设为首页
收藏本站
网站地图
|
English
|
公务邮箱
About the library
Background
History
Leadership
Organization
Readers' Guide
Opening Hours
Collections
Help Via Email
Publications
Electronic Information Resources
常用资源
电子图书
期刊论文
学位会议
外文资源
特色专题
内部出版物
Wiley电子期刊(11)
SpringerLink电子期刊(54)
NATURE电子期刊(1)
ACS电子期刊(3)
Springer电子图书(2)
ProQuest学位论文(88)
Elsevier电子期刊(354)
在“
SpringerLink电子期刊
”中,
命中:
54
条,耗时:小于0.01 秒
在所有数据库中总计命中:
513
条
1.
Optimal Prediction Periods for New and Old
Volatility
Indexes in USA and German Markets
作者:
Javier Giner
;
Sandra Morini
;
Rafael Rosillo
关键词:
VIX
;
VDAX
;
Forecasting
;
Realized
volatility
;
Maturity
刊名:Computational Economics
出版年:2016
2.
Intraday jumps and trading volume: a nonlinear Tobit specification
作者:
Fredj Jawadi
;
Waël Louhichi…
关键词:
Intraday data
;
Realized
volatility
;
Jumps
;
Trading volume
;
Nonlinearity
刊名:Review of Quantitative Finance and Accounting
出版年:2016
3.
When noise trading fades,
volatility
rises
作者:
Jinliang Li
关键词:
Noise trading
;
Liquidity
;
Volatility
;
Volume
;
Trade size
刊名:Review of Quantitative Finance and Accounting
出版年:2016
4.
Time Scales, Wavelet
Realized
Volatility
and Jump Variation: An Empirical Investigation for India
作者:
Amlendu Kumar Dubey
关键词:
Time scales
;
Realized
volatility
;
Wavelets
;
News
;
Jumps
;
C58
;
C11
刊名:Journal of Quantitative Economics
出版年:2015
5.
Estimation of
realized
stochastic
volatility
models using Hamiltonian Monte Carlo-Based methods
作者:
Didit B. Nugroho
;
Takayuki Morimoto
关键词:
Realized
stochastic
volatility
model
;
Hamiltonian Monte Carlo
;
Inefficiency factor
刊名:Computational Statistics
出版年:2015
6.
Estimating integrated co-
volatility
with partially miss-ordered high frequency data
作者:
Zhi Liu
刊名:Statistical Inference for Stochastic Processes
出版年:2016
7.
Prediction power of high-frequency based
volatility
measures: a model based approach
作者:
Alain Hamid
关键词:
Realized
variance
;
Volatility
forecasts
;
Empirical similarity
;
High frequency data
;
Model evaluation
;
G17
;
C53
;
C58
刊名:Review of Managerial Science
出版年:2015
8.
Daily volume, intraday and overnight returns for
volatility
prediction: profitability or accuracy?
作者:
Ana-Maria Fuertes
;
Elena Kalotychou…
关键词:
Conditional variance forecasting
;
Trading rules
;
Realized
volatility
;
Directional change prediction
;
C53
;
C32
;
C14
刊名:Review of Quantitative Finance and Accounting
出版年:2015
9.
The effect of additive outliers on a fractional unit root test
作者:
Christian M. Hafner
;
Arie Preminger
关键词:
Fractional Brownian motion
;
Additive outliers
;
Long memory
;
Unit root
刊名:AStA Advances in Statistical Analysis
出版年:2016
10.
Search frictions and labor market dynamics in a real business cycle model with undeclared work
作者:
Giuseppe Ciccarone
;
Francesco Giuli
;
Enrico Marchetti
刊名:Economic Theory
出版年:2016
1
2
3
4
5
6
按检索点细分(54)
题名(12)
关键词(25)
文摘(41)
按出版年细分(54)
2016年(7)
2015年(6)
2014年(5)
2013年(10)
2012年(4)
2011年(2)
2010年(2)
2009年(1)
2008年(5)
2007年(3)
2005年(2)
2004年(3)
2002年(2)
2000年及以前(2)
NGLC 2004-2010.National Geological Library of China All Rights Reserved.
Add:29 Xueyuan Rd,Haidian District,Beijing,PRC. Mail Add: 8324 mailbox 100083
For exchange or info please contact us via
email
.