| 000 | 01125nam a2200133Ia 4500 | ||
|---|---|---|---|
| 008 | 220620s9999||||xx |||||||||||||| ||und|| | ||
| 020 | _a9783040000000 | ||
| 245 | 0 | _aRecent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data | |
| 546 | _aEnglish[eng] | ||
| 650 | _alevel, slope, and curvature of the yield curve||Nelson-Siegel factors||supervised factor models||combining forecasts||principal components||Minimum variance portfolio||risk||shrinkage||S&||P 500||high-frequency||volatility||forecasting||realized measures||bivariate GARCH||Japanese candlestick||ordered fuzzy number||Kosiński’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 | ||
| 700 | _aSwanson, Norman R.||Yang, Xiye | ||
| 856 | _uhttps://mdpi.com/books/pdfview/book/3961 | ||
| 942 | _cEB | ||
| 999 |
_c32896 _d32896 |
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