Bootstrap Implementation for Statistic al Analysis in Finance with R

摘要：

Bootstrap is a general approach to statistical inference based on building a sampling distribution for a statistic by resampling from the data at hand. This paper deals with the basic bootstrap methods implementation by using the statistical computing software R. The simulation and empirical results based on the financial market data shows that the fundamental difficult statistical concepts could be turned into intuitive understanding which makes easier for teaching and further research.

关键词： Bootstrap Resampling Simulation Confidence Interval Standard Error Beta Estimate

作者: LU Jin TIAN Wenju ZHANG Pu

作者单位: Business School, University of Shanghai for Science and Technology, P.R.China, 200093 Antai Management School, Shanghai Jiao Tong University, P.R.China, 200052

会议类型: 国际会议

会议名称: 2008年国际应用统计学术研讨会(2008 International Institute of Applied Statistics Studies)

会议地点: 烟台

会议语种:英文

页码: 1-5

在线出版日期: 2008-08-14（万方平台首次上网日期，不代表论文的发表时间）