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  • 打包.zip
       打包下载三本书，更便宜

    本附件包括：
    • Joel Hasbrouck - Empirical market microstructure-Oxford University Press, USA (2007).pdf
    • Maureen O'Hara - Market Microstructure Theory -Wiley (1998).pdf
    • Maureen O'Hara, Maureen O'Hara, Marcos Lopez de Prado, David Easley - High-frequency Trading-Risk Books (2013).pdf
  • 13.36 MB
  • 2020-2-27

  • 论文.rar

    本附件包括：
    • Risk and Return in High-Frequency Trading .pdf
    • Automatic High-Frequency Trading_ An Application to Emerging Chilean Stock Market.pdf
    • CAST Using neural networks to improve trading systems based on technical analysis by means of the RSI financial indicator.pdf
    • CAST- Using neural networks to improve trading systems based on technical analysis by means of the RSI financial indicator.docx
    • Combining multiple feature selection methods for stock prediction_ Union, intersection, and multi-intersection approaches.pdf
    • Correlating Financial Time Series with Micro-Blogging Activity.pdf
    • Deep learning for event-driven stock prediction..pdf
    • Deep Learning for Event-Driven Stock Prediction.docx
    • Deep Learning Networks for Stock Market Analysis and Prediction_ Methodology, Data Representations, and Case Studies.pdf
    • Design and Application of Artificial Neural Networks for Predicting the Values of Indexes on the Bulgarian Stock Market.pdf
    • Do Funds Make More When They Trade More.pdf
    • Financial Time Series Segmentation Based On Turning Points.pdf
    • High Frequency Trading and Extreme Price Movements_.pdf
    • High-frequency trading strategies.pdf
    • how to design targetdate funds.pdf
    • Improving Financial Time Series Prediction Using Exogenous Series and Neural Networks Committees.pdf
    • Measuring Skill in the Mutual Fund Industry.pdf
    • A Bayesian regularized artificial neural network for stock market forcasting.pdf
    • A fuzzy rule based expert system for stock evaluation and portfolio construction_ An application to Istanbul Stock Exchange .pdf
    • A method for automatic stock trading combining technical analysis and nearest neighbor classification.pdf
    • A novel text mining approach to financial time series forecasting.pdf
    • A prediction scheme using perceptually important points and dynamic time warping.pdf
    • An Autonomous Trader Agent for the Stock Market Based on Online Sequential Extreme Learning Machine Ensemble.docx
    • An autonomous trader agent for the stock market based on online sequential extreme learning machine ensemble.pdf
    • An empirical methodology for developing stockmarket trading systems using arti cial neural networks.pdf
    • An intraday market risk management approach based on textual analysis.pdf
    • Application of support vector machines in financial time 1899 series forcasting.pdf
    • Automatic method for stock trading combining technical analysis and the Artificial Bee Colony Algorithm.pdf
    • Automatie Method for Stoek Trading Combining Teehnieal Analysis and the Artifieial Bee Colony Algorithm.docx
  • 17.22 MB
  • 2019-1-26

  • hft_paper.rar
       高频订单簿论文若干

    本附件包括：
    • Randi Naes; Johannes A. Skjeltorp -- Order book characteristics and the volume–volatility relation- Empirical evi.pdf
    • Modelling high-frequency limit order book dynamics with support vector machines.pdf
    • Modelling the buy and sell intensity in a limit order book market.pdf
    • Muni Toke, I. -- The order book as a queueing system- average depth and influence of the size of limit orders.pdf
    • Muni Toke, Ioane; Yoshida, Nakahiro -- Modelling intensities of order flows in a limit order book.pdf
    • Paddrik, Mark; Hayes, Roy; Scherer, William; Beling, Peter -- Effects of limit order book informati.pdf
    • Palguna, Deepan; Pollak, Ilya -- Mid-Price Prediction in a Limit Order Book.pdf
  • 4.48 MB
  • 2017-8-27

  • AFA-2017-Part02.zip
       AFA

    本附件包括：
    • AFA2017-Correlated High-Frequency Trading.pdf
    • AFA2017-A Clash of Cultures_ The Governance and Valuation Effects of Multiple Corporate Cultures.pdf
    • AFA2017-A First Glimpse into the Short Side of Hedge Funds.pdf
    • AFA2017-Access to Credit and Stock Market Participation.pdf
    • AFA2017-Aggregate Effects of Collateral Constraints.pdf
    • AFA2017-Analyst Coverage Network and Corporate Financial.pdf
    • AFA2017-Anchoring and Acquisitions.pdf
    • AFA2017-Anomalies and News.pdf
    • AFA2017-Are CEOs Different_ Characteristics of Top Managers.pdf
    • AFA2017-Asset Encumbrance, Bank Funding, and Financial Fragility.pdf
    • AFA2017-Asset Management Within Commercial Banking Groups_ International Evidence.pdf
    • AFA2017-Bank Complexity and Risk Management_ Evidence from Operational Risk Events in U.S. Bank Holding Companies.pdf
    • AFA2017-Bank Culture.pdf
    • AFA2017-Bank Resolution and the Structure of Global Banks.pdf
    • AFA2017-Can Decentralized Markets Be More Efficient_.pdf
    • AFA2017-Can Paying Firms Quicker Affect Aggregate Employment_.pdf
    • AFA2017-Career Concerns and Strategic Effort Allocation by Analysts.pdf
    • AFA2017-Cash-flow timing vs. discount-rate timing_ A decomposition of mutual Fund.pdf
    • AFA2017-Centralized Trading, Transparency and Interest Rate Swap Market Liquidity_ Evidence from the Implementation of the Dodd-Frank Act.pdf
    • AFA2017-Compensation goals and firm performance.pdf
    • AFA2017-Competition and Innovation in the Presence of Financial Constraints.pdf
    • AFA2017-Competition, Reach for Yield, and Money Market Funds.pdf
    • AFA2017-Corporate Culture_ Evidence from the Field.pdf
    • AFA2017-Creditor Rights and Relationship Banking_ Evidence from a Policy Experiment.pdf
    • AFA2017-Cross-Currency Basis.pdf
    • AFA2017-Data Abundance and Asset Price Informativeness.pdf
    • AFA2017-Dividend Dynamics, Learning, and Expected Stock Index Returns.pdf
    • AFA2017-Do Bank Boards Focus Adequately On Risk_.pdf
    • AFA2017-Do Criminal Politicians affect Firm Investment and Value_ Evidence from a Regression Discontinuity Approach.pdf
    • AFA2017-Do High Frequency Traders Need to be Regulated_ Evidence from Trading on Macroeconomic Announcements.pdf
    • AFA2017-Do Personal Ethics Influence Corporate Ethics_.pdf
    • AFA2017-Does Central Bank Tone Move Asset Prices_.pdf
    • AFA2017-Does a Larger Menu Increase Appetite_ Collateral Eligibility and Bank Risk-Taking.pdf
    • AFA2017-Economic Uncertainty, Aggregate Debt, and the Real Effects of Corporate Finance.pdf
    • AFA2017-Endogenous Specialization and Dealer Networks.pdf
    • AFA2017-Entangled Risks in Incomplete FX Markets.pdf
    • AFA2017-Estimating Information Asymmetry in Securities Markets.pdf
    • AFA2017-Executive Job Matching_ Estimates from a Dynamic Model.pdf
    • AFA2017-Experimenting with Entrepreneurship_ The Effect of Job-Protected Leave.pdf
    • AFA2017-Fast Traders Make a Quick Buck_ The Role of Speed in Liquidity Provision.pdf
    • AFA2017-Financial Conglomerate Affiliation and Hedge Funds’ Countercyclical Risk Taking.pdf
    • AFA2017-Financial Intermediation in Private Equity_ How Well do Funds of Funds Perform_.pdf
    • AFA2017-Financing Payouts.pdf
    • AFA2017-Flying Under the Radar_ The Effects of Short-Sale Disclosure Rules on Investor Behavior and Stock Prices.pdf
    • AFA2017-Generalized Recovery.pdf
    • AFA2017-Good and Bad CEOs.pdf
    • AFA2017-How should investors respond to increases in volatility_.pdf
    • AFA2017-In-Group Bias in Financial Markets.pdf
    • AFA2017-Informed Trading and Option Prices_ Evidence from Activist.pdf
    • AFA2017-Innovation Waves, Investor Sentiment, and Mergers.pdf
    • AFA2017-Insider Purchases after Short Interest Spikes_ a False Signaling Device_.pdf
    • AFA2017-Institutional Herding and Its Price Impact_ Evidence from the Corporate Bond Market.pdf
    • AFA2017-Integrity Culture and Analyst Forecast Quality .pdf
    • AFA2017-Interfund lending in mutual fund families_ Role of internal capital markets.pdf
    • AFA2017-Intraday Trading Invariance in the E-mini S&P 500 Futures Market.pdf
    • AFA2017-It Depends on Where You Search_ A Comparison of Institutional and Retail Attention.pdf
    • AFA2017-Learning across Peer Firms and Innovation Waves.pdf
    • AFA2017-Macro Announcement Premium and Risk Preferences.pdf
    • AFA2017-Maximum likelihood estimation of the equity.pdf
    • AFA2017-Minimum Payments and Debt Paydown in Consumer Credit Cards.pdf
    • AFA2017-Multiple Equilibria in Noisy Rational Expectations Economies.pdf
    • AFA2017-Non-rating revenue and conflicts of interest.pdf
    • AFA2017-Oil Volatility RisK.pdf
    • AFA2017-One thorn of experience_ CEOs, strikes, and financial leverage.pdf
    • AFA2017-Opportunistic Proposals by Union Shareholders.pdf
    • AFA2017-Optimal Financing for R&D-intensive Firms.pdf
    • AFA2017-Parsing the Content of Bank Supervision.pdf
    • AFA2017-Patents as Substitutes for Relationships.pdf
    • AFA2017-Pay Now or Pay Later__ The Economics within the Private Equity Partnership.pdf
    • AFA2017-Pension Fund Board Composition and Investment Performance_ Evidence from Private Equity.pdf
    • AFA2017-Performance-Vesting Provisions in Executive Compensation .pdf
    • AFA2017-Private Equity’s Unintended Dark Side_ On the Economic Consequences of Excessive Delistings.pdf
    • AFA2017-Real Exchange Rates and Currency Risk Premia.pdf
    • AFA2017-Relative Pay for Non-Relative Performance_ Keeping up with the Joneses with Optimal Contracts.pdf
    • AFA2017-Rethinking Performance Evaluation.pdf
    • AFA2017-Risk Management in Financial Institutions.pdf
    • AFA2017-Robust Bond Risk Premia.pdf
    • AFA2017-Shareholder-Creditor Conflict and Payout Policy_ Evidence from Mergers between Lenders and Shareholders.pdf
    • AFA2017-Size Discovery.pdf
    • AFA2017-Skewness Consequences of Seeking Alpha.pdf
    • AFA2017-Slow Trading and Stock Return Predictability.pdf
    • AFA2017-Sovereign CDS Spreads with Credit Rating.pdf
    • AFA2017-Speed and Expertise in Stock Picking_ Older, Slower, and Wiser_ .pdf
    • AFA2017-Standing on the Shoulders of Giants_ The Effect of Passive Investors on Activism.pdf
    • AFA2017-Stock Market Coverage.pdf
    • AFA2017-Taking Orders and Taking Notes_ Dealer Information Sharing in Financial Markets.pdf
    • AFA2017-Term Structure of Interest Rates with Short-run and Long-run Risks.pdf
    • AFA2017-The Causal Effect of Limits to Arbitrage on Asset Pricing Anomalies.pdf
    • AFA2017-The Cross-Section of Subjective Bond Risk Premia.pdf
    • AFA2017-The Effect of Option-based Compensation on Payout Policy_ Evidence from FAS 123R.pdf
    • AFA2017-The Equity Premium and the One Percent.pdf
    • AFA2017-The Face of Risk_ CEO Testosterone and Risk Taking Behavior.pdf
    • AFA2017-The Impact of Sovereign Shocks.pdf
    • AFA2017-The Liquid Hand-to-Mouth_ Evidence from Personal.pdf
    • AFA2017-The Misguided Beliefs of Financial Advisors.pdf
    • AFA2017-The Momentum of News .pdf
    • AFA2017-The Term Structure of Implied Volatility and Volatility Risk Premia in the FX Market.pdf
    • AFA2017-The Value of Information for Contracting.pdf
    • AFA2017-The Value of Trading Relationships in Turbulent Times.pdf
    • AFA2017-The real effects of credit ratings_ Evidence from corporate asset sales.pdf
    • AFA2017-Time-Varying Crash Risk.pdf
    • AFA2017-Uncertainty, the Exchange Rate and International Capital Flows.pdf
    • AFA2017-Unemployment and Credit Risk.pdf
    • AFA2017-Variance Risk Premia on Stocks and Bonds.pdf
    • AFA2017-Weighted Least Squares Estimates of Return Predictability Regressions.pdf
    • AFA2017-What Drives Liquidity_ Identifying Shocks to Market Makers' Supply of Liquidity and Their Role in Economic Fluctuations.pdf
    • AFA2017-What's Behind the Smooth Dividends_ Evidence from Structural Estimation.pdf
    • AFA2017-When Do Laws and Institutions Affect Recovery Rates on Collateral_.pdf
    • AFA2017-Where the Heart Is_ Information Production and the Home Bias.pdf
    • AFA2017-Wholesale Funding Runs.pdf
    • AFA2017-Why does fast loan growth predict poor performance for banks_ .pdf
  • 77.41 MB
  • 2016-12-30

  • High-Frequency Financial Econometrics 2014.rar
       文件名不知道对不对

    本附件包括：
    • High-Frequency Financial Econometrics 2014.pdf
  • 7.68 MB
  • 2016-3-23

  • Flash Boys Not So Fast An Insider’s Perspective on High-Frequency Trading.rar

    本附件包括：
    • Flash Boys Not So Fast An Insider’s Perspective on High-Frequency Trading.azw
  • 258.99 KB
  • 2015-11-26

  • An Introduction to High-Frequency Finance.rar

    本附件包括：
    • An Introduction to High-Frequency Finance.pdf
  • 3.73 MB
  • 2015-5-5

  • 123.rar
       textbook for high-frequency

    本附件包括：
    • High-Frequency.pdf
  • 7.68 MB
  • 2015-4-26

  • journal of finance April 2013.rar

    本附件包括：
    • On the High-Frequency Dynamics of Hedge Fund.pdf
    • A Multiple Lender Approach to Understanding.pdf
    • Divisional Managers and Internal Capital.pdf
    • How Effective Were the Federal Reserve.pdf
    • Monitoring Managers Does It Matter.pdf
    • Noisy Prices and Inference Regarding Returns.pdf
    • Outsourcing Mutual Fund Management.pdf
    • The Cost of Short-Selling Liquid Securities.pdf
    • The Maturity Rat Race.pdf
    • Uncovering Hedge Fund Skill from the Portfolio.pdf
  • 2.91 MB
  • 2014-10-4

  • HFT.zip

    本附件包括：
    • The High-Frequency Trading Arms Race.pdf
    • Latency, Liquidity and Price Discovery.pdf
    • Does Algorithmic Trading Improve Liquidity.pdf
    • The-Diversity-of-HFT.pdf
    • Need for Speed.pdf
    • Middlemen Interaction and Market Quality.pdf
    • News Trading and Speed.pdf
    • Automation, trading costs.pdf
  • 6.04 MB
  • 2014-9-23

  • 美国经济评论2014年第五期会议论文（上）.zip

    本附件包括：
    • Year-End Tax Planning of Top Management_ Evidence from High-Frequency Payroll Data.pdf
    • A Tale of Two Stimulus Payments 2001vs2008.pdf
    • Aging in Europe_ Reforms, International Diversification, and Behavioral Reactions .pdf
    • Agricultural Productivity Differences across Countries.pdf
    • CAN INTANGIBLE CAPITAL EXPLAIN CYCLICAL MOVEMENTS IN THE LABOR WEDGE_.pdf
    • Consumption Inequality over the Last Half Century_ Some Evidence Using the New PSID Consumption Measure.pdf
    • Estimation of an Education Production Function under Random Assignment with Selection.pdf
    • HOW RISKY ARE RECESSIONS FOR TOP EARNERS.pdf
    • Health, Human Capital, and Life Cycle Labor Supply.pdf
    • Inflation Persistence, the NAIRU, and the Great Recession.pdf
    • Is It Too Late to Bail Out the Troubled Countries in the Eurozone.pdf
    • Macro-perspective on Asset Grants Programs Occupational and Wealth Mobility.pdf
    • Mandated Risk Retention in Mortgage Securitization_ An Economist's View.pdf
    • Measuring How Fiscal Shocks Affect Durable Spending in Recessions and Expansions.pdf
    • Physician Payment Reform and Hospital Referrals.pdf
    • Recovery from financial crises_ evidence from 100 episodes.pdf
    • Renegotiation Policies in Sovereign Defaults.pdf
    • Retirement Security in an Aging Population.pdf
    • Sovereign Debt Booms in Monetary Unions.pdf
    • SpecificationAndEstimationOfTreatmen_preview.pdf
    • The Aggregate Impact of Household Saving and Borrowing Constraints Designing a Field Experiment in Uganda.pdf
    • The Distribution of Wealth and the MPC_ Implications of New European Data.pdf
    • The Mortgage Mess, the Press, and the Politics of Inattention.pdf
    • The Natural Rate of Interest and its Usefulness for Monetary Policy.pdf
    • The Role of Policy in the Great Recession and the Weak Recovery.pdf
    • Weak Identification in Maximum Likelihood_ A Question of Information.pdf
    • Why Is Housing Finance Still Stuck in Such a Primitive Stage.pdf
    • a reassessment of RBC theory.pdf
  • 6.56 MB
  • 2014-8-13

  • High-frequency Financial Market Data.rar

    本附件包括：
    • High-frequency Financial Market Data.chm
  • 709.99 KB
  • 2014-7-27

  • High-Frequency Trading.rar

    本附件包括：
    • High-Frequency Trading.pdf
  • 2.49 MB
  • 2014-7-27

  • BOC.rar
       加拿大央行

    本附件包括：
    • BoC - High-Frequency Trading Competition.pdf
    • BOC- Interest on Cash, Fundamental Value process and bubble formation.pdf
    • Boc- Multiple Fixed Effects in Binary Response and panel data.pdf
  • 1.14 MB
  • 2014-5-14

  • High-frequency trading a practical guide.rar
       高频交易 艾琳·奥尔德里奇(lrene Aldridge)

    本附件包括：
    • High-frequency trading a practical guide to algorithmic strategies and trading systems.epub
  • 4.3 MB
  • 2013-12-27

  • An Introduction to High-Frequency Finance.rar
       high frequency

    本附件包括：
    • An Introduction to High-Frequency Finance.pdf
  • 3.73 MB
  • 2013-10-6

  • High-frequency_trading_in_a_limit_order_book.pdf.zip

    本附件包括：
    • High-frequency_trading_in_a_limit_order_book.pdf
  • 403.46 KB
  • 2013-8-30

  • Handbook of Modeling High-Frequency Data in Finance.rar

    本附件包括：
    • Handbook of Modeling High-Frequency Data in Finance.pdf
  • 4.33 MB
  • 2013-7-15

  • 26.pdf
       High-Frequency Substitution and the Measurement of Price Indexes

  • 105.56 KB
  • 2013-1-16

  • Handbook.Modeling.High.Frequency.rar

    本附件包括：
    • Handbook of Modeling High-Frequency Data in Finance.pdf
  • 4.33 MB
  • 2012-7-13

  • Econometrics.High Frequency.rar

    本附件包括：
    • Econometrics of Financial High-Frequency Data.pdf
  • 6.05 MB
  • 2012-7-13

  • High-Frequency Trading.rar

    本附件包括：
    • High-Frequency Trading.pdf
  • 2.22 MB
  • 2012-7-13

  • High-Frequency Data Analysis.rar
       高频数据分析的论文

    本附件包括：
    • Statistical Arbitrage and High-Frequency Data.pdf
    • An Introduction to High-Frequency Finance(2001 by ACADEMIC PRESS ).djvu
    • Econometric Forecasting and High-Frequency Data Analysis（2008 by World Scientific）.pdf
    • High-Frequency Trading- A Practical Guide to Algorithmic Strategies and Trading Systems(2010 John Wiley&Sons,Inc).pdf
    • Quantitative Methods in High-Frequency Financial Econometrics.pdf
    • Cross-Correlation Measures in the High-Frequency Domain.pdf
    • Skewness from High-Frequency Data Predicts the Cross-Section of Stock Returns.pdf
    • Testing for Jumps in High-Frequency Data-Slide.pdf
    • The Effect of High-Frequency Trading on Stock Volatility and Price Discovery.pdf
    • High Frequency Financial Econometrics-Recent Developments(2008 Springer Science).pdf
    • How To Trade the Highest Probability Opportunities- Price Bars and Chart Patterns(2009 Elliott Wave International).pdf
    • Hedging Effectiveness of Stock Index Futures.pdf
    • Using High Frequency Stock Market Index Data to Calculate, Model & Forecast Realized Volatility.pdf
    • High Frequency Autocorrelation in the Returns of the SPY and the QQQ.pdf
    • High Frequency Market Microstructure Noise Estimates And Liquidity Measures.pdf
    • High-frequency cross-correlation in a set of stocks.pdf
    • Statistical properties of short term price trends in high frequency....pdf
    • Stock Index Volatility Forecasting with High Frequency Data.pdf
  • 22.17 MB
  • 2012-5-14

  • Book.rar

    本附件包括：
    • modeling High-Frequency Data in Finance(2012).pdf
    • Quantitative Trading How to Build Your Own Algorithmic Trading Business(2009).pdf
    • quantitative trading strategies(2010).pdf
    • Building Automated Trading Systems (2007).pdf
    • Electronic and Algorithmic Trading Technology(2007).pdf
    • Modeling Maximum Trading Profits with C++(2007).pdf
    • quantitative strategies for achieving alpha(2009).pdf
  • 21.11 MB
  • 2012-5-5

  • 算法交易.rar

    本附件包括：
    • High-Frequency Trading_ A Practical Guide to Algorithmic Strategies and Trading.pdf
    • Quantitative Trading-How to Build Your Own Algorithmic Trading Business.pdf
    • 算法交易、高频交易对市场流动性影响.pdf
    • An Introduction to Algorithmic Trading 2nd Edition.pdf
  • 6.2 MB
  • 2012-1-13

  • An_Introduction_to_High-Frequency_Finance_HiddenBookstore.Com.rar

    本附件包括：
    • An Introduction to High-Frequency Finance.djvu
  • 5.06 MB
  • 2011-1-13

  • copula20篇论文.zip

    本附件包括：
    • Beyond Correlation--Extreme Co-movements Between Financial Assets (2002).pdf
    • Conditions for the Asymptotic Semiparametric Efficiency of an Omnibus Estimator of Dependence Parameters in Copula Models.pdf
    • Copula Structure Analysis Based on Robust and - Extreme Dependence Measures.pdf
    • Copulae and Their Uses (2002).pdf
    • Copulas and Credit Models (2001).pdf
    • Correlation And Dependence In Risk Management--Properties And Pitfalls (1999).pdf
    • Correlation--Pitfalls and Alternatives (1999).pdf
    • CreditProductsModeling.ppt
    • Estimation Of Copula Models For Time Series Of Possibly Different Lengths (2001).pdf
    • Estimation Procedures for a Semiparametric Family of Bivariate Copulas.pdf
    • Financial Risk and Heavy Tails (2002).pdf
    • How to Build Aggregation Operators from Data (2003).pdf
    • Modelling dependence for credit derivatives with copulas (2001).pdf
    • Modelling Dependence with Copulas and Applications to Risk Management (2001).pdf
    • Modelling Dependent Defaults (2001).pdf
    • Modelling, Estimation and Visualization of Multivariate Dependence for High-frequency Data.pdf
    • On Default Correlation--A Copula Function Approach (2000).pdf
    • Pair-copula constructions of multiple dependence.pdf
    • Strong Approximation of Copulas.pdf
    • Using Copulae to bound the Value-at-Risk for functions of dependent risks (2001).pdf
    • Using Copulae to bound the Value-at-Risk.pdf
  • 9.66 MB
  • 2009-10-20

  • 264576.rar
       [推荐]诺奖获得者Robert F. Engle论文N篇

    本附件包括：
    • The Econometrics of Ultra-High-Frequency Data.pdf
    • [Bayesian Analysis of Stochastic Volatility Models.pdf
    • A Capital Asset Pricing Model with Time-Varying Covariances.pdf
    • Band Spectrum Regression.pdf
    • Co-Integration and Error Correction-Representation, Estimation, and Testing.pdf
    • Common Volatility in International Equity Markets.pdf
    • Estimates of the Variance of U. S. Inflation Based upon the ARCH Model.pdf
    • Estimating Time Varying Risk Premia in the Term Structure-The Arch-M Model.pdf
    • Exact Maximum Likelihood Methods for Dynamic Regressions and Band Spectrum Regressions.pdf
    • Multivariate Simultaneous Generalized Arch.pdf
    • Semiparametric ARCH Models.pdf
    • Small-Sample Properties of ARCH Estimators and Tests.pdf
    • Specification of the Disturbance for Efficient Estimation.pdf
    • Statistical Models for Financial Volatility.pdf
    • Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative.pdf
    • Testing Price Equations for Stability Across Spectral Frequency Bands.pdf
  • 7.65 MB
  • 2008-11-7

  • 236506.zip
       introduction to high-frequency finance

    本附件包括：
    • 20060919_d0bae227.djvu
  • 5.05 MB
  • 2008-8-14

  • 222580.rar
       ARCH模型创立者、2003诺奖得主Robert Engle几篇关于ARCH的经典论文

    本附件包括：
    • Robert Engle_The Econometrics of Ultra-High-Frequency Data.pdf
    • Robert Engle_Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation.pdf
    • Robert Engle_Dynamic Conditional Correlation_A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models.pdf
    • Robert Engle_GARCH 101_The Use of ARCH-GARCH Models in Applied Econometrics.pdf
    • Robert Engle_Risk and Volatility_Econometric Models and Financial Pratice.pdf
  • 2.31 MB
  • 2008-6-25

  • 216278.pdf
       Volatility modeling and estimation of high-frequency data

  • 619.48 KB
  • 2008-5-31

  • 195654.rar
       [下载]An Introduction to High-Frequency Finance

    本附件包括：
    • DJUV(绿色版).exe
  • 469.28 KB
  • 2008-3-4

  • 195638.rar
       [下载]An Introduction to High-Frequency Finance

    本附件包括：
    • An Introduction to High-Frequency Finance.djvu
  • 5.06 MB
  • 2008-3-4

  • 84735.rar
       重磅出击－－Roberet F. Engle 和 Tim Bollerslev 计量经济学文献合集(共32篇)

    本附件包括：
    • 27 Bollerslev and Zhou-2002-Estimating stochastic volatility diffusion using conditional moments of integrated volatility.pdf
    • 25 Bollerslev and Zhang-2003-Measuring and modeling systematic risk in factor pricing models using high-frequency data.pdf
    • 26 Bollerslev and Zhou-2002-Corrigendum to “Estimating stochastic volatility diffusion using conditional moments of integrated volatility”.pdf
  • 1002.66 KB
  • 2007-1-15

  • 84734.rar
       重磅出击－－Roberet F. Engle 和 Tim Bollerslev 计量经济学文献合集(共32篇)

    本附件包括：
    • 24 Bollerslev and Wright-2000-Semiparametric estimation of long-memory volatility dependencies The role of high-frequency data.pdf
    • 22 Bollerslev-1987-A conditional heteroskedastic time series model for speculative prices and rates of return.pdf
    • 23 Bollerslev-2001-Financial econometrics Past developments and future challenges.pdf
  • 604.77 KB
  • 2007-1-15

  • 74357.rar
       High-Frequency Financial Data with S-Plus

  • 1.6 MB
  • 2006-11-26

  • 74356.rar
       High-Frequency Financial Data with S-Plus

  • 17.94 KB
  • 2006-11-26

  • 74355.pdf
       High-Frequency Financial Data with S-Plus

  • 3.59 MB
  • 2006-11-26
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