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求助Intraday return predictability in China’s crude oil futures market
1 个回复 - 530 次查看【作者(必填)】 DanyanWen[/backcolor]YudongWang[/backcolor]YaojieZhang[/backcolor] 【文题(必填)】 Intraday return predictability in China’s crude oil futures market: New evidence from a unique trad ...2021-10-27 16:53 - cooper56 - 求助成功区

On the volatility–volume relationship in energy futures markets using intraday
2 个回复 - 463 次查看【作者(必填)】 23 【文题(必填)】 On the volatility–volume relationship in energy futures markets using intraday data【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/ ...2019-10-23 21:23 - internet.hzx - 求助成功区

Market intraday momentum
1 个回复 - 915 次查看【作者(必填)】GaoaYufengHanbSophiaZhengzi LicGuofuZhoude 【文题(必填)】Market intraday momentum 【年份(必填)】2018 【全文链接或数据库名称(选填)】 Journal of Financial Economics，Volume 129, ...2019-7-15 10:15 - yishuiyuan2604 - 求助成功区

A Mixed Frequency Stochastic Volatility Model for Intraday Stock Market Returns
3 个回复 - 743 次查看【作者(必填)】 Jeremias Bekierman Bastian Gribisch 【文题(必填)】A Mixed Frequency Stochastic Volatility Model for Intraday Stock Market Returns 【年份(必填)】 2019 【全文链接或数据库名称(选填)】 ...2019-6-28 15:05 - hnhs100 - 求助成功区

Intraday volatility and scaling in high frequency foreign exchange markets
1 个回复 - 520 次查看【作者(必填)】 LarsSeemann[/backcolor]Joseph L.McCauley[/backcolor]Gemunu H.[/backcolor] 【文题(必填)】 Intraday volatility and scaling in high frequency foreign exchange markets【年份(必填)】 201 ...2019-1-12 14:51 - leosong - 求助成功区

Forecasting intraday volatility in the us equity market.
3 个回复 - 1245 次查看【作者(必填)】【文题(必填)】Forecasting intraday volatility in the us equity market. multiplicative component garchRF Engle, ME Sokalska - Journal of Financial Econometrics, 2012 - Oxford Univ Pre ...2013-9-16 21:16 - 金融坦然 - 求助成功区

Intraday futures volatility and theories of market behavior
2 个回复 - 861 次查看【作者(必填)】Daigler R T 【文题(必填)】Intraday futures volatility and theories of market behavior 【年份(必填)】1997 【全文链接或数据库名称(选填)】Journal of futures markets2016-7-20 10:35 - 三世相思2013 - 求助成功区

Forecasting intraday volatility in the us equity market :Multiplicative componen
2 个回复 - 937 次查看【作者(必填)】Engle R F,Sokalska ME 【文题(必填)】Forecasting intraday volatility in the us equity market :Multiplicative component garch 【年份(必填)】2012 【全文链接或数据库名称(选填)】2016-7-20 10:54 - 三世相思2013 - 求助成功区

Forecasting the intraday market price of money
6 个回复 - 1033 次查看【作者(必填)】 [*]Andrea Monticinia, , [*]Francesco Ravazzolob, 【文题(必填)】Forecasting the intraday market price of money 【年份(必填)】2014 【全文链接或数据库名称(选填)】http://www. ...2014-9-12 09:53 - nkky2011 - 求助成功区

Forecasting intraday volatility in the US equity market. Multiplicative compone
1 个回复 - 1351 次查看【作者(必填)】RF Engle… 【文题(必填)】Forecasting intraday volatility in the US equity market. Multiplicative component GARCH 【年份(必填)】 - Journal of Financial Econometrics, 2012 - Oxford U ...2012-4-18 14:57 - 金融坦然 - 求助成功区

求助Intraday return predictability in China’s crude oil futures market
0 个回复 - 247 次查看【作者(必填)】DanyanWen[/backcolor]YudongWang[/backcolor]YaojieZhang[/backcolor] 【文题(必填)】Intraday return predictability in China’s crude oil futures market: New evidence from a unique tradin ...2021-10-27 11:25 - cooper56 - 文献求助专区

Modeling Market Order Arrivals on the German Intraday Electricity Market With th
1 个回复 - 747 次查看【作者(必填)】 Nikolaus Graf von Luckner[/backcolor]University of Duisburg-EssenRuediger Kiesel[/backcolor]University of Duisburg-Essen - Faculty of Economic Science【文题(必填)】Modeling Market Orde ...2020-7-15 09:27 - ssylzz - 求助成功区

[下载]Econometric Modelling of Stock Market Intraday Activity
2 个回复 - 3156 次查看 2007-1-13 17:38 - bh7616 - 计量经济学与统计软件

[下载]Econometric Modelling of Stock Market Intraday Activity
1 个回复 - 4290 次查看 very good book ,classical [此贴子已经被作者于2006-12-3 22:49:52编辑过]2006-12-3 19:26 - bh7616 - 计量经济学与统计软件

Econometric Modelling of Stock Market Intraday Activity[股票市场的计量建模]
16 个回复 - 5096 次查看第一次发帖，多多关照。 [Money=15][/Money] [此贴子已经被作者于2004-12-27 9:13:46编辑过]2004-12-27 07:47 - easist - 计量经济学与统计软件

Trading Collar, Intraday, Periodicity, And Stock Market Volatility
0 个回复 - 249 次查看 2005-9-11 16:32 - 汇金投资342 - Forum

Intraday Trading Invariance in the E-mini S&P 500 Futures Market
0 个回复 - 186 次查看 2005-3-16 15:15 - 风险控制管理088 - Forum

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