结果:找到“correlation trading”相关内容13个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
Time-varying cross-correlation between trading volume and returns in US stock ma
1 个回复 - 357 次查看 【作者(必填)】 7777 【文题(必填)】 Time-varying cross-correlation between trading volume and returns in US stock markets【年份(必填)】 666 【全文链接或数据库名称(选填)】https://www.sciencedirect. ...2022-12-17 23:24 - internet.hzx - 求助成功区
Time-varying cross-correlation between trading volume and returns in US stock ma
1 个回复 - 348 次查看 【作者(必填)】 23 【文题(必填)】 Time-varying cross-correlation between trading volume and returns in US stock markets 【年份(必填)】 23 【全文链接或数据库名称(选填)】 https://www.sciencedirect ...2022-12-14 14:05 - internet.hzx - 求助成功区
Trading Volume and Cross‐Autocorrelations in Stock Returns
2 个回复 - 791 次查看 【作者(必填)】 23 【文题(必填)】 Trading Volume and Cross‐Autocorrelations in Stock Returns【年份(必填)】 232 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/doi/abs/10.1111/0022-1 ...2019-7-11 23:19 - internet.hzx - 求助成功区
Trading Volume and Cross-Autocorrelations in Stock Returns
3 个回复 - 732 次查看 【作者(必填)】 23 【文题(必填)】 Trading Volume and Cross-Autocorrelations in Stock Returns【年份(必填)】 232 【全文链接或数据库名称(选填)】https://www.jstor.org/stable/2225272019-10-23 01:53 - internet.hzx - 求助成功区
Time Series Momentum Trading Strategy and Autocorrelation Amplification
4 个回复 - 2407 次查看 This article assumes general stationary processes for prices and derives the autocorrelation function for a general Moving Average (MA) trading rule to investigate why this rule is used. The resul ...2016-9-13 14:12 - hqmf2016 - 金融学(理论版)
Correlation Trading Strategies: Opportunities and Limitations
1 个回复 - 740 次查看 【作者(必填)】Gunter Meissner 【文题(必填)】Correlation Trading Strategies: Opportunities and Limitations 【年份(必填)】2016 【全文链接或数据库名称(选填)】http://www.iijournals.com/doi/full/10. ...2016-9-29 17:52 - lopemann - 求助成功区
Trading Volatility: Trading Volatility, Correlation, Term Structure and Skew
23 个回复 - 770 次查看 Trading Volatility: Trading Volatility, Correlation, Term Structure and Skew by Colin Bennett 2014 Publisher: CreateSpace Independent Publishing Platform This publication aims to fill the ...2014-10-25 07:28 - tigerwolf - 创新与战略管理
Temporal variations of serial correlations of trading volume in the US stock mar
1 个回复 - 630 次查看 【作者(必填)】 José Alvarez-Ramírez, , Eduardo Rodríguez 【文题(必填)】 Temporal variations of serial correlations of trading volume in the US stock market【年份(必填)】 2012 【全文链接或数据库 ...2014-3-29 22:37 - qijiongli - 求助成功区
Nonsynchronous security trading and market index autocorrelation
4 个回复 - 850 次查看 【作者(必填)】MD Atchison, KC Butler, RR Simonds 【文题(必填)】 Nonsynchronous security trading and market index autocorrelation 【年份(必填)】 【全文链接或数据库名称(选填)】2013-3-17 13:33 - lk1966mail - 求助成功区
Merrill Lynch- Correlation Trading 美林
0 个回复 - 1334 次查看 Pricing Correlation Products Delta Hedging Correlation Sensitivity Spread Convexity Instantaneous default risk correlation strategies2010-8-27 23:17 - powerstate - 金融学(理论版)
What kind of Trading Drives Return Autocorrelation
0 个回复 - 1192 次查看 What kind of Trading Drives Return Autocorrelation2009-12-20 09:06 - fushengbin - 论文版