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Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data

Contributor(s):

Swanson, Norman R.||Yang, Xiye

Material type: Text

Text

TextISBN:

9783040000000

Subject(s):

level, slope, and curvature of the yield curve||Nelson-Siegel factors||supervised factor models||combining forecasts||principal components||Minimum variance portfolio||risk||shrinkage||S&amp||P 500||high-frequency||volatility||forecasting||realized measures||bivariate GARCH||Japanese candlestick||ordered fuzzy number||KosiÅ„skiâ€™s number||oriented fuzzy number||dynamic analysis of securities||integrated volatility||high-frequency data||jumps||realized skewness||cross-sectional stock returns||signed jump variation||long-range dependence||log periodogram regression||smoothed periodogram||subsampling||intraday returns||portfolio selection||maximum diversification||regularization

Online resources:

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode
E-Books	Kerala University of Digital Sciences, Innovation and Technology Knowledge Centre		Available

English[eng]

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