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Francesco Da Vinci


Bocconi University

Active since 2014

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Professional Interests: Finance

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how can I display the confidence intervals in one single vector in a MVR?
Hi All! I have a multivariate regression Y=B*X where Y is a 487x37 matrix and X is a 487x2 matrix. I am regressing 40 years of...

9 years ago | 0 answers | 0

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Li's Copula model for CDS and CDO default intensities and loss function
Copula functions for credit loss distribution and default intensities of CDS

10 years ago | 2 downloads |

Question


Seemingly unrelated regression mle
Hi! I am running a SUR. How can I get the varcov matrix of the coefficient estimates? I need to evacuate the significance of th...

10 years ago | 0 answers | 0

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Question


How can I repeat a function i times for each i-th value of a vector?
How can I repeat a function i times for each i-th value of a vector? [def_int_Altadis]=defintAltadis(cdsAltadis, zerotermstruc...

10 years ago | 2 answers | 0

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