搜索结果
大小 上传时间

  • HAR-RV.zip

    本附件包括：
    • A Simple Approximate Long-Memory Model of Realized Volatility.pdf
    • Bollerslex 增强波动率预测.pdf
    • Econometric analysis of realized volatility and its.pdf
    • GOOD VOLATILITY BAD VOLATILITY SIGNED JUMPS AND THE.pdf
    • ROUGHING IT UP INCLUDING JUMP COMPONENTS IN THE.pdf
  • 3.45 MB
  • 2022-12-12

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

    本附件包括：
    • Using High Frequency Stock Market Index Data to Calculate, Model & Forecast Realized Volatility.pdf
    • 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 Financial Econometrics-Recent Developments(2008 Springer Science).pdf
    • High-Frequency Trading- A Practical Guide to Algorithmic Strategies and Trading Systems(2010 John Wiley&Sons,Inc).pdf
    • How To Trade the Highest Probability Opportunities- Price Bars and Chart Patterns(2009 Elliott Wave International).pdf
    • Quantitative Methods in High-Frequency Financial Econometrics.pdf
    • Hedging Effectiveness of Stock Index Futures.pdf
    • Cross-Correlation Measures in the High-Frequency Domain.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
    • Skewness from High-Frequency Data Predicts the Cross-Section of Stock Returns.pdf
    • Statistical properties of short term price trends in high frequency....pdf
    • Stock Index Volatility Forecasting with High Frequency Data.pdf
    • Testing for Jumps in High-Frequency Data-Slide.pdf
    • The Effect of High-Frequency Trading on Stock Volatility and Price Discovery.pdf
  • 22.17 MB
  • 2012-5-14

  • The New Palgrave Dictionary of Economics R.rar

    本附件包括：
    • R&D races The New Palgrave Dictionary of Economics.mht
    • racial profiling The New Palgrave Dictionary of Economics.mht
    • radical economics The New Palgrave Dictionary of Economics.mht
    • Rae, John (1796–1872) The New Palgrave Dictionary of Economics.mht
    • Rae, John (1845–1915) The New Palgrave Dictionary of Economics.mht
    • Ramsey model The New Palgrave Dictionary of Economics.mht
    • Ramsey pricing The New Palgrave Dictionary of Economics.mht
    • Ramsey, Frank Plumpton (1903–1930) The New Palgrave Dictionary of Economics.mht
    • rational behaviour The New Palgrave Dictionary of Economics.mht
    • rational choice and political science The New Palgrave Dictionary of Economics.mht
    • rational choice and sociology The New Palgrave Dictionary of Economics.mht
    • rational expectations The New Palgrave Dictionary of Economics.mht
    • rational expectations models, estimation of The New Palgrave Dictionary of Economics.mht
    • rationality The New Palgrave Dictionary of Economics.mht
    • rationality, bounded The New Palgrave Dictionary of Economics.mht
    • rationality, history of the concept The New Palgrave Dictionary of Economics.mht
    • rationing The New Palgrave Dictionary of Economics.mht
    • Rau, Karl Heinrich (1792–1870) The New Palgrave Dictionary of Economics.mht
    • Raymond, Daniel (1786–1849) The New Palgrave Dictionary of Economics.mht
    • real balances The New Palgrave Dictionary of Economics.mht
    • real bills doctrine The New Palgrave Dictionary of Economics.mht
    • real bills doctrine versus the quantity theory The New Palgrave Dictionary of Economics.mht
    • real business cycles The New Palgrave Dictionary of Economics.mht
    • real cost doctrine The New Palgrave Dictionary of Economics.mht
    • real exchange rates The New Palgrave Dictionary of Economics.mht
    • real rigidities The New Palgrave Dictionary of Economics.mht
    • real wage rates (historical trends) The New Palgrave Dictionary of Economics.mht
    • realized volatility The New Palgrave Dictionary of Economics.mht
    • reciprocity and collective action The New Palgrave Dictionary of Economics.mht
    • recursive competitive equilibrium The New Palgrave Dictionary of Economics.mht
    • recursive contracts The New Palgrave Dictionary of Economics.mht
    • recursive preferences The New Palgrave Dictionary of Economics.mht
    • redistribution of income and wealth The New Palgrave Dictionary of Economics.mht
    • reduced rank regression The New Palgrave Dictionary of Economics.mht
    • regime switching models The New Palgrave Dictionary of Economics.mht
    • regional and preferential trade agreements The New Palgrave Dictionary of Economics.mht
    • regional development, geography of The New Palgrave Dictionary of Economics.mht
    • regression-discontinuity analysis The New Palgrave Dictionary of Economics.mht
    • regular economies The New Palgrave Dictionary of Economics.mht
    • regulation The New Palgrave Dictionary of Economics.mht
    • Reid, Margaret Gilpin (1896–1991) The New Palgrave Dictionary of Economics.mht
    • religion and economic development The New Palgrave Dictionary of Economics.mht
    • religion, economics of The New Palgrave Dictionary of Economics.mht
    • rent The New Palgrave Dictionary of Economics.mht
    • rent control The New Palgrave Dictionary of Economics.mht
    • rent seeking The New Palgrave Dictionary of Economics.mht
    • repeated games The New Palgrave Dictionary of Economics.mht
    • reputation The New Palgrave Dictionary of Economics.mht
    • resale markets The New Palgrave Dictionary of Economics.mht
    • research joint ventures The New Palgrave Dictionary of Economics.mht
    • reservation price and reservation demand The New Palgrave Dictionary of Economics.mht
    • residential real estate and finance The New Palgrave Dictionary of Economics.mht
    • residential segregation The New Palgrave Dictionary of Economics.mht
    • reswitching of technique The New Palgrave Dictionary of Economics.mht
    • retirement The New Palgrave Dictionary of Economics.mht
    • returns to scale The New Palgrave Dictionary of Economics.mht
    • returns to scale measurement The New Palgrave Dictionary of Economics.mht
    • returns to schooling The New Palgrave Dictionary of Economics.mht
    • revealed preference theory The New Palgrave Dictionary of Economics.mht
    • revelation principle The New Palgrave Dictionary of Economics.mht
    • reverse capital deepening The New Palgrave Dictionary of Economics.mht
    • rhetoric of economics The New Palgrave Dictionary of Economics.mht
    • Ricardian equivalence theorem The New Palgrave Dictionary of Economics.mht
    • Ricardian trade theory The New Palgrave Dictionary of Economics.mht
    • Ricardo, David (1772–1823) The New Palgrave Dictionary of Economics.mht
    • risk The New Palgrave Dictionary of Economics.mht
    • risk aversion The New Palgrave Dictionary of Economics.mht
    • risk sharing The New Palgrave Dictionary of Economics.mht
    • risk-coping strategies The New Palgrave Dictionary of Economics.mht
    • Rist, Charles (1874–1955) The New Palgrave Dictionary of Economics.mht
    • Robbins, Lionel Charles (1898–1984) The New Palgrave Dictionary of Economics.mht
    • Robertson, Dennis (1890–1963) The New Palgrave Dictionary of Economics.mht
    • Robinson Crusoe The New Palgrave Dictionary of Economics.mht
    • Robinson, Edward Austin Gossage (1897–1993) The New Palgrave Dictionary of Economics.mht
    • Robinson, Joan Violet (1903–1983) The New Palgrave Dictionary of Economics.mht
    • robust control The New Palgrave Dictionary of Economics.mht
    • robust estimators in econometrics The New Palgrave Dictionary of Economics.mht
    • Rogers, James Edwin Thorold (1823–1890) The New Palgrave Dictionary of Economics.mht
    • Roos, Charles Frederick (1901–1958) The New Palgrave Dictionary of Economics.mht
    • Roscher, Wilhelm Georg Friedrich (1817–1894) The New Palgrave Dictionary of Economics.mht
    • Rosen, Sherwin (1938–2001) The New Palgrave Dictionary of Economics.mht
    • Rosenstein-Rodan, Paul Narcyz (1902–1985) The New Palgrave Dictionary of Economics.mht
    • Rosenthal, Robert W_ (1944–2002) The New Palgrave Dictionary of Economics.mht
    • Rostow, Walt Whitman (1916–2003) The New Palgrave Dictionary of Economics.mht
    • rotating saving and credit associations (ROSCAs) The New Palgrave Dictionary of Economics.mht
    • Rothbard, Murray N_ (1926–1995) The New Palgrave Dictionary of Economics.mht
    • rotten kid theorem The New Palgrave Dictionary of Economics.mht
    • Roy model The New Palgrave Dictionary of Economics.mht
    • Roy, René Francois Joseph (1894–1977) The New Palgrave Dictionary of Economics.mht
    • Royal Economic Society The New Palgrave Dictionary of Economics.mht
    • Rubin causal model The New Palgrave Dictionary of Economics.mht
    • Ruggles, Richard (1916–2001) The New Palgrave Dictionary of Economics.mht
  • 8.45 MB
  • 2012-5-13

  • 2000 to 2009.rar

    本附件包括：
    • 2003 Modeling And Forecasting Realized Volatility.pdf
    • 2005 Are Emerging Financial Markets Efficient-Some Evidence From The Models Of The Thai Stock Market.doc
    • 2005 Reflections On The Efficient Market Hypothesis-30 Years Later.pdf
    • 2006 A Dynamic Characterization Of Efficiency.pdf
    • 2006 An Alternative Definition Of Market Efficiency And Some Comments On Its Empirical Testing.pdf
    • 2006 An Empirical Test Of The Efficiency Hypothesis On The Renminbi Ndf In Hong Kong Market.pdf
    • 2006 Simulating Stock Returns Under Switching Regimes-A New Test Of Market Efficiency.pdf
    • 2007 On The Importance Of Clean Accounting Measures For The Tests Of Stock Market Efficiency.pdf
    • 2007 Weak Form Efficiency In Indian Stock Markets.pdf
    • 2008 A Note On The Use Of Moving Average Trading Rules To Test For Weak Form Efficiency In Capital Markets.pdf
    • 2008 Measuring The Functional Efficiency Of Capital Markets.pdf
    • 2008 Testing Downside Risk Efficiency Under Market Distress.pdf
    • 2009 Empirical Evidence On Indian Stock Market Efficiency In Context Of The Global Financial Crisis.pdf
    • 2009 Testing The Predictability And Efficiency Of Securitized Real Estate Markets.pdf
    • 2009 Testing The Semi-Strong Form Efficiency Of Indian Stock Market With Respect To Information Content Of Stock Split Announcement-A Study In It Industry.pdf
    • 2000 Information, Nonexcludability, And Financial Market Structure.pdf
    • 2000 Is The Stock Market Overvalued.pdf
    • 2000 Rational Markets-Yes Or No-The Affirmative Case.pdf
    • 2000 The Efficient Market Hypothesis.pdf
    • 2001 A Surprising Development-Tests Of The Capital Asset Pricing Model And The Efficient Market Hypothesis In Turkey'S Securities Markets.pdf
    • 2002 Market Timing And Capital Structure.pdf
    • 2003 A Survey Of Behavioral Finance.pdf
    • 2003 The Efficient Market Hypothesis And Its Critics.pdf
    • 2004 The Capital Asset Pricing Model-Theory And Evidence.pdf
    • 2004 The Efficiency Of Canadian Capital Markets-Some Bank Of Canada Research.pdf
  • 9.97 MB
  • 2010-5-5

  • 2000 to 2009.rar

    本附件包括：
    • 2003 Modeling And Forecasting Realized Volatility.pdf
    • 2005 Are Emerging Financial Markets Efficient-Some Evidence From The Models Of The Thai Stock Market.doc
    • 2005 Reflections On The Efficient Market Hypothesis-30 Years Later.pdf
    • 2006 A Dynamic Characterization Of Efficiency.pdf
    • 2006 An Alternative Definition Of Market Efficiency And Some Comments On Its Empirical Testing.pdf
    • 2006 An Empirical Test Of The Efficiency Hypothesis On The Renminbi Ndf In Hong Kong Market.pdf
    • 2006 Simulating Stock Returns Under Switching Regimes-A New Test Of Market Efficiency.pdf
    • 2007 On The Importance Of Clean Accounting Measures For The Tests Of Stock Market Efficiency.pdf
    • 2007 Weak Form Efficiency In Indian Stock Markets.pdf
    • 2008 A Note On The Use Of Moving Average Trading Rules To Test For Weak Form Efficiency In Capital Markets.pdf
    • 2008 Measuring The Functional Efficiency Of Capital Markets.pdf
    • 2008 Testing Downside Risk Efficiency Under Market Distress.pdf
    • 2009 Empirical Evidence On Indian Stock Market Efficiency In Context Of The Global Financial Crisis.pdf
    • 2009 Testing The Predictability And Efficiency Of Securitized Real Estate Markets.pdf
    • 2009 Testing The Semi-Strong Form Efficiency Of Indian Stock Market With Respect To Information Content Of Stock Split Announcement-A Study In It Industry.pdf
    • 2000 Information, Nonexcludability, And Financial Market Structure.pdf
    • 2000 Is The Stock Market Overvalued.pdf
    • 2000 Rational Markets-Yes Or No-The Affirmative Case.pdf
    • 2000 The Efficient Market Hypothesis.pdf
    • 2001 A Surprising Development-Tests Of The Capital Asset Pricing Model And The Efficient Market Hypothesis In Turkey'S Securities Markets.pdf
    • 2002 Market Timing And Capital Structure.pdf
    • 2003 A Survey Of Behavioral Finance.pdf
    • 2003 The Efficient Market Hypothesis And Its Critics.pdf
    • 2004 The Capital Asset Pricing Model-Theory And Evidence.pdf
    • 2004 The Efficiency Of Canadian Capital Markets-Some Bank Of Canada Research.pdf
  • 9.97 MB
  • 2010-3-24

  • 314879.rar
       实际波动率及其应用

    本附件包括：
    • Realized Stock Volatility.pdf
    • MODELING AND FORECASTING REALIZED VOLATILITY.pdf
    • MODELLING DAILY VALUE-AT-RISK USING REALIZED VOLATILITY AND.pdf
    • 基于实际波动率的VaR模型实证研究.caj
    • 基于实际波动率的组合选择实证研究.caj
    • 实际波动率_一种更有效的波动率估计方法.kdh
    • 实际波动率与GARCH模型的特征比较分析.caj
  • 2.15 MB
  • 2009-4-13

  • 253996.pdf
       [首发] 关于Realized volatility 两篇经典论文和一本最好的书

  • 909.43 KB
  • 2008-10-8

  • 253995.pdf
       [首发] 关于Realized volatility 两篇经典论文和一本最好的书

  • 678.62 KB
  • 2008-10-8

  • 253994.pdf
       [首发] 关于Realized volatility 两篇经典论文和一本最好的书

  • 472.98 KB
  • 2008-10-8

  • 249121.rar
       以实现 波动率最新的相关文章

    本附件包括：
    • realized volatility reviews.pdf
    • Realized Range-Based Estimation of Integrated Variance2006.pdf
    • the distribution of realized exchange rate volatility JASA.pdf
    • Modeling and forecasting realized volatility 2001b.pdf
    • PredictVol.pdf
    • ABM2_Revised.pdf
    • 中国股市已实现波动率的跳跃行为研究.pdf
    • 高频金融数据市场微观结构噪音误差.pdf
    • stock volatility and crash 87 1990.pdf
    • The variability of the market factor of the NYSE.1973 officer.pdf
    • stock market volatility Schwert 1990a.pdf
    • 已实现波动和已实现极差波动的比较研究.pdf
    • power and bipower variation with stochastic volatilty and jumps.pdf
    • Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation.pdf
    • 基于金融高频数据波动率计算方法的比较研究.pdf
    • Measuring volatiltiy with the realized range 2008.pdf
  • 10.73 MB
  • 2008-9-21
举报 手机版人大经济论坛联系我们招聘英才

京ICP备11001960号 京ICP证090565号 京公网安备1101084107号 论坛法律顾问：王进律师 知识产权保护声明 免责及隐私声明
联系QQ：75102711 MSN：pinggu.org@hotmail.com 邮箱：service@pinggu.org

合作咨询电话：(010)62719935 广告合作电话：010-68456523 13811729406 （李老师）
投诉电话：(010)68466864 不良信息处理电话：13661292478

有资料需求
请微信我