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“高级
Density <highlight>Forecastinghighlight> with Time-Varying Higher Moments: A Model Confidence Set App
1 个回复 - 253 次查看 【作者(必填)】 66 【文题(必填)】Density <highlight>Forecastinghighlight> 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 higher moments have information content? - VaR forecasting based on
1 个回复 - 260 次查看 【作者(必填)】 22 【文题(必填)】 Do realized higher 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 - 302 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】<highlight>Forecastinghighlight> High-Frequency Volatility Shocks: An Analytical Real
95 个回复 - 11572 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
<highlight>Forecastinghighlight> the return distribution using high-frequency volatility measures
1 个回复 - 441 次查看 【作者(必填)】 23 【文题(必填)】 <highlight>Forecastinghighlight> 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 <highlight>Forecastinghighlight> High Frequency Financial Data-2015
8 个回复 - 1984 次查看 https://www.amazon.com/Modelling-<highlight>Forecastinghighlight>-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)
<highlight>Forecastinghighlight> Value-at-Risk using high frequency data: The realized range model
3 个回复 - 614 次查看 【作者(必填)】Xi-DongShaoa[/backcolor]Yu-JunLianb[/backcolor]Lian-QianYin[/backcolor] 【文题(必填)】<highlight>Forecastinghighlight> 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 <highlight>Forecastinghighlight> in High Dimensions
44 个回复 - 5462 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 higher moments into value‐at‐risk forecasting
1 个回复 - 381 次查看 【作者(必填)】 A Polanski, E Stoja 【文题(必填)】 Incorporating higher 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 higher-order conditional moments and forecasting intraday VaR and E
1 个回复 - 629 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 higher-order conditional moments a ...2017-7-9 11:40 - internet.hzx - 求助成功区
Foreign Exchange Rate <highlight>Forecastinghighlight> Using Higher Order Flexible Neural Tree
2 个回复 - 1113 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 <highlight>Forecastinghighlight> And High-Frequency Data Analysis
4 个回复 - 2620 次查看 Econometric <highlight>Forecastinghighlight> 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 <highlight>Forecastinghighlight> with Time-Varying Higher Moments: A Model Confidence Set App
4 个回复 - 746 次查看 【作者(必填)】 [*]Anders Wilhelmsson 【文题(必填)】 Density <highlight>Forecastinghighlight> 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 higher-order conditional moments and forecasting intraday VaR and E
1 个回复 - 521 次查看 【作者(必填)】 [*]A. Tolga Ergün, , [*]Jongbyung Jun 【文题(必填)】 Time-varying higher-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 <highlight>Forecastinghighlight> 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 <highlight>Forecastinghighlight> 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 <highlight>Forecastinghighlight> 9.1 User's Guide》
2 个回复 - 839 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: 97815904723542014-3-1 11:15 - 唐宋元清 - 求助成功区
【学术资料】<highlight>Forecastinghighlight> 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
<highlight>Forecastinghighlight> the FTSE 100 with High-Frequency Data: A Comparison of Realized Meas
1 个回复 - 628 次查看 【作者(必填)】 【文题(必填)】<highlight>Forecastinghighlight> 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 - 964 次查看 ECONOMETRIC FORECASTING AND HIGH-REQUENCY DATA ANALYSIS2012-10-23 02:50 - mobham121 - 计量经济学与统计软件
50币求书<highlight>Forecastinghighlight> of High Frequency Financial Time Series
3 个回复 - 2279 次查看 <highlight>Forecastinghighlight> of High Frequency Financial Time Series - Concepts, Methods, Algorithms - S. Dablemont (2010) ISBN : 978-3-8383-5654-92010-8-26 15:51 - autozhao - 爱问频道