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结果:找到“Forecasting high”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“
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Density <
high
light>Forecasting
high
light> with Time-Varying Higher Moments: A Model Confidence Set App
1 个回复 - 264 次查看
【作者(必填)】 66 【文题(必填)】Density <
high
light>Forecasting
high
light> with Time-Varying Higher Moments: A Model Confidence Set Approach 【年份(必填)】 88 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.c ...
2023-8-25 01:14 -
internet.hzx
-
求助成功区
Do realized
high
er moments have information content? - VaR forecasting based on
1 个回复 - 274 次查看
【作者(必填)】 22 【文题(必填)】 Do realized
high
er moments have information content? - VaR forecasting based on the realized GARCH-RSRK model【年份(必填)】 222 【全文链接或数据库名称(选填)】http ...
2023-8-25 02:24 -
internet.hzx
-
求助成功区
Inverse moment methods for sufficient forecasting using
high
-dimensional predict
1 个回复 - 309 次查看
【作者(必填)】 23 【文题(必填)】 Inverse moment methods for sufficient forecasting using
high
-dimensional predictors 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://academic.oup.com/biom ...
2022-7-30 23:58 -
internet.hzx
-
求助成功区
【阿尔法系列】<
high
light>Forecasting
high
light> High-Frequency Volatility Shocks: An Analytical Real
95 个回复 - 12038 次查看
2016年最新高频策略,降价出售3天,想要随时跟踪最新好书,请点击头像下方“加关注”。关注成功后,查看这里即可:三步走把千本好书“一网打尽”!。 [相关阅读] 【阿尔法系列】Fama-French五因子模型! 【阿 ...
2016-2-13 07:05 -
wwqqer
-
量化投资
<
high
light>Forecasting
high
light> the return distribution using
high
-frequency volatility measures
1 个回复 - 459 次查看
【作者(必填)】 23 【文题(必填)】 <
high
light>Forecasting
high
light> the return distribution using
high
-frequency volatility measures【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/scienc ...
2021-6-18 19:24 -
internet.hzx
-
求助成功区
Modelling and <
high
light>Forecasting
high
light> High Frequency Financial Data-2015
8 个回复 - 2011 次查看
https://www.amazon.com/Modelling-<
high
light>Forecasting
high
light>-High-Frequency-Financial/dp/1137396482/ref=sr_1_20?s=books&ie=UTF8&qid=1517308104&sr=1-20&keywords=
high
+frequency+trading This book provides a comprehensi ...
2018-1-30 20:06 -
cqiao
-
金融学(理论版)
<
high
light>Forecasting
high
light> Value-at-Risk using
high
frequency data: The realized range model
3 个回复 - 636 次查看
【作者(必填)】Xi-DongShaoa[/backcolor]Yu-JunLianb[/backcolor]Lian-QianYin[/backcolor] 【文题(必填)】<
high
light>Forecasting
high
light> Value-at-Risk using
high
frequency data: The realized range model 【年份(必填)】20 ...
2019-1-4 22:51 -
Alicefree
-
求助成功区
经典教材系列 Modeling and Stochastic Learning for <
high
light>Forecasting
high
light> in High Dimensions
44 个回复 - 5586 次查看
2015年最新教材降价出售期已过!想要随时跟踪最新降价好书,请点击头像下方“加关注”。关注成功后,查看这里即可:三步走把千本好书“一网打尽”!。 [相关阅读] 【经典教材系列】(资料汇总帖,附链接,持续 ...
2015-7-20 19:39 -
wwqqer
-
量化投资
Incorporating
high
er moments into value‐at‐risk forecasting
1 个回复 - 392 次查看
【作者(必填)】 A Polanski, E Stoja 【文题(必填)】 Incorporating
high
er moments into value‐at‐risk forecasting【年份(必填)】 2010 【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd=Inco ...
2018-5-22 11:14 -
internet.hzx
-
求助成功区
Time-varying
high
er-order conditional moments and forecasting intraday VaR and E
1 个回复 - 649 次查看
【作者(必填)】 A. TolgaErgünOpens the author workspaceOpens the author workspace. Author links open the author workspace.JongbyungJun 【文题(必填)】 Time-varying
high
er-order conditional moments a ...
2017-7-9 11:40 -
internet.hzx
-
求助成功区
Foreign Exchange Rate <
high
light>Forecasting
high
light> Using Higher Order Flexible Neural Tree
2 个回复 - 1132 次查看
http://www.irma-international.org/chapter/foreign-exchange-rate-forecasting-using/5279/
2011-9-30 04:12 -
kuhasu
-
求助成功区
Econometric <
high
light>Forecasting
high
light> And High-Frequency Data Analysis
4 个回复 - 2660 次查看
Econometric <
high
light>Forecasting
high
light> And High-Frequency Data Analysis (Lecture Notes Seres, Institute for Mathematical Sciences National University of Singapore) (Hardcover)by Roberto S. Mariano (Author, Editor), ...
2009-8-2 10:06 -
martinnyj
-
金融学(理论版)
Density <
high
light>Forecasting
high
light> with Time-Varying Higher Moments: A Model Confidence Set App
4 个回复 - 771 次查看
【作者(必填)】 [*]Anders Wilhelmsson 【文题(必填)】 Density <
high
light>Forecasting
high
light> with Time-Varying Higher Moments: A Model Confidence Set Approach 【年份(必填)】 2011 【全文链接或数据库名称(选填)】http ...
2016-4-7 18:33 -
internet.hzx
-
求助成功区
Time-varying
high
er-order conditional moments and forecasting intraday VaR and E
1 个回复 - 535 次查看
【作者(必填)】 [*]A. Tolga Ergün, , [*]Jongbyung Jun 【文题(必填)】 Time-varying
high
er-order conditional moments and forecasting intraday VaR and Expected Shortfall【年份(必填)】 2010 【全文 ...
2016-4-3 14:50 -
internet.hzx
-
求助成功区
Modelling and <
high
light>Forecasting
high
light> High Frequency Financial Data
1 个回复 - 1046 次查看
【作者(必填)】Degiannakis, Stavros, Floros, Christos 【文题(必填)】Modelling and <
high
light>Forecasting
high
light> High Frequency Financial Data 【年份(必填)】2015 【全文链接或数据库名称(选填)】
2016-2-12 14:49 -
安安岳
-
求助成功区
求:《SAS High-Performance <
high
light>Forecasting
high
light> 9.1 User's Guide》
2 个回复 - 849 次查看
~ SAS Institute (作者) [*]出版社: SAS Publishing (2004年3月1日) [*]平装: 96页 [*]语种: 英语 [*]ISBN: 1590472357 [*]条形码: 9781590472354
2014-3-1 11:15 -
唐宋元清
-
求助成功区
【学术资料】<
high
light>Forecasting
high
light> Value-at-Risk using
high
frequency data
0 个回复 - 657 次查看
我在2009年发表的风险管理-在险价值文献一篇; 摘要:Current studies on financial market risk measures usually use daily returns based on GARCH type models. This paper models realized range using intr ...
2013-10-13 00:22 -
yinlianqian
-
殷炼乾-暨南大学国际商学院
<
high
light>Forecasting
high
light> the FTSE 100 with High-Frequency Data: A Comparison of Realized Meas
1 个回复 - 638 次查看
【作者(必填)】 【文题(必填)】<
high
light>Forecasting
high
light> the FTSE 100 with High-Frequency Data: A Comparison of Realized Measures Oleg Komarov 【年份(必填)】 【全文链接或数据库名称(选填)】
2013-8-30 08:56 -
金融坦然
-
求助成功区
ECONOMETRIC FORECASTING AND HIGH-REQUENCY DATA ANALYSISECONOMETRIC FORECASTING A
0 个回复 - 973 次查看
ECONOMETRIC FORECASTING AND HIGH-REQUENCY DATA ANALYSIS
2012-10-23 02:50 -
mobham121
-
计量经济学与统计软件
50币求书<
high
light>Forecasting
high
light> of High Frequency Financial Time Series
3 个回复 - 2296 次查看
<
high
light>Forecasting
high
light> of High Frequency Financial Time Series - Concepts, Methods, Algorithms - S. Dablemont (2010) ISBN : 978-3-8383-5654-9
2010-8-26 15:51 -
autozhao
-
爱问频道
Efficiency Gains in Commodity <
high
light>Forecasting
high
light> with High Volatility in Prices us...
0 个回复 - 280 次查看
2006-4-11 00:47 -
数学类专业666
-
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