregressive conditional duration model with applications to financial transaction data

3 Heavy Tail：The Generalized Hyperbolic Model Estimation, Financial Derivatives, and Risk Measures

4 MCMC：Markov Chain Monte Carlo methods for stochastic volatility models

8384.rar
大小:(397.96 KB)

只需: 100 个论坛币  马上下载

8385.rar
大小:(237.38 KB)

只需: 100 个论坛币  马上下载

8386.rar
大小:(1.89 MB)

只需: 100 个论坛币  马上下载

8387.rar
大小:(239.67 KB)

只需: 100 个论坛币  马上下载

[此贴子已经被作者于2005-1-26 1:26:27编辑过]