尖牙
发表于 2025-3-25 07:09:06
Book 2001ose features are quite similar to the ARCH specification but which involves an unobserved or latent component for the volatility. While being more difficult to estimate than usual GARCH models, stochastic volatility models have found numerous applications in the modelling of volatility and more part
habitat
发表于 2025-3-25 07:33:10
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jabber
发表于 2025-3-25 14:19:34
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absorbed
发表于 2025-3-25 18:43:34
Empirical Results and Extensions,f this chapter, we review some possible applications of the Log-ACD model to the testing of market microstructure issues which deal with the (bid-ask quotes) updating behavior of a market maker with respect to the information flow.
Assemble
发表于 2025-3-25 20:58:44
Ellen Schmidt,Friedrich Werner Schmidtf this kind of information has given rise to a substantial amount of empirical research conducted on the trading mechanisms, the intraday characteristics of the markets (liquidity, volatility), and the price formation process. While intraday databases provide researchers with a substantial amount of
Basal-Ganglia
发表于 2025-3-26 03:06:28
https://doi.org/10.1007/978-3-030-50273-7y defined, and their properties are investigated, using a mix of analytical and numerical methods. The estimation of these models by the maximum likelihood method is briefly reviewed, and tools for testing the specification of a model are developed. In Section 4, we provide empirical results that il
oxidant
发表于 2025-3-26 05:34:46
https://doi.org/10.1007/978-3-031-52569-8f this chapter, we review some possible applications of the Log-ACD model to the testing of market microstructure issues which deal with the (bid-ask quotes) updating behavior of a market maker with respect to the information flow.
Antecedent
发表于 2025-3-26 10:35:18
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painkillers
发表于 2025-3-26 13:10:34
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CHIP
发表于 2025-3-26 17:36:38
Forward Space,r future city, but also brush its own values against the grain in order to respect the values of the others, which we might have surpassed but not really escaped. Let us begin this exercise by quickly reminding ourselves about the key values of the paradigmatic cities we have studied in the preceding chapters.