標(biāo)題: Titlebook: Risk Estimation on High Frequency Financial Data; Empirical Analysis o Florian Jacob Book 2015 Springer Fachmedien Wiesbaden 2015 FIGARCH.F [打印本頁] 作者: Weber-test 時(shí)間: 2025-3-21 17:10
書目名稱Risk Estimation on High Frequency Financial Data影響因子(影響力)
書目名稱Risk Estimation on High Frequency Financial Data影響因子(影響力)學(xué)科排名
書目名稱Risk Estimation on High Frequency Financial Data網(wǎng)絡(luò)公開度
書目名稱Risk Estimation on High Frequency Financial Data網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Risk Estimation on High Frequency Financial Data被引頻次
書目名稱Risk Estimation on High Frequency Financial Data被引頻次學(xué)科排名
書目名稱Risk Estimation on High Frequency Financial Data年度引用
書目名稱Risk Estimation on High Frequency Financial Data年度引用學(xué)科排名
書目名稱Risk Estimation on High Frequency Financial Data讀者反饋
書目名稱Risk Estimation on High Frequency Financial Data讀者反饋學(xué)科排名
作者: BOOM 時(shí)間: 2025-3-21 22:16
Florian Jacobotiated has important implications for disease outcomes throughout the remainder of the person’s life span.Organized in five major sections (General Issues, Developmental Issues, Treatment and Training, Mental Health, and Physical Health) and 44 chapters, Handbook of Adolescent Health Psychology add作者: 串通 時(shí)間: 2025-3-22 01:48 作者: foliage 時(shí)間: 2025-3-22 04:53
otiated has important implications for disease outcomes throughout the remainder of the person’s life span.Organized in five major sections (General Issues, Developmental Issues, Treatment and Training, Mental Health, and Physical Health) and 44 chapters, Handbook of Adolescent Health Psychology add作者: 無動(dòng)于衷 時(shí)間: 2025-3-22 10:59 作者: thyroid-hormone 時(shí)間: 2025-3-22 15:40
Florian Jacobrson’s life span.Organized in five major sections (General Issues, Developmental Issues, Treatment and Training, Mental Health, and Physical Health) and 44 chapters, Handbook of Adolescent Health Psychology add978-1-4939-4836-9978-1-4614-6633-8作者: Intersect 時(shí)間: 2025-3-22 18:01 作者: 拋媚眼 時(shí)間: 2025-3-22 23:15
Data and Methodology,itely divisible innovation distributions is investigated further to find dependencies between the corresponding parameter values and the frequency on which log-returns are constructed. The forecasting performance of the respective models is investigated in a Value-at-Risk backtest.作者: 孤僻 時(shí)間: 2025-3-23 04:28 作者: Pelvic-Floor 時(shí)間: 2025-3-23 08:40 作者: allude 時(shí)間: 2025-3-23 11:25 作者: abysmal 時(shí)間: 2025-3-23 16:47 作者: collateral 時(shí)間: 2025-3-23 18:51
Introduction, high-frequency and algorithmic-trading (Itai and Sussmann 2009). In the recent past, high-frequency trading and automated trading has been accused for enforcing price shocks and rising volatility. Consequently it is of high interest in the academic world of understanding the complex phenomena and p作者: follicular-unit 時(shí)間: 2025-3-23 22:13
Theory of Time Series Modeling and Risk Estimation,ast for the distribution of returns, prediction of future market volatility is critical. A key modeling difficulty is that market volatility cannot be observed directly. Volatility musst be inferred by looking at the past behavior of market prices or at the value of financial derivatives. Appllying 作者: affect 時(shí)間: 2025-3-24 02:25
Data and Methodology,or the data set. Section 3.2 describes transformation of the data which is applied to remove the intraday volatility profile. Subsequently, ARMA-GARCH and FIGARCH models with different innovation distribution assumptions are compared in their modeling capabilities. The special case of tempered infin作者: Factorable 時(shí)間: 2025-3-24 09:54 作者: 圖表證明 時(shí)間: 2025-3-24 12:48
Book 2015CH NTS, ARMA-GARCH MNTS (Multivariate Normal Tempered Stable) and ARMA-FIGARCH (Fractionally Integrated GARCH) NTS. The models will be benchmarked through their goodness of fit and their VaR and AVaR, as well as in an historical Backtesting.作者: GLUT 時(shí)間: 2025-3-24 15:40 作者: cognizant 時(shí)間: 2025-3-24 20:18
Florian Jacob to practical clinical discussion of behavioral assessments Adolescence is a pivotal period of development with respect to health and illness. It is during adolescence that many positive health behaviors are consolidated and important health risk behaviors are first evident; thus, adolescence is a l作者: 混合物 時(shí)間: 2025-3-25 02:55
Florian Jacobnsolidated and important health risk behaviors are first evident; thus, adolescence is a logical time period for primary prevention. In addition, the predominant causes of morbidity and mortality in adolescence are quite different from those of adults, indicating that early identification and treatm作者: Expressly 時(shí)間: 2025-3-25 06:52
Florian Jacob to practical clinical discussion of behavioral assessments Adolescence is a pivotal period of development with respect to health and illness. It is during adolescence that many positive health behaviors are consolidated and important health risk behaviors are first evident; thus, adolescence is a l作者: Adrenaline 時(shí)間: 2025-3-25 08:29 作者: 拾落穗 時(shí)間: 2025-3-25 12:01
nsolidated and important health risk behaviors are first evident; thus, adolescence is a logical time period for primary prevention. In addition, the predominant causes of morbidity and mortality in adolescence are quite different from those of adults, indicating that early identification and treatm作者: 小母馬 時(shí)間: 2025-3-25 19:40 作者: 確定方向 時(shí)間: 2025-3-25 21:08 作者: 連接 時(shí)間: 2025-3-26 00:22
Risk Estimation on High Frequency Financial Data978-3-658-09389-1Series ISSN 2625-3577 Series E-ISSN 2625-3615 作者: dithiolethione 時(shí)間: 2025-3-26 06:53 作者: 規(guī)章 時(shí)間: 2025-3-26 11:16
https://doi.org/10.1007/978-3-658-09389-1FIGARCH; Finance; Multivariate Standard Normal Tempered Stable Distribution; Normal Tempered Stable (NT作者: sulcus 時(shí)間: 2025-3-26 15:24 作者: Incisor 時(shí)間: 2025-3-26 19:10
Beruhigende Versicherungen (?reassurance?)erent flame retardant strategies have been developed to enhance the thermal stability and reduce the flammability of epoxy-based materials, including phosphorus-based, silicon-based, nitrogen-based, nanomaterials-based, and metal-organic framework materials, etc. For these different systems, their s作者: 骯臟 時(shí)間: 2025-3-27 00:28 作者: 障礙物 時(shí)間: 2025-3-27 02:13
‘Innovation’ as an Adaptation of ‘Progress’: Revisiting the Epistemological and Historical Contexts ourses during the late 20th century. The concept of innovation differs from that of progress, particularly in that the former is based on discontinuity and diversity. On one hand, it obliges us to bet on abrupt and unpredictable changes as the only way to secure a better future. On the other hand, t作者: 斜 時(shí)間: 2025-3-27 08:01
the idea is so simple that it would be too easy to copy. Maybe it’s already been done, or the team simply is not up to the job.?.Pitch Perfect.?has all of those bases covered so that you can excel..How do you 978-1-4842-6064-7978-1-4842-6065-4作者: Pelvic-Floor 時(shí)間: 2025-3-27 10:00 作者: extrovert 時(shí)間: 2025-3-27 15:11
Einflu? der Mykorrhizierung auf die Aktivit?t extrazellul?rer Enzyme in der Rhizosph?re von Pappelnlsulphatase acitvity (r = 0.80) in the rhizosphere (Spearman correlations, n = 20, P < 0.05). There was a significant negative correlation between ectomycorrhizal colonization and arylsulphatase activity (r = - 0.53). The results of this experiment suggest that clone-specific mycorrhizal colonizatio作者: constitutional 時(shí)間: 2025-3-27 17:46
