结果：找到“Long Memory in Volatility”相关内容11个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
不用了Forecasting realized volatility using a long-memory stochastic volatility
2 个回复 - 562 次查看 【作者(必填)】RohitDeoCliffordHurvichYiLu 【文题(必填)】Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment 【年份(必填)】 ...2017-10-3 11:11 - 醋姐 - 求助成功区
2 个回复 - 562 次查看 【作者(必填)】RohitDeoCliffordHurvichYiLu 【文题(必填)】Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment 【年份(必填)】 ...2017-10-3 11:11 - 醋姐 - 求助成功区
Long memory and tail dependence in trading volume and volatility
1 个回复 - 528 次查看 【作者(必填)】 Eduardo Rossia, 1, 2, , Paolo Santucci de Magistrisb, 【文题(必填)】 Long memory and tail dependence in trading volume and volatility 【年份(必填)】 2013 【全文链接或数据库名称(选填 ...2017-4-1 09:57 - internet.hzx - 求助成功区
1 个回复 - 528 次查看 【作者(必填)】 Eduardo Rossia, 1, 2, , Paolo Santucci de Magistrisb, 【文题(必填)】 Long memory and tail dependence in trading volume and volatility 【年份(必填)】 2013 【全文链接或数据库名称(选填 ...2017-4-1 09:57 - internet.hzx - 求助成功区
求文献Volatility of stock market and exchange rate returns in Peru: Long memory
2 个回复 - 699 次查看 【作者(必填)】Andrés Herrera AramburúRelated information1Department of Economics, Pontificia Universidad Católica del Perú, Av. Universitaria 1801, Lima 32, Lima, Perú , Gabriel RodríguezRela ...2016-5-7 17:25 - weilinhy - 求助成功区
2 个回复 - 699 次查看 【作者(必填)】Andrés Herrera AramburúRelated information1Department of Economics, Pontificia Universidad Católica del Perú, Av. Universitaria 1801, Lima 32, Lima, Perú , Gabriel RodríguezRela ...2016-5-7 17:25 - weilinhy - 求助成功区
Asymmetry and Long Memory in Volatility Modeling
2 个回复 - 1010 次查看 【作者(必填)】Manabu Asai, Michael McAleer, and Marcelo C. Medeiros 【文题(必填)】Asymmetry and Long Memory in Volatility Modeling 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://jfec ...2014-8-31 22:44 - hnhs100 - 求助成功区
2 个回复 - 1010 次查看 【作者(必填)】Manabu Asai, Michael McAleer, and Marcelo C. Medeiros 【文题(必填)】Asymmetry and Long Memory in Volatility Modeling 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://jfec ...2014-8-31 22:44 - hnhs100 - 求助成功区
sciencedirect:The Tunisian stock market index volatility: Long memory vs. switch
1 个回复 - 1019 次查看 【作者(必填)】 [*]Lanouar Charfeddinea, , , [*]Ahdi Noomen Ajmib, c, 【文题(必填)】 The Tunisian stock market index volatility: Long memory vs. switching regime【年份(必填)】 2013 【全文链接或 ...2014-7-10 19:10 - qijiongli - 求助成功区
1 个回复 - 1019 次查看 【作者(必填)】 [*]Lanouar Charfeddinea, , , [*]Ahdi Noomen Ajmib, c, 【文题(必填)】 The Tunisian stock market index volatility: Long memory vs. switching regime【年份(必填)】 2013 【全文链接或 ...2014-7-10 19:10 - qijiongli - 求助成功区
What explains long memory in futures price volatility?
1 个回复 - 723 次查看 【作者(必填)】G. J. Powera* & C. Turveyb 【文题(必填)】 What explains long memory in futures price volatility? 【年份(必填)】 Applied Economics ...2013-1-3 18:55 - ddinghzau - 求助成功区
1 个回复 - 723 次查看 【作者(必填)】G. J. Powera* & C. Turveyb 【文题(必填)】 What explains long memory in futures price volatility? 【年份(必填)】 Applied Economics ...2013-1-3 18:55 - ddinghzau - 求助成功区
Exponential Smoothing, Long Memory and Volatility Prediction-指数平滑，长记忆和波动预测
0 个回复 - 658 次查看 2004-12-2 21:26 - 黄金指数218 - Forum
0 个回复 - 658 次查看 2004-12-2 21:26 - 黄金指数218 - Forum
Long Memory and Tail dependence in Trading Volume and Volatility
0 个回复 - 226 次查看 2004-10-13 15:40 - 十大券商898 - Forum
0 个回复 - 226 次查看 2004-10-13 15:40 - 十大券商898 - Forum
Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: T...
0 个回复 - 202 次查看 2004-7-29 16:24 - 论语与算盘448 - Forum
0 个回复 - 202 次查看 2004-7-29 16:24 - 论语与算盘448 - Forum
Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: T...
0 个回复 - 542 次查看 2004-7-22 17:20 - 边际收益704 - Forum
0 个回复 - 542 次查看 2004-7-22 17:20 - 边际收益704 - Forum
The Effect of Long Memory in Volatility on Stock Market Fluctuations-波动率的长记...
0 个回复 - 456 次查看 2004-7-22 09:44 - 垄断竞争201 - Forum
0 个回复 - 456 次查看 2004-7-22 09:44 - 垄断竞争201 - Forum
