Explore
Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data
0 Ungluers have
Faved this Work
Login to Fave
Recently, considerable attention has been placed on the development and application of tools useful for the analysis of the high-dimensional and/or high-frequency datasets that now dominate the landscape. The purpose of this Special Issue is to collect both methodological and empirical papers that develop and utilize state-of-the-art econometric techniques for the analysis of such data.
This book is included in DOAB.
Why read this book? Have your say.
You must be logged in to comment.
Rights Information
Are you the author or publisher of this work? If so, you can claim it as yours by registering as an Unglue.it rights holder.Downloads
This work has been downloaded 52 times via unglue.it ebook links.
- 52 - pdf (CC BY) at Unglue.it.
Keywords
- bivariate GARCH
- combining forecasts
- cross-sectional stock returns
- dynamic analysis of securities
- Economics, finance, business & management
- Forecasting
- high-frequency
- high-frequency data
- integrated volatility
- intraday returns
- Japanese candlestick
- jumps
- Kosiński’s number
- level, slope, and curvature of the yield curve
- log periodogram regression
- long-range dependence
- maximum diversification
- Minimum variance portfolio
- Nelson-Siegel factors
- ordered fuzzy number
- oriented fuzzy number
- P 500
- portfolio selection
- principal components
- realized measures
- realized skewness
- regularization
- Risk
- S&
- shrinkage
- signed jump variation
- smoothed periodogram
- subsampling
- supervised factor models
- thema EDItEUR::K Economics, Finance, Business and Management
- volatility
Links
DOI: 10.3390/books978-3-0365-0853-5Editions