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	High frequency financial time series forecasting via particle filtering
	Zhang Gaoyu[1]; Li Qiongfei[2]; Luo Qing[3]; Zhou Zhizhao[4]
	2009
会议名称	2nd International Conference on Information Management, Innovation Management and Industrial Engineering
会议日期	2009-01-01
关键词	realized volatility particle filtering high frequency financial time series forecasting
页码	62-+
URL标识	查看原文
内容类型	会议论文
URI标识	http://www.corc.org.cn/handle/1471x/2322343
专题	上海大学
作者单位	1.[1]Fudan Univ, Inst Comp Sci, Postdoctoral Stn, Shanghai 200433, Peoples R China. 2.[2]Shanghai Univ, Informat Management Inst, Shanghai 200041, Peoples R China. 3.[3]Shanghai Univ, Informat Management Inst, Shanghai 200041, Peoples R China. 4.[4]Shanghai Univ, Informat Management Inst, Shanghai 200041, Peoples R China.
推荐引用方式 GB/T 7714	Zhang Gaoyu[1],Li Qiongfei[2],Luo Qing[3],et al. High frequency financial time series forecasting via particle filtering[C]. 见:2nd International Conference on Information Management, Innovation Management and Industrial Engineering. 2009-01-01.

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