satisficer
发表于 2025-3-21 16:30:36
书目名称Discrete Time Series, Processes, and Applications in Finance影响因子(影响力)<br> http://impactfactor.cn/if/?ISSN=BK0281172<br><br> <br><br>书目名称Discrete Time Series, Processes, and Applications in Finance影响因子(影响力)学科排名<br> http://impactfactor.cn/ifr/?ISSN=BK0281172<br><br> <br><br>书目名称Discrete Time Series, Processes, and Applications in Finance网络公开度<br> http://impactfactor.cn/at/?ISSN=BK0281172<br><br> <br><br>书目名称Discrete Time Series, Processes, and Applications in Finance网络公开度学科排名<br> http://impactfactor.cn/atr/?ISSN=BK0281172<br><br> <br><br>书目名称Discrete Time Series, Processes, and Applications in Finance被引频次<br> http://impactfactor.cn/tc/?ISSN=BK0281172<br><br> <br><br>书目名称Discrete Time Series, Processes, and Applications in Finance被引频次学科排名<br> http://impactfactor.cn/tcr/?ISSN=BK0281172<br><br> <br><br>书目名称Discrete Time Series, Processes, and Applications in Finance年度引用<br> http://impactfactor.cn/ii/?ISSN=BK0281172<br><br> <br><br>书目名称Discrete Time Series, Processes, and Applications in Finance年度引用学科排名<br> http://impactfactor.cn/iir/?ISSN=BK0281172<br><br> <br><br>书目名称Discrete Time Series, Processes, and Applications in Finance读者反馈<br> http://impactfactor.cn/5y/?ISSN=BK0281172<br><br> <br><br>书目名称Discrete Time Series, Processes, and Applications in Finance读者反馈学科排名<br> http://impactfactor.cn/5yr/?ISSN=BK0281172<br><br> <br><br>
nullify
发表于 2025-3-22 00:06:26
Logarithmic Versus Relative Random Walks,zed, showing that both definitions have first a square root of time diffusion phase, followed by an exponential grow of the variance. Finally, the implications of the return definitions with respect to the skewness is explored, showing that the relative return definition is compatible with no skew.
plasma-cells
发表于 2025-3-22 01:38:05
Book 2013l world. Time series and processes are the natural tools for describing the dynamic behavior of financial data, leading to the required forecasts. This book presents a survey of the empirical properties of financial time series, their descriptions by means of mathematical processes, and some implica
follicular-unit
发表于 2025-3-22 07:58:02
Fred H. Geisler,William P. Coleman construction of models in finance and in physics, and the points that set this book apart from the existing literature. Finally, a companion web site is introduced. This site presents much more statistics and graphs for a deeper analysis of the empirical time series and processes.
COKE
发表于 2025-3-22 09:39:25
https://doi.org/10.1007/978-0-387-77893-8annualizes systematically the derived quantities in order to easily compare statistics across time horizons. The definitions of the average, expectation, and histogram complete the set of basic tools needed for the empirical analysis.
CLEAR
发表于 2025-3-22 13:27:23
Flávio E. Nácul,John M. O’DonnellIn particular, the cross-correlation between volatilities at different time horizons gives a characteristic signature of the heteroscedasticity, which emphasizes the (non)invariance with respect to the reversal of the time direction.
CLEAR
发表于 2025-3-22 17:43:52
Sneeta Takhar M.D.,Myer H. Rosenthal M.D.hmark for the subsequent analysis of the processes. For this set of FX rates, they show in an informal way the regularities and variability in the statistics. For the processes studied in the following chapter, the mug shots will give a convenient summary of the statistical properties that need to be reproduced.
顶点
发表于 2025-3-23 00:43:13
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Herbivorous
发表于 2025-3-23 02:16:17
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amorphous
发表于 2025-3-23 06:13:48
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