已选(0)清除
条数/页: 排序方式:
|
| Macro factors and the realized volatility of commodities: A dynamic network analysis 期刊论文 RESOURCES POLICY, 2020, 卷号: 68 作者: Hu, Min; Zhang, Dayong; Ji, Qiang; Wei, Lijian
![](/themes/default/image/downing1.png) 收藏  |  浏览/下载:9/0  |  提交时间:2021/01/16 |
| On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks 期刊论文 ENERGY ECONOMICS, 2020, 卷号: 89 作者: Luo, Jiawen; Ji, Qiang; Klein, Tony; Todorova, Neda; Zhang, Dayong
![](/themes/default/image/downing1.png) 收藏  |  浏览/下载:3/0  |  提交时间:2021/01/16 |
| 汇率相关性的预测与全球资产配置 期刊论文 2015 郑振龙; 陈蓉; 王磊
![](/themes/default/image/downing1.png) 收藏  |  浏览/下载:2/0  |  提交时间:2016/05/17
|
| Real-Time Monitoring Test for Realized Volatility 期刊论文 http://www.wise.xmu.edu.cn/paperInfor.asp?id=290, 2013 Cindy Shin-Huei Wang; Cheng Hsiao
![](/themes/default/image/downing1.png) 收藏  |  浏览/下载:5/0  |  提交时间:2013/11/08
|
| Disentangling the effect of jumps on systematic risk using a new estimator of integrated co-volatility 期刊论文 http://dx.doi.org/10.1016/j.jbankfin.2013.01.024, 2013 Wang, Kent; Liu, Junwei; Liu, Zhi; 刘俊伟
![](/themes/default/image/downing1.png) 收藏  |  浏览/下载:3/0  |  提交时间:2015/07/22
|
| 一类结合已实现波动率和Copula的门限SV模型 学位论文 2012, 2012 蔡创能
![](/themes/default/image/downing1.png) 收藏  |  浏览/下载:3/0  |  提交时间:2016/02/14
|
| 股票市场波动率的实证研究 ——基于GJR-HEAVY模型 学位论文 2011, 2011 谢洁
![](/themes/default/image/downing1.png) 收藏  |  浏览/下载:4/0  |  提交时间:2016/02/14
|
| Scaling and memory in the return intervals of realized volatility 期刊论文 Physica a-statistical mechanics and its applications, 2009, 卷号: 388, 期号: 22, 页码: 4787-4796 作者: Ren, Fei; Gu, Gao-Feng; Zhou, Wei-Xing
![](/themes/default/image/downing1.png) 收藏  |  浏览/下载:25/0  |  提交时间:2019/05/10
|
| Mining associations between trading volume volatilities and financial information volumes based on GARCH model and neural networks 其他 2007-01-01 Li, Nan; Yang, Jian; Liang, Xun
![](/themes/default/image/downing1.png) 收藏  |  浏览/下载:2/0  |  提交时间:2015/11/13
|
| 沪市股票已实现波动率和成交量的分布特征及相互关系 学位论文 2005, 2005 李毅轩
![](/themes/default/image/downing1.png) 收藏  |  浏览/下载:3/0  |  提交时间:2016/02/14
|