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待完成的事
- A股数据处理
- G20油价,G15在2021-09-03前,G14能覆盖新冠与俄乌
- 写作
- expectile理论与编程
- lambda解释为定价核
- 编程，改写成函数式
- QR系数统计分布
理论部分图表
- expectile图
- check function图
油价结果图表
- 收益率分位数图以说明非线性
- 油股价格图
- 油股收益率图，偏度峰度JB表
- lambda均值分位数走势，分期箱图
- adj热力图，网络图，网络中心度
- 敏感性分析：tau、迭代步骤、窗口宽度
A股结果图表
- 收益率分位数图以说明非线性（应为Expectile）
- 股价图
- 收益率图，偏度峰度JB表
- lambda均值分位数走势
- 分期箱图（按结构突变分三期）
- adj热力图，网络图,网络中心度
- 敏感性分析：tau、迭代步骤、窗口宽度
Return rate summary
## Date China Australia
## Min. :2019-01-07 Min. :-0.0803916 Min. :-0.1020303
## 1st Qu.:2019-09-05 1st Qu.:-0.0045902 1st Qu.:-0.0037920
## Median :2020-05-06 Median : 0.0000000 Median : 0.0009995
## Mean :2020-05-06 Mean : 0.0005095 Mean : 0.0004204
## 3rd Qu.:2021-01-04 3rd Qu.: 0.0060879 3rd Qu.: 0.0057591
## Max. :2021-09-03 Max. : 0.0555421 Max. : 0.0676648
## Brazil France United Kingdom
## Min. :-0.1599303 Min. :-0.1309835 Min. :-1.151e-01
## 1st Qu.:-0.0072456 1st Qu.:-0.0038062 1st Qu.:-4.677e-03
## Median : 0.0002836 Median : 0.0011632 Median : 5.397e-04
## Mean : 0.0003480 Mean : 0.0004974 Mean : 6.208e-05
## 3rd Qu.: 0.0092064 3rd Qu.: 0.0063935 3rd Qu.: 5.798e-03
## Max. : 0.1302228 Max. : 0.0805608 Max. : 8.666e-02Return rate summary
## Mean Variance StdDev Q25 Median
## Germany 5.508204e-04 0.0002030023 0.01424789 -0.003811784 0.0008016361
## United States 8.399628e-04 0.0002107054 0.01451570 -0.003252761 0.0011522914
## Canada 5.286853e-04 0.0001768359 0.01329797 -0.002531584 0.0009705706
## Indonesia -3.430527e-05 0.0001376323 0.01173168 -0.004752385 0.0000000000
## South Korea 6.703500e-04 0.0001631794 0.01277417 -0.004500641 0.0008730376
## Argentina 1.208629e-03 0.0010737141 0.03276758 -0.011676273 0.0006475862
## Q75 JB Skewness Kurtosis
## Germany 0.006805149 8525.763 -1.10893808 20.02704
## United States 0.006912074 10500.901 -1.21000921 21.90204
## Canada 0.004730494 42397.688 -2.06865399 41.06685
## Indonesia 0.005253041 3465.917 0.05254404 13.94750
## South Korea 0.006799737 2203.743 -0.23945805 11.71669
## Argentina 0.016431777 129217.529 -4.80647043 69.15292Return rate summary
## Mean Variance StdDev Q25 Median
## Japan 0.0005736553 0.0001514411 0.01230614 -0.004853840 0.0000000000
## India 0.0006905954 0.0001957634 0.01399155 -0.004504228 0.0006619237
## European Union 0.0004655474 0.0001919537 0.01385473 -0.003479420 0.0006443888
## Turkey 0.0007245164 0.0002052635 0.01432702 -0.005035939 0.0008561668
## Crude Oil WTI 0.0005301633 0.0020513386 0.04529171 -0.010790844 0.0009414257
## Q75 JB Skewness Kurtosis
## Japan 0.006029403 978.585 0.07584563 8.815371
## India 0.006996568 13306.416 -1.77355463 24.156140
## European Union 0.006220201 9823.978 -1.52377368 21.178189
## Turkey 0.008234335 2082.679 -1.34584135 11.048498
## Crude Oil WTI 0.014064015 94107.069 -3.21442890 59.684150Return rate by country
Lambda index
Boxplot of lambdas
Lambdas by country
adjacent matricies positive
adjacent matricies negative
network
