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При оценивании производственных функций исследователь сталкивается с рядом проблем, которые в наиболее общем виде можно разделить на две группы: проблемы,...
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This article compares two asymmetric Gaussian likelihood models and their corresponding estimators. Recently, there has been confusion in the literature regarding these models and: (1) whether they are the same, or (2) whether both of them can be used to estimate expectiles. After the...
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"This four-volume handbook covers important concepts and tools used in the fields of financial econometrics …, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance … distributions, in light of their applications to portfolio theory and asset management in addition to their use in research …
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Chapter 1. Introduction to theory of complex variables -- Chapter 2. Simple Complex Linear Regression -- Chapter 3 … the theory of complex numbers, it extends these concepts to develop complex-valued models that enhance the accuracy and …
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regarding options and futures contracts. In both theory and methodology, we need to rely upon mathematics, which includes linear …vol. i. Introduction to financial econometrics, mathematics, statistics, and machine learning / C F Lee. Do managers …"This four-volume handbook covers important concepts and tools used in the fields of financial econometrics …
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The aim of the paper is to obtain confidence intervals for the tail index and high quantiles taking into account the optimal rate of convergence of the estimator. The common approach to obtaining confidence intervals presented in the literature is to use the normal distribution approximation at...
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