JER, 第 11 卷Hanyang Economic Research Institute in collaboration with Hanyang University College of Business and Economics, 2006 |
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第 1 到 3 筆結果,共 58 筆
第 64 頁
... Note that the mean of forecast errors E ( E ) should be positive in order to estimate eq . ( 11 ) . Otherwise , in order to guarantee positive E ( E ) all forecast error series must be multiplied by ( -1 ) before esti- mation . The OLS ...
... Note that the mean of forecast errors E ( E ) should be positive in order to estimate eq . ( 11 ) . Otherwise , in order to guarantee positive E ( E ) all forecast error series must be multiplied by ( -1 ) before esti- mation . The OLS ...
第 186 頁
... Note : As y gets larger , the slope of the transition function becomes steeper . As shown , the transition function for y = 19.98 is closely located with the transition function for y = 100. That means the transition from one regime to ...
... Note : As y gets larger , the slope of the transition function becomes steeper . As shown , the transition function for y = 19.98 is closely located with the transition function for y = 100. That means the transition from one regime to ...
第 215 頁
... Note : 1 Estimated systematic risk factor X is computed using the ML estimate p and PD reported in the upper panel of Table 2 and the expression ( 16 ) in the text . Table 2 reports ML estimates of the coefficient of correlation ( p ) ...
... Note : 1 Estimated systematic risk factor X is computed using the ML estimate p and PD reported in the upper panel of Table 2 and the expression ( 16 ) in the text . Table 2 reports ML estimates of the coefficient of correlation ( p ) ...
內容
Sudipto Dasgupta NonExpected Utility 1 | 165 |
466 | 230 |
Hangyong Lee The Impacts of Risk Management | 279 |
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