结果：找到“seasonality”相关内容21个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
Infrequent Rebalancing, Return Autocorrelation, and Seasonality
0 个回复 - 195 次查看 2023-5-16 13:16 - ciaccona - Forum
0 个回复 - 195 次查看 2023-5-16 13:16 - ciaccona - Forum
Superstitious seasonality in precious metals markets? Evidence from GARCH models
1 个回复 - 556 次查看 【作者(必填)】 3 【文题(必填)】 Superstitious seasonality in precious metals markets? Evidence from GARCH models with time-varying skewness and kurtosis 【年份(必填)】 232 【全文链接或数据库名称 ...2021-6-13 17:24 - internet.hzx - 求助成功区
1 个回复 - 556 次查看 【作者(必填)】 3 【文题(必填)】 Superstitious seasonality in precious metals markets? Evidence from GARCH models with time-varying skewness and kurtosis 【年份(必填)】 232 【全文链接或数据库名称 ...2021-6-13 17:24 - internet.hzx - 求助成功区
An example of triple exponential smoothing with trend and seasonality
1 个回复 - 807 次查看 给大加分享一个用excel做的级指数平滑的示例，包含二级指数平滑和三级指数平滑。2018-9-12 05:34 - ysygt - Excel
1 个回复 - 807 次查看 给大加分享一个用excel做的级指数平滑的示例，包含二级指数平滑和三级指数平滑。2018-9-12 05:34 - ysygt - Excel
Multi-Asset Seasonality and Trend-Following Strategies
1 个回复 - 1674 次查看 This paper investigates the seasonality patterns within various asset classes. We find that a strategy that buys the assets with the largest same-calendar-month past average returns (up to ten years) ...2016-11-22 05:06 - ytw1018 - 量化投资
1 个回复 - 1674 次查看 This paper investigates the seasonality patterns within various asset classes. We find that a strategy that buys the assets with the largest same-calendar-month past average returns (up to ten years) ...2016-11-22 05:06 - ytw1018 - 量化投资
capital market seasonality:the case of stock returns
1 个回复 - 1594 次查看 【作者(必填)】Michael S. Rozeff, William R. Kinney Jr. 【文题(必填)】capital market seasonality:the case of stock returns 【年份(必填)】1976 【全文链接或数据库名称(选填)】http://www.scienced ...2014-1-20 10:48 - 记得要忘记1227 - 文献求助专区
1 个回复 - 1594 次查看 【作者(必填)】Michael S. Rozeff, William R. Kinney Jr. 【文题(必填)】capital market seasonality:the case of stock returns 【年份(必填)】1976 【全文链接或数据库名称(选填)】http://www.scienced ...2014-1-20 10:48 - 记得要忘记1227 - 文献求助专区
On the (intradaily )seasonality and dynamics of o financial point process:A semi
3 个回复 - 749 次查看 【作者(必填)】Veredas D,Rodriguez Poo J M,Espasa A 【文题(必填)】On the (intradaily )seasonality and dynamics of o financial point process:A semiparametric approach 【年份(必填)】2001 【全文 ...2016-7-20 11:05 - 三世相思2013 - 求助成功区
3 个回复 - 749 次查看 【作者(必填)】Veredas D,Rodriguez Poo J M,Espasa A 【文题(必填)】On the (intradaily )seasonality and dynamics of o financial point process:A semiparametric approach 【年份(必填)】2001 【全文 ...2016-7-20 11:05 - 三世相思2013 - 求助成功区
Time zone normalization of FX seasonality
2 个回复 - 825 次查看 Hi, I m looking for this article, knidly let me know if you have it..Thx Quantitative Finance Volume 13, Issue 7, 2013 Time zone normalization of FX seasonality Authors : S. MASRYab, A. DUPU ...2015-3-9 04:30 - QuantQ2 - 求助成功区
2 个回复 - 825 次查看 Hi, I m looking for this article, knidly let me know if you have it..Thx Quantitative Finance Volume 13, Issue 7, 2013 Time zone normalization of FX seasonality Authors : S. MASRYab, A. DUPU ...2015-3-9 04:30 - QuantQ2 - 求助成功区
Essays in Econometrics ，Spectral Analysis, Seasonality, Nonlinearity, Methodolo
16 个回复 - 6084 次查看 [此贴子已经被作者于2008-10-29 9:18:40编辑过]2008-9-15 10:59 - shikelang - 计量经济学与统计软件
16 个回复 - 6084 次查看 [此贴子已经被作者于2008-10-29 9:18:40编辑过]2008-9-15 10:59 - shikelang - 计量经济学与统计软件
Automated trading with performance weighted random forests and seasonality
1 个回复 - 1266 次查看 【作者(必填)】Booth, A (Booth, Ash)[ 1 ] ; Gerding, E (Gerding, Enrico)[ 1 ] ; McGroarty, F (McGroarty, Frank)[ 2 ]【文题(必填)】Automated trading with performance weighted random forests and seasonal ...2014-12-7 12:57 - boona - 求助成功区
1 个回复 - 1266 次查看 【作者(必填)】Booth, A (Booth, Ash)[ 1 ] ; Gerding, E (Gerding, Enrico)[ 1 ] ; McGroarty, F (McGroarty, Frank)[ 2 ]【文题(必填)】Automated trading with performance weighted random forests and seasonal ...2014-12-7 12:57 - boona - 求助成功区
Human Psychology and Market Seasonality
2 个回复 - 889 次查看 【作者(必填)】 H. Kent Baker and [*]Victor Ricciardi [*]Lisa A. Kramer 【文题(必填)】Human Psychology and Market Seasonality 【年份(必填)】Investor Behavior: The Psychology of Financial Pl ...2014-5-4 01:22 - nkky2011 - 求助成功区
2 个回复 - 889 次查看 【作者(必填)】 H. Kent Baker and [*]Victor Ricciardi [*]Lisa A. Kramer 【文题(必填)】Human Psychology and Market Seasonality 【年份(必填)】Investor Behavior: The Psychology of Financial Pl ...2014-5-4 01:22 - nkky2011 - 求助成功区
VBA Excel Seasonality Forcasting
3 个回复 - 658 次查看 https://github.com/bsetmet/VBA-Excel-Seasonality-Forcasting2022-2-6 09:42 - Nicolle - winbugs及其他软件专版
3 个回复 - 658 次查看 https://github.com/bsetmet/VBA-Excel-Seasonality-Forcasting2022-2-6 09:42 - Nicolle - winbugs及其他软件专版
求wileytrading系列的一本老书：Seasonality: Systems, Strategies, and Signals
0 个回复 - 1213 次查看 Seasonality: Systems, Strategies, and SignalsJake Bernstein ISBN: 978-0-471-16811-9 240 pages March 1998 Descriptiona groundbreaking look at trading the markets with one of the most imp ...2017-7-2 21:39 - 13311011656 - 金融学（理论版）
0 个回复 - 1213 次查看 Seasonality: Systems, Strategies, and SignalsJake Bernstein ISBN: 978-0-471-16811-9 240 pages March 1998 Descriptiona groundbreaking look at trading the markets with one of the most imp ...2017-7-2 21:39 - 13311011656 - 金融学（理论版）
How to Decompose Time Series Data into Trend and Seasonality
3 个回复 - 1510 次查看 **** 本内容被作者隐藏 ****2017-2-13 16:20 - oliyiyi - LATEX论坛
3 个回复 - 1510 次查看 **** 本内容被作者隐藏 ****2017-2-13 16:20 - oliyiyi - LATEX论坛
ARIMA double seasonality with dummy in R error xreg
1 个回复 - 3760 次查看 I'm playing with hourly univariate data and try to fit an arima model with more than one seasonality (daily, weekly) using a dummy for the weekly seasonality. I found a very good post explaining a sim ...2014-7-7 03:59 - ReneeBK - SPSS论坛
1 个回复 - 3760 次查看 I'm playing with hourly univariate data and try to fit an arima model with more than one seasonality (daily, weekly) using a dummy for the weekly seasonality. I found a very good post explaining a sim ...2014-7-7 03:59 - ReneeBK - SPSS论坛
求：Seasonality: Systems, Strategies and Signals
1 个回复 - 1016 次查看 ~ Jacob Bernstein (作者) [*]出版社: John Wiley & Sons Inc; Third Printing (1998年4月8日) [*]丛书名: Wiley Trading Advantage Series [*]精装: 240页 [*]语种： 英语 [*]ISBN: 0471168114 [*]条形 ...2014-4-18 09:39 - 唐宋元清 - 悬赏大厅
1 个回复 - 1016 次查看 ~ Jacob Bernstein (作者) [*]出版社: John Wiley & Sons Inc; Third Printing (1998年4月8日) [*]丛书名: Wiley Trading Advantage Series [*]精装: 240页 [*]语种： 英语 [*]ISBN: 0471168114 [*]条形 ...2014-4-18 09:39 - 唐宋元清 - 悬赏大厅
modelling seasonality（time series)
1 个回复 - 1300 次查看 When modelling seasonality, explain why it is necessary either to omit the constant term in the regression or to omit one of the seasonal dummies. Use a simple example to show how this choice affects ...2013-8-14 19:37 - 悠里 - EViews专版
1 个回复 - 1300 次查看 When modelling seasonality, explain why it is necessary either to omit the constant term in the regression or to omit one of the seasonal dummies. Use a simple example to show how this choice affects ...2013-8-14 19:37 - 悠里 - EViews专版
Temperature change dominates the suicidal seasonality in Taiwan: A time-series a
1 个回复 - 723 次查看 【作者(必填)】Jui-Feng Tsai[/backcolor]WenChun Cho[/backcolor] 【文题(必填)】Temperature change dominates the suicidal seasonality in Taiwan: A time-series analysis【年份(必填)】2012 【全文链接 ...2013-8-17 08:44 - andou - 求助成功区
1 个回复 - 723 次查看 【作者(必填)】Jui-Feng Tsai[/backcolor]WenChun Cho[/backcolor] 【文题(必填)】Temperature change dominates the suicidal seasonality in Taiwan: A time-series analysis【年份(必填)】2012 【全文链接 ...2013-8-17 08:44 - andou - 求助成功区
Seasonality in the Cross Section of Stock Returns: The International Evidence St
2 个回复 - 831 次查看 【作者(必填)】 Steven L. Heston and Ronnie Sadka【文题(必填)】 Seasonality in the Cross Section of Stock Returns: The International Evidence Stock Market 【年份(必填)】 2010 【全文链接或数据库名称 ...2013-5-2 10:19 - living_stone - 求助成功区
2 个回复 - 831 次查看 【作者(必填)】 Steven L. Heston and Ronnie Sadka【文题(必填)】 Seasonality in the Cross Section of Stock Returns: The International Evidence Stock Market 【年份(必填)】 2010 【全文链接或数据库名称 ...2013-5-2 10:19 - living_stone - 求助成功区
求问 季节性检验 （detect seasonality） 的方法
2 个回复 - 4281 次查看 最近遇到一个棘手的问题，求帮助！ 现在有 5000 家店的每日销售记录，从2009年1月至2011年11月（不到3年）。想通过SAS 对每一家店检验其销售是否有季节性。不知道是否有程序可以直接生成一个只显示yes or no 的变 ...2011-11-28 12:29 - myocean7 - SAS专版
2 个回复 - 4281 次查看 最近遇到一个棘手的问题，求帮助！ 现在有 5000 家店的每日销售记录，从2009年1月至2011年11月（不到3年）。想通过SAS 对每一家店检验其销售是否有季节性。不知道是否有程序可以直接生成一个只显示yes or no 的变 ...2011-11-28 12:29 - myocean7 - SAS专版
The Shifting Seasonal Mean Autoregressive Model and Seasonality in the Cent...
0 个回复 - 150 次查看 2004-12-11 00:18 - 香港恒生指数948 - Forum
0 个回复 - 150 次查看 2004-12-11 00:18 - 香港恒生指数948 - Forum
