登录
首页 » Others » fama-french three factors

fama-french three factors

于 2021-03-02 发布
0 312
下载积分: 1 下载次数: 8

代码说明:

说明:  利用中国A股数据实现Fama-French三因子模型,stata代码(Using Chinese A-share data to realize Fama French three factor model, Stata code)

文件列表:

fama-french three factors, 0 , 2020-01-11
fama-french three factors\1.dta, 39145 , 2019-12-07
fama-french three factors\2.dta, 6071445 , 2019-12-07
fama-french three factors\3.dta, 27099 , 2019-12-07
fama-french three factors\4.dta, 434635 , 2019-12-07
fama-french three factors\5.dta, 98995 , 2019-12-07
fama-french three factors\6.dta, 10212024 , 2019-12-07
fama-french three factors\code.do, 6204 , 2019-12-20

下载说明:请别用迅雷下载,失败请重下,重下不扣分!

发表评论

0 个回复

  • MAcrosses
    一个很好的EA,MT4平台的应用,对美元和黄金,尤其是15分钟和30分钟图上,准确率60-80%(A good EA, the MT4 platform application, against the dollar and gold, especially 15 minutes and 30 minutes chart, accuracy rate of 60-80 )
    2013-11-17 23:01:20下载
    积分:1
  • MT4跟单软件发射和接收端
    本地MT4的EA跟单软件,一个发射端,一个接收端,可以设置比例,货币修正,风控等,目前是EX4的,大神看看能不能搞成MQ4。(Local MT4 EA documentary software, a transmitter, a receiver, can set the proportion, currency correction, wind control, etc., is currently EX4, God to see if we can achieve MQ4.)
    2020-06-21 04:20:02下载
    积分:1
  • mt4编程参考
    说明:  MT4编程教程,讲的比较细致可以参考一下(MT4 programming tutorial)
    2020-07-23 21:18:44下载
    积分:1
  • MATLAB
    由浅入深地进行金融数量分析的讲解。首先,讲解金融数量分析的主要对象——金融市场与金融产品。接着,简要概述数量分析的基本概念,例如资产估值与定价、投资组合管理、风险测量与管理以及相应MATLAB函数使用与计算实例。然后,以银行按揭贷款、商业养老保险、股票挂钩结构产品与组合保险策略为实际分析对象,利用金融数量分析与MATLAB编程对其进行深入的数量分析,展示金融数量分析的基本步骤:理论分析、数学建模、编程计算。(Deep and financial quantitative analysis to explain. First, to explain the main target for financial quantitative analysis- financial markets and financial products. Then, a brief overview of the basic concepts of quantitative analysis, such as asset valuation and pricing, portfolio management, risk measurement and management, and the use and calculation of the corresponding MATLAB function instance. Then to the bank mortgage loans, commercial pension insurance, equity-linked structured products and portfolio insurance strategies for the actual analysis of objects, the number of the use of the financial analysis with MATLAB Programming theoretical analysis of its number of in-depth analysis, demonstrate financial quantitative analysis of the basic steps: mathematical modeling, programming calculation.)
    2012-12-20 17:00:37下载
    积分:1
  • New-folder
    课堂作业boxcox变换。在金融中应用广泛。提供给大家参考。(Classwork boxcox transformations. Widely used in finance. Provided for your reference.)
    2013-11-11 10:06:09下载
    积分:1
  • Trix
    外汇指标TRIX.MQ4外汇指标TRIX.MQ4外汇指标TRIX.MQ4(MT4 Forex indicatorsMT4 Forex indicatorsMT4 Forex indicators)
    2014-10-14 11:55:04下载
    积分:1
  • Python量化交易教程
    说明:  利用Python进行量化投资详细教程,从Python基础知识到经典量化投资策略与量化模型。(Use Python for a detailed tutorial on quantitative investment, from Python basic knowledge to classic quantitative investment strategies and models.)
    2020-01-11 19:41:07下载
    积分:1
  • tdxDLL
    通达信选股dll源码,支持VS2010,自主开发选股dll,核心算法可加密(Letter Mastery stock picking dll source code, supports VS2010, developed picking dll, the core algorithm to encrypt)
    2014-10-19 07:54:28下载
    积分:1
  • MI-TVP-SV-VAR
    说明:  Koop大神写出来的时变向量自回归模型的进化版,希望对大神写作有帮助。(The evolutionary version of the time-varying vector autoregressive model written by the Koop hopes, to be helpful to your writing.)
    2020-12-04 15:59:23下载
    积分:1
  • MQL4 编程参考+程序员手册+命令手册
    说明:  MQL4 编程参考+程序员手册+命令手册 打包下载(MQL4 Program Refrence)
    2020-07-23 21:18:44下载
    积分:1
  • 696518资源总数
  • 105554会员总数
  • 2今日下载