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Altman Z-Score: Memprediksi Kebangkrutan PerusahaanThe Altman Z-Score is a linear discriminant model developed by Edward I. Altman in 1968 to predict corporate bankruptcy using five accounting-based financial ratios. Derived througProsedur Analitis dalam AuditAnalytical procedures are evaluations of financial information made by studying plausible relationships among both financial and non-financial data. Rather than testing individual Model BatesThe Bates model (1996) combines stochastic volatility and jump diffusion to capture both the volatility smile and the implied volatility skew observed in equity and currency optionBeneish M-Score: Mendeteksi Manipulasi LabaThe Beneish M-Score is a statistical model developed by Messod Beneish in 1999 to identify whether a company has manipulated its reported earnings. The model combines eight financiPenentuan Harga Opsi Binomial (Cox-Ross-Rubinstein)The binomial option pricing model, introduced by John Cox, Stephen Ross, and Mark Rubinstein in 1979, prices options by modelling the underlying as a discrete tree in which the priModel Portofolio Black-LittermanThe Black-Litterman model, introduced by Fischer Black and Robert Litterman in 1992, is a Bayesian portfolio allocation framework that blends market-equilibrium returns with an inv
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Altman Z-Score: Memprediksi Kebangkrutan PerusahaanProsedur Analitis dalam AuditModel BatesBeneish M-Score: Mendeteksi Manipulasi LabaPenentuan Harga Opsi Binomial (Cox-Ross-Rubinstein)Model Portofolio Black-LittermanModel Penentuan Harga Opsi Black-Scholes-MertonSistem Peringkat CAMELSModel Penetapan Harga Aset Modal (CAPM)Perubahan NumeraireConditional Value-at-Risk (Expected Shortfall)Metode Penilaian KontingenModel CDO CopulaModel Kopula (Gaussian, t, Clayton, Gumbel, Frank)Model Risiko Kredit (Merton, KMV, CreditMetrics)Skoring Kredit (Scorecard, WoE/IV)Penyesuaian Penilaian KreditDCC-GARCH (Korelasi Kondisional Dinamis)Penyesuaian Nilai DebitModel Pencarian-Pencocokan Diamond-Mortensen-PissaridesAnalisis DuPontStudi Peristiwa (CAR dan BHAR)Teori Nilai Ekstrem (EVT)Model Risiko Multi-Faktor (Fama-French, APT)Yunani melalui Diferensiasi OtomatisModel HAR-RV Volatilitas TerealisasiModel Harga HedonikKerangka HJMModel Hull-WhiteModel Suku Bunga (Vasicek, CIR, Nelson-Siegel)Uji Kointegrasi Johansen dan Model Koreksi Kesalahan VektorModel Lompatan-Difusi MertonFilter KalmanKriteria KellyModel Pasar LiborModel Risiko Likuiditas (Amihud, Roll, LOT)Volatilitas Lokal (Dupire)Model Memori Jangka Panjang (ARFIMA, FIGARCH)Data Frekuensi Tinggi dan Analisis Mikrostruktur PasarOptimasi Portofolio Rata-rata-Varians (Markowitz)Model Default MertonModel Generasi yang Tumpang TindihPerdagangan Berpasangan (Arbitrase Statistik)Faktor Risiko Komponen UtamaModel Ramsey-Cass-KoopmansModel Siklus Bisnis RiilVolatilitas Terealisasi dan Model HARModel Markov Switching Rezim untuk Deret FinansialModel Portofolio Partisipasi Risiko (Kontribusi Risiko Setara)Valuasi Netral RisikoModel SABRPersamaan SlutskyModel Volatilitas Stokastik (Heston)Ukuran Risiko Ekor (Expected Shortfall, Spektral, Expectile)Metode Biaya PerjalananUji Balik (Backtesting) Value-at-Risk (VaR)