|
已选(0)清除
条数/页： 排序方式：
|
| Volatility Forecasting : Model-Free Implied Volatility 会议论文
International Conference on Education, Management, Commerce and Society (EMCS), 2015-01-01
作者: Cheng, Jing Fei[1]; Lu, Gui Bin[2]
  收藏 | 浏览/下载：5/0 | 提交时间：2019/04/26
|
| The Empirical Research on Volatility Measurement Model Based Multiplicative Error Model 会议论文
7th International Joint Conference on Computational Sciences and Optimization (CSO), JUL 04-06, 2014
作者: Ma, Yulin; Guo, Pin; Guo, Yuan
收藏 | 浏览/下载：2/0 | 提交时间：2019/12/31
|
| The Study of Idiosyncratic Volatility Anomalies and Reasons in China - To Explain the Puzzle of Idiosyncratic Volatility Based on Econometric Methods 会议论文
5th International Conference on Financial Risk and Corporate Finance Management, Dalian, PEOPLES R CHINA
作者: Li Zhuwei; Yang, Ruibo; Yin Xiaoting; Li Ming
收藏 | 浏览/下载：7/0 | 提交时间：2019/12/11
|
| HAR model and long memory in financial market 会议论文
作者: Tang, Yong; Chi, Yunguo
收藏 | 浏览/下载：2/0 | 提交时间：2019/11/26
|
| High frequency financial time series forecasting via particle filtering 会议论文
2nd International Conference on Information Management, Innovation Management and Industrial Engineering, 2009-01-01
作者: Zhang Gaoyu[1]; Li Qiongfei[2]; Luo Qing[3]; Zhou Zhizhao[4]
收藏 | 浏览/下载：5/0 | 提交时间：2019/04/30
|
| The Performance of VAR based on different volatility models 会议论文
作者: Huang, Guangming
收藏 | 浏览/下载：1/0 | 提交时间：2019/12/05
|
| The Measure Methods and Empirical Research of Return Volatility 会议论文
2nd Conference of the International-Institute-of-Applied-Statistics-Studies, JUL 24-29, 2009
作者: Ma Yulin; Zhao Jing; Ye Fei
收藏 | 浏览/下载：2/0 | 提交时间：2019/12/31
|
| The Distributional Properties of Realized Volatility: Evidence from the Stock Market of China 会议论文
Conference of the International-Institute-of-Applied-Statistics-Studies, 2008
作者: Su Mimi; Zhang Teng
收藏 | 浏览/下载：1/0 | 提交时间：2019/12/31
|
| HAR Volatility Modelling with Jump (CPCI-S收录) 会议论文
2014 INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE & ENGINEERING (ICMSE)
作者: Xu Jing[1]; Wang Su-sheng[1]
收藏 | 浏览/下载：1/0 | 提交时间：2019/04/12
|
| Are low-frequency data really uninformative? A forecasting combination perspective 会议论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 92-108, 2018
作者: Ma, F; Li, Y; Liu, L; Zhang, YJ
收藏 | 浏览/下载：0/0 | 提交时间：2019/12/25
|
