结果：找到“forecasting high-frequency”相关内容9个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
【阿尔法系列】Forecasting High-Frequency Volatility Shocks: An Analytical Real
95 个回复 - 11681 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
95 个回复 - 11681 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
Forecasting the return distribution using high-frequency volatility measures
1 个回复 - 448 次查看 【作者(必填)】 23 【文题(必填)】 Forecasting 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
1 个回复 - 448 次查看 【作者(必填)】 23 【文题(必填)】 Forecasting 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 Forecasting High Frequency Financial Data-2015
8 个回复 - 1995 次查看 https://www.amazon.com/Modelling-Forecasting-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）
8 个回复 - 1995 次查看 https://www.amazon.com/Modelling-Forecasting-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）
Forecasting Value-at-Risk using high frequency data: The realized range model
3 个回复 - 618 次查看 【作者(必填)】Xi-DongShaoa[/backcolor]Yu-JunLianb[/backcolor]Lian-QianYin[/backcolor] 【文题(必填)】Forecasting 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
3 个回复 - 618 次查看 【作者(必填)】Xi-DongShaoa[/backcolor]Yu-JunLianb[/backcolor]Lian-QianYin[/backcolor] 【文题(必填)】Forecasting 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
Econometric Forecasting And High-Frequency Data Analysis
4 个回复 - 2631 次查看 Econometric Forecasting 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）
4 个回复 - 2631 次查看 Econometric Forecasting 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）
Modelling and Forecasting 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 Forecasting 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
1 个回复 - 1046 次查看 【作者(必填)】Degiannakis, Stavros, Floros, Christos 【文题(必填)】Modelling and Forecasting 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
【学术资料】Forecasting 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
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
Forecasting the FTSE 100 with High-Frequency Data: A Comparison of Realized Meas
1 个回复 - 630 次查看 【作者(必填)】 【文题(必填)】Forecasting 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
1 个回复 - 630 次查看 【作者(必填)】 【文题(必填)】Forecasting 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
50币求书Forecasting of High Frequency Financial Time Series
3 个回复 - 2283 次查看 Forecasting 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
3 个回复 - 2283 次查看 Forecasting 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
