结果：找到“volatility modeling”相关内容36个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
统计套利经典实操教材 Statistical arbitrage.. Algorithmic trading insights and te0 个回复 - 2771 次查看 Pole A. Statistical arbitrage.. Algorithmic trading insights and techniques (Wiley, 2007) CHAPTER 1 Monte Carlo or Bust 1 Beginning 1 Whither? And Allusions 4 CHAPTER 2 Statistical Arbitrage 9 ...2017-11-15 22:54 - xiaorenwuhyl - 现金交易版
MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY
1 个回复 - 316 次查看 【作者(必填)】 i8、 【文题(必填)】 MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY【年份(必填)】 8 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/doi/abs/10.1111/j.1 ...2024-1-22 22:49 - internet.hzx - 求助成功区
1 个回复 - 316 次查看 【作者(必填)】 i8、 【文题(必填)】 MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY【年份(必填)】 8 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/doi/abs/10.1111/j.1 ...2024-1-22 22:49 - internet.hzx - 求助成功区
Volatility Modeling
0 个回复 - 207 次查看 MIT Dr. Kempthorne Volatility Modeling2023-12-28 10:29 - lili2016 - 量化投资
0 个回复 - 207 次查看 MIT Dr. Kempthorne Volatility Modeling2023-12-28 10:29 - lili2016 - 量化投资
Modeling interest rate volatility: A Realized GARCH approach
1 个回复 - 287 次查看 【作者(必填)】 22 【文题(必填)】 Modeling interest rate volatility: A Realized GARCH approach【年份(必填)】 22 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs/pii/ ...2023-8-25 00:37 - internet.hzx - 求助成功区
1 个回复 - 287 次查看 【作者(必填)】 22 【文题(必填)】 Modeling interest rate volatility: A Realized GARCH approach【年份(必填)】 22 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/abs/pii/ ...2023-8-25 00:37 - internet.hzx - 求助成功区
【随机波动性模型，金融数学】 Stochastic Volatility Modeling (2016) by L. Bergomi
85 个回复 - 16988 次查看 Stochastic Volatility Modeling Lorenzo Bergomi Packed with insights, Lorenzo Bergomi’s Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in ...2016-12-9 09:52 - cmwei333 - 金融学（理论版）
85 个回复 - 16988 次查看 Stochastic Volatility Modeling Lorenzo Bergomi Packed with insights, Lorenzo Bergomi’s Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in ...2016-12-9 09:52 - cmwei333 - 金融学（理论版）
An Application of Damped Diffusion for Modeling Volatility Dynamics
1 个回复 - 375 次查看 【作者(必填)】Mao-Wei Hung, Yi-Chen Ko, Jr-Yan Wang 【文题(必填)】An Application of Damped Diffusion for Modeling Volatility Dynamics 【年份(必填)】2022 【全文链接或数据库名称(选填)】https:// ...2022-10-30 15:57 - hnhs100 - 求助成功区
1 个回复 - 375 次查看 【作者(必填)】Mao-Wei Hung, Yi-Chen Ko, Jr-Yan Wang 【文题(必填)】An Application of Damped Diffusion for Modeling Volatility Dynamics 【年份(必填)】2022 【全文链接或数据库名称(选填)】https:// ...2022-10-30 15:57 - hnhs100 - 求助成功区
The Role of Jumps in Realized Volatility Modeling and Forecasting
1 个回复 - 438 次查看 【作者(必填)】Massimiliano Caporin 【文题(必填)】The Role of Jumps in Realized Volatility Modeling and Forecasting 【年份(必填)】2022 【全文链接或数据库名称(选填)】https://academic.oup.com/jf ...2022-10-30 16:03 - hnhs100 - 求助成功区
1 个回复 - 438 次查看 【作者(必填)】Massimiliano Caporin 【文题(必填)】The Role of Jumps in Realized Volatility Modeling and Forecasting 【年份(必填)】2022 【全文链接或数据库名称(选填)】https://academic.oup.com/jf ...2022-10-30 16:03 - hnhs100 - 求助成功区
A New Approach to Volatility Modeling: The Factorial Hidden Markov Volatility Mo
3 个回复 - 814 次查看 【作者(必填)】 MACTC 【文题(必填)】 A New Approach to Volatility Modeling: The Factorial Hidden Markov Volatility Model 【年份(必填)】 2019 【全文链接或数据库名称(选填)】https://amstat.tandfonli ...2019-12-9 14:56 - internet.hzx - 求助成功区
3 个回复 - 814 次查看 【作者(必填)】 MACTC 【文题(必填)】 A New Approach to Volatility Modeling: The Factorial Hidden Markov Volatility Model 【年份(必填)】 2019 【全文链接或数据库名称(选填)】https://amstat.tandfonli ...2019-12-9 14:56 - internet.hzx - 求助成功区
HARK the SHARK: Realized Volatility Modeling with Measurement Errors and Nonline
1 个回复 - 736 次查看 【作者(必填)】Giuseppe Buccheri, Fulvio Corsi 【文题(必填)】HARK the SHARK: Realized Volatility Modeling with Measurement Errors and Nonlinear Dependencies 【年份(必填)】2019 【全文链接或数据库 ...2019-10-9 06:47 - hnhs100 - 求助成功区
1 个回复 - 736 次查看 【作者(必填)】Giuseppe Buccheri, Fulvio Corsi 【文题(必填)】HARK the SHARK: Realized Volatility Modeling with Measurement Errors and Nonlinear Dependencies 【年份(必填)】2019 【全文链接或数据库 ...2019-10-9 06:47 - hnhs100 - 求助成功区
Financial volatility modeling: The feedback asymmetric conditional autoregressiv
1 个回复 - 376 次查看 【作者(必填)】Haibin Xie 【文题(必填)】Financial volatility modeling: The feedback asymmetric conditional autoregressive range model 【年份(必填)】2018 【全文链接或数据库名称(选填)】https://onl ...2018-10-17 17:36 - hnhs100 - 求助成功区
1 个回复 - 376 次查看 【作者(必填)】Haibin Xie 【文题(必填)】Financial volatility modeling: The feedback asymmetric conditional autoregressive range model 【年份(必填)】2018 【全文链接或数据库名称(选填)】https://onl ...2018-10-17 17:36 - hnhs100 - 求助成功区
求 Modeling and predicting historical volatility in exchange rate markets
1 个回复 - 477 次查看 【作者(必填)】SalimLahmiri 【文题(必填)】Modeling and predicting historical volatility in exchange rate markets[/backcolor] 【年份(必填)】2017 【全文链接或数据库名称(选填)】https://www.scienc ...2018-9-12 12:23 - yangboli_qt - 求助成功区
1 个回复 - 477 次查看 【作者(必填)】SalimLahmiri 【文题(必填)】Modeling and predicting historical volatility in exchange rate markets[/backcolor] 【年份(必填)】2017 【全文链接或数据库名称(选填)】https://www.scienc ...2018-9-12 12:23 - yangboli_qt - 求助成功区
求新书 Stochastic Volatility Modeling by Lorenzo Bergomi
2 个回复 - 3188 次查看 作者大牛- Risk’s 2009 Quant of the YearPacked with insights, Lorenzo Bergomi’s Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in the modeling of ...2016-7-26 10:11 - train2k - 金融工程（数量金融）与金融衍生品
2 个回复 - 3188 次查看 作者大牛- Risk’s 2009 Quant of the YearPacked with insights, Lorenzo Bergomi’s Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in the modeling of ...2016-7-26 10:11 - train2k - 金融工程（数量金融）与金融衍生品
On the Observed-Data Deviance Information Criterion for Volatility Modeling
2 个回复 - 721 次查看 【作者(必填)】Joshua C. C. Chan and Angelia L. Grant 【文题(必填)】On the Observed-Data Deviance Information Criterion for Volatility Modeling 【年份(必填)】2016 【全文链接或数据库名称(选填)】 ...2016-6-23 16:54 - hnhs100 - 求助成功区
2 个回复 - 721 次查看 【作者(必填)】Joshua C. C. Chan and Angelia L. Grant 【文题(必填)】On the Observed-Data Deviance Information Criterion for Volatility Modeling 【年份(必填)】2016 【全文链接或数据库名称(选填)】 ...2016-6-23 16:54 - hnhs100 - 求助成功区
modeling implied volatility surface
2 个回复 - 1747 次查看 2016-12-27 01:29 - mathsrule - 金融工程（数量金融）与金融衍生品
2 个回复 - 1747 次查看 2016-12-27 01:29 - mathsrule - 金融工程（数量金融）与金融衍生品
Modeling the Dependence of Conditional Correlations on Market Volatility
1 个回复 - 603 次查看 【作者(必填)】 uc Bauwens[/backcolor] & Edoardo Otranto[/backcolor] 【文题(必填)】 Modeling the Dependence of Conditional Correlations on Market Volatility【年份(必填)】 2016 【全文链接或数据库名 ...2016-12-28 12:32 - internet.hzx - 求助成功区
1 个回复 - 603 次查看 【作者(必填)】 uc Bauwens[/backcolor] & Edoardo Otranto[/backcolor] 【文题(必填)】 Modeling the Dependence of Conditional Correlations on Market Volatility【年份(必填)】 2016 【全文链接或数据库名 ...2016-12-28 12:32 - internet.hzx - 求助成功区
Exponential GARCH Modeling With Realized Measures of Volatility
1 个回复 - 770 次查看 【作者(必填)】 Peter Reinhard Hansen[/backcolor] & Zhuo Huang[/backcolor] 【文题(必填)】 Exponential GARCH Modeling With Realized Measures of Volatility【年份(必填)】 2012 【全文链接或数据库名称( ...2016-12-24 16:34 - internet.hzx - 求助成功区
1 个回复 - 770 次查看 【作者(必填)】 Peter Reinhard Hansen[/backcolor] & Zhuo Huang[/backcolor] 【文题(必填)】 Exponential GARCH Modeling With Realized Measures of Volatility【年份(必填)】 2012 【全文链接或数据库名称( ...2016-12-24 16:34 - internet.hzx - 求助成功区
Modeling the Dependence of Conditional Correlations on Market Volatility
2 个回复 - 703 次查看 【作者(必填)】 Luc Bauwensa & Edoardo Otrantob 【文题(必填)】 Modeling the Dependence of Conditional Correlations on Market Volatility【年份(必填)】 2006 【全文链接或数据库名称(选填)】http://www. ...2016-7-20 12:05 - internet.hzx - 求助成功区
2 个回复 - 703 次查看 【作者(必填)】 Luc Bauwensa & Edoardo Otrantob 【文题(必填)】 Modeling the Dependence of Conditional Correlations on Market Volatility【年份(必填)】 2006 【全文链接或数据库名称(选填)】http://www. ...2016-7-20 12:05 - internet.hzx - 求助成功区
Modeling the Dependence of Conditional Correlations on Market Volatility
1 个回复 - 647 次查看 【作者(必填)】 Luc Bauwensa & Edoardo Otrantob 【文题(必填)】 Modeling the Dependence of Conditional Correlations on Market Volatility【年份(必填)】 2016 【全文链接或数据库名称(选填)】http://www. ...2016-7-20 12:15 - internet.hzx - 求助成功区
1 个回复 - 647 次查看 【作者(必填)】 Luc Bauwensa & Edoardo Otrantob 【文题(必填)】 Modeling the Dependence of Conditional Correlations on Market Volatility【年份(必填)】 2016 【全文链接或数据库名称(选填)】http://www. ...2016-7-20 12:15 - internet.hzx - 求助成功区
Modeling the Dependence of Conditional Correlations on Market Volatility
1 个回复 - 694 次查看 【作者(必填)】 Luc Bauwensa & Edoardo Otrantob 【文题(必填)】 Modeling the Dependence of Conditional Correlations on Market Volatility【年份(必填)】 2016 【全文链接或数据库名称(选填)】http://www. ...2016-7-20 12:07 - internet.hzx - 求助成功区
1 个回复 - 694 次查看 【作者(必填)】 Luc Bauwensa & Edoardo Otrantob 【文题(必填)】 Modeling the Dependence of Conditional Correlations on Market Volatility【年份(必填)】 2016 【全文链接或数据库名称(选填)】http://www. ...2016-7-20 12:07 - internet.hzx - 求助成功区
Frontiers in Quantitative Finance: Volatility and Credit Risk Modeling
4 个回复 - 2813 次查看 The Petit D'euner de la Finance-which author Rama Cont has been co-organizing in Paris since 1998-is a well-known quantitative finance seminar that has progressively become a platform for the exchange ...2015-7-5 23:25 - nelsoncwlee - 金融学（理论版）
4 个回复 - 2813 次查看 The Petit D'euner de la Finance-which author Rama Cont has been co-organizing in Paris since 1998-is a well-known quantitative finance seminar that has progressively become a platform for the exchange ...2015-7-5 23:25 - nelsoncwlee - 金融学（理论版）
Asymmetry and Long Memory in Volatility Modeling
2 个回复 - 998 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 - 998 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
MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY
1 个回复 - 1332 次查看 【作者(必填)】Stephen J. Taylor† 【文题(必填)】MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY 【年份(必填)】2006 【全文链接或数据库名称(选填)】http://onlinelibrary.wiley ...2014-7-12 11:50 - lipj - 求助成功区
1 个回复 - 1332 次查看 【作者(必填)】Stephen J. Taylor† 【文题(必填)】MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY 【年份(必填)】2006 【全文链接或数据库名称(选填)】http://onlinelibrary.wiley ...2014-7-12 11:50 - lipj - 求助成功区
PPT on Modeling the Volatility Smile
3 个回复 - 3587 次查看 PPT on Modeling the Volatility Smile by Emanuel Derman (Author of My Life as a Quant) Sell for 1 coin only. Enjoy it.2010-7-9 06:45 - LeonBham - 金融工程（数量金融）与金融衍生品
3 个回复 - 3587 次查看 PPT on Modeling the Volatility Smile by Emanuel Derman (Author of My Life as a Quant) Sell for 1 coin only. Enjoy it.2010-7-9 06:45 - LeonBham - 金融工程（数量金融）与金融衍生品
Modeling Jump and Continuous Components in the Volatility of Oil Futures
1 个回复 - 542 次查看 【作者(必填)】 【文题(必填)】Modeling Jump and Continuous Components in the Volatility of Oil FuturesT Tseng-Chan, C Huimin… - Studies in Nonlinear 【年份(必填)】 【全文链接或数据库名称(选填 ...2014-3-4 17:01 - 金融坦然 - 求助成功区
1 个回复 - 542 次查看 【作者(必填)】 【文题(必填)】Modeling Jump and Continuous Components in the Volatility of Oil FuturesT Tseng-Chan, C Huimin… - Studies in Nonlinear 【年份(必填)】 【全文链接或数据库名称(选填 ...2014-3-4 17:01 - 金融坦然 - 求助成功区
16、Modeling natural gas market volatility using GARCH with －请caiwh关注下
1 个回复 - 657 次查看 【作者(必填)】Xiaodong Lva, c, , , , Xian Shanb 【文题(必填)】Modeling natural gas market volatility using GARCH with different distributions 【年份(必填)】Physica A: Statistical Mechanics and it ...2013-10-1 18:58 - 真龙121 - 求助成功区
1 个回复 - 657 次查看 【作者(必填)】Xiaodong Lva, c, , , , Xian Shanb 【文题(必填)】Modeling natural gas market volatility using GARCH with different distributions 【年份(必填)】Physica A: Statistical Mechanics and it ...2013-10-1 18:58 - 真龙121 - 求助成功区
MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY
1 个回复 - 929 次查看 多谢各位大侠!! 【作者(必填)】Stephen J. Taylor[/backcolor]† 【文题(必填)】MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY 【年份(必填)】1994 【全文链接或数据库名称(选填 ...2013-5-1 14:34 - mcsyky - 求助成功区
1 个回复 - 929 次查看 多谢各位大侠!! 【作者(必填)】Stephen J. Taylor[/backcolor]† 【文题(必填)】MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY 【年份(必填)】1994 【全文链接或数据库名称(选填 ...2013-5-1 14:34 - mcsyky - 求助成功区
A reduced form framework for modeling volatility of speculative prices based on
1 个回复 - 1037 次查看 【作者(必填)】 [*]Torben G. Andersena, b, c, , , [*]Tim Bollerslevd, b, c, 1, , [*]Xin Huange, 2, 【文题(必填)】 A reduced form framework for modeling volatility of speculative prices based ...2013-1-3 18:35 - ddinghzau - 求助成功区
1 个回复 - 1037 次查看 【作者(必填)】 [*]Torben G. Andersena, b, c, , , [*]Tim Bollerslevd, b, c, 1, , [*]Xin Huange, 2, 【文题(必填)】 A reduced form framework for modeling volatility of speculative prices based ...2013-1-3 18:35 - ddinghzau - 求助成功区
Volatility Modeling with Heterogeneous Impulse Response Function: Introducing N
4 个回复 - 999 次查看 【作者(必填)】 【文题(必填)】Volatility Modeling with Heterogeneous Impulse Response Function: Introducing Non-Parametric Jumps into the FIEGARCH ModelPC Tsai - 2009 - papers.ssrn.com 【年份(必填 ...2012-4-18 19:55 - 金融坦然 - 文献求助专区
4 个回复 - 999 次查看 【作者(必填)】 【文题(必填)】Volatility Modeling with Heterogeneous Impulse Response Function: Introducing Non-Parametric Jumps into the FIEGARCH ModelPC Tsai - 2009 - papers.ssrn.com 【年份(必填 ...2012-4-18 19:55 - 金融坦然 - 文献求助专区
Semiparametric Modeling of Implied Volatility
0 个回复 - 2051 次查看 <BR> <P><FONT color=#800080>Semiparametric Modeling of Implied Volatility (Springer Finance) </FONT></P> <P><IMG src="http://ec1.images-amazon.com/images/I/51kklWAF8uL. ...2007-6-4 13:11 - zhushiyou - 宏观经济学
0 个回复 - 2051 次查看 <BR> <P><FONT color=#800080>Semiparametric Modeling of Implied Volatility (Springer Finance) </FONT></P> <P><IMG src="http://ec1.images-amazon.com/images/I/51kklWAF8uL. ...2007-6-4 13:11 - zhushiyou - 宏观经济学
莫纳什大学 fiancial econometric notes- modeling volatility
3 个回复 - 1402 次查看 如题，绝对的原版资料。对莫纳什大学的本学科有兴趣的同学，或是对modeling volatility有兴趣的同学都值得看一看。2011-6-20 14:07 - moorechen - 金融工程（数量金融）与金融衍生品
3 个回复 - 1402 次查看 如题，绝对的原版资料。对莫纳什大学的本学科有兴趣的同学，或是对modeling volatility有兴趣的同学都值得看一看。2011-6-20 14:07 - moorechen - 金融工程（数量金融）与金融衍生品
MODELING AND FORECASTING REALIZED VOLATILITY波动估计方法
1 个回复 - 1817 次查看 一篇Andersen and Bollerslev波动率估计方法的文献2010-4-20 15:46 - maple992 - R语言论坛
1 个回复 - 1817 次查看 一篇Andersen and Bollerslev波动率估计方法的文献2010-4-20 15:46 - maple992 - R语言论坛
Modeling and Forecasting Realized Volatility
0 个回复 - 1380 次查看 关于实际波动率的论文，经典之作。Modeling and Forecasting Realized Volatility2009-9-1 04:04 - allenmagic - 金融学（理论版）
0 个回复 - 1380 次查看 关于实际波动率的论文，经典之作。Modeling and Forecasting Realized Volatility2009-9-1 04:04 - allenmagic - 金融学（理论版）
Modeling the Effects of Exchange Rate Volatility on Thai Rice Exports
0 个回复 - 345 次查看 2006-3-30 00:29 - wenO6ZTcp8ct6 - Forum
0 个回复 - 345 次查看 2006-3-30 00:29 - wenO6ZTcp8ct6 - Forum
Exponential GARCH Modeling with Realized Measures of Volatility-指数GARCH建模与实...
0 个回复 - 568 次查看 2004-11-19 17:05 - 稽核084 - Forum
0 个回复 - 568 次查看 2004-11-19 17:05 - 稽核084 - Forum
A Reduced Form Framework for Modeling Volatility of Speculative Prices base...
0 个回复 - 247 次查看 2004-8-4 16:55 - 个税补缴244 - Forum
0 个回复 - 247 次查看 2004-8-4 16:55 - 个税补缴244 - Forum
A Reduced Form Framework for Modeling Volatility of Speculative Prices base...
0 个回复 - 1710 次查看 2004-7-26 08:33 - 论语与算盘448 - Forum
0 个回复 - 1710 次查看 2004-7-26 08:33 - 论语与算盘448 - Forum
