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  • pati2017.pdf
       Forecasting stock market volatility and information content of implied volatility index

  • 2.17 MB
  • 2019-8-25
  • Stock Market Volatility and Macroeconomic Fundamentals.rar

    本附件包括:
    • Stock Market Volatility and Macroeconomic Fundamentals.pdf
  • 3.77 MB
  • 2015-9-26
  • Modelling Stock Market Volatility - Bridging the Gap to Continuous Time.rar

    本附件包括:
    • Modelling Stock Market Volatility - Bridging the Gap to Continuous Time.pdf
  • 5.25 MB
  • 2013-11-12
  • Stock market volatility.rar

    本附件包括:
    • Stock market volatility.pdf
  • 5.11 MB
  • 2010-7-8
  • Modelling Stock Market Volatility.rar

    本附件包括:
    • 0125982755 OkayThenA.pdf
  • 5.25 MB
  • 2010-7-8
  • Stock Market Volatility.rar

    本附件包括:
    • 142009954X.pdf
  • 5.11 MB
  • 2009-9-26
  • 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
  • 109483.rar
       [分享]A Study on the Asymmetric GARCH Model

    本附件包括:
    • ESTIMATING STOCK MARKET VOLATILITY USING ASYMMETRIC GARCH MODELS.pdf
  • 101.49 KB
  • 2007-4-20
  • 46909.rar
       GARCH研究最新文献

    本附件包括:
    • Volatility Forecasts in Financial Time Series with HMM-GARCH Models.pdf
    • W1RMX4ACFA2G5L2V.pdf
    • A Comparison of Neural Networks with Time Series Models for Forecasting Returns on a Stock Market Index.pdf
    • Analytical Score for Multivariate GARCH Models.pdf
    • Confidence Intervals for the Autocorrelations of the Squares of GARCH Sequences.pdf
    • Evaluation of Black-Scholes and GARCH Models Using Currency Call Options Data.pdf
    • Intraday Return Volatility Process- Evidence from NASDAQ Stocks.pdf
    • Modeling Shanghai stock market volatility.pdf
  • 669.63 KB
  • 2006-4-3
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