i*****r
发帖数: 1302 | 1 如果几个assets的inception date都不同,怎么backfill那些空白数据? | J*****n
发帖数: 4859 | 2
Stambaugh's framework.
【在 i*****r 的大作中提到】
: 如果几个assets的inception date都不同,怎么backfill那些空白数据?
| i*****r
发帖数: 1302 | 3 analyzing investments whose histories differ in length
是这篇么?看不懂啊...
【在 J*****n 的大作中提到】
:
: Stambaugh's framework.
| A********a
发帖数: 133 | 4 u can Expectation-Maximization, for example, use ecmmvnrmle in MatLab
financial toolbox, see details in Regression with Missing Data section.
there are other imputation methods besides EM algo, i would like to know | i*****r
发帖数: 1302 | 5 matlab中还有什么function是用来处理missing data的么
【在 A********a 的大作中提到】
: u can Expectation-Maximization, for example, use ecmmvnrmle in MatLab
: financial toolbox, see details in Regression with Missing Data section.
: there are other imputation methods besides EM algo, i would like to know
| A********a
发帖数: 133 | 6 all in the Regression with Missing Data section, check details at www.
mathworks.com. Previously, we used Stambaugh's, now we switch to EM, which
is more flexible. | l*******r
发帖数: 3799 | 7 This is a huge topic, Many different strategies... |
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