设为首页收藏本站
开启辅助访问 切换到窄版

 找回密码
 To register

QQ登录

只需一步，快速开始

扫一扫，访问微社区

  • ALL
  • Journals
  • Books

派博传思国际中心 »期刊书目

› BOOKS
› BOOKS with Alphabet R (Ra, Rb,Rc, Rd, Re…... )

1234下一页
返回列表

Titlebook: Risk Estimation on High Frequency Financial Data; Empirical Analysis o Florian Jacob Book 2015 Springer Fachmedien Wiesbaden 2015 FIGARCH.F

[复制链接]
查看: 24416|回复: 35
发表于 2025-3-21 17:10:08 | 显示全部楼层 |阅读模式
书目名称Risk Estimation on High Frequency Financial Data
副标题Empirical Analysis o
编辑Florian Jacob
视频videohttp://file.papertrans.cn/831/830652/830652.mp4
概述Study in the field of natural sciences.Includes supplementary material:
丛书名称BestMasters
图书封面Titlebook: Risk Estimation on High Frequency Financial Data; Empirical Analysis o Florian Jacob Book 2015 Springer Fachmedien Wiesbaden 2015 FIGARCH.F
描述By studying the ability of the Normal Tempered Stable (NTS) model to fit thestatistical features of intraday data at a 5 min sampling frequency, Florian Jacobs extends the research on high frequency data as well as the appliance of tempered stable models. He examines the DAX30 returns using ARMA-GARCH NTS, ARMA-GARCH MNTS (Multivariate Normal Tempered Stable) and ARMA-FIGARCH (Fractionally Integrated GARCH) NTS. The models will be benchmarked through their goodness of fit and their VaR and AVaR, as well as in an historical Backtesting.
出版日期Book 2015
关键词FIGARCH; Finance; Multivariate Standard Normal Tempered Stable Distribution; Normal Tempered Stable (NT
版次1
doihttps://doi.org/10.1007/978-3-658-09389-1
isbn_softcover978-3-658-09388-4
isbn_ebook978-3-658-09389-1Series ISSN 2625-3577 Series E-ISSN 2625-3615
issn_series 2625-3577
copyrightSpringer Fachmedien Wiesbaden 2015
The information of publication is updating

书目名称Risk Estimation on High Frequency Financial Data影响因子(影响力)




书目名称Risk Estimation on High Frequency Financial Data影响因子(影响力)学科排名




书目名称Risk Estimation on High Frequency Financial Data网络公开度




书目名称Risk Estimation on High Frequency Financial Data网络公开度学科排名




书目名称Risk Estimation on High Frequency Financial Data被引频次




书目名称Risk Estimation on High Frequency Financial Data被引频次学科排名




书目名称Risk Estimation on High Frequency Financial Data年度引用




书目名称Risk Estimation on High Frequency Financial Data年度引用学科排名




书目名称Risk Estimation on High Frequency Financial Data读者反馈




书目名称Risk Estimation on High Frequency Financial Data读者反馈学科排名




单选投票, 共有 1 人参与投票
1.jpg
 

1票 100.00%

Perfect with Aesthetics
2.jpg
 

0票 0.00%

Better Implies Difficulty
3.jpg
 

0票 0.00%

Good and Satisfactory
4.jpg
 

0票 0.00%

Adverse Performance
5.jpg
 

0票 0.00%

Disdainful Garbage
您所在的用户组没有投票权限
Weber-test
回复

举报

发表于 2025-3-21 22:16:49 | 显示全部楼层
Florian Jacobotiated has important implications for disease outcomes throughout the remainder of the person’s life span.Organized in five major sections (General Issues, Developmental Issues, Treatment and Training, Mental Health, and Physical Health) and 44 chapters, Handbook of Adolescent Health Psychology add
BOOM
回复

举报

发表于 2025-3-22 01:48:55 | 显示全部楼层
串通
回复

举报

发表于 2025-3-22 04:53:39 | 显示全部楼层
otiated has important implications for disease outcomes throughout the remainder of the person’s life span.Organized in five major sections (General Issues, Developmental Issues, Treatment and Training, Mental Health, and Physical Health) and 44 chapters, Handbook of Adolescent Health Psychology add
foliage
回复

举报

发表于 2025-3-22 10:59:57 | 显示全部楼层
无动于衷
回复

举报

发表于 2025-3-22 15:40:36 | 显示全部楼层
Florian Jacobrson’s life span.Organized in five major sections (General Issues, Developmental Issues, Treatment and Training, Mental Health, and Physical Health) and 44 chapters, Handbook of Adolescent Health Psychology add978-1-4939-4836-9978-1-4614-6633-8
thyroid-hormone
回复

举报

发表于 2025-3-22 18:01:39 | 显示全部楼层
Intersect
回复

举报

发表于 2025-3-22 23:15:38 | 显示全部楼层
Data and Methodology,itely divisible innovation distributions is investigated further to find dependencies between the corresponding parameter values and the frequency on which log-returns are constructed. The forecasting performance of the respective models is investigated in a Value-at-Risk backtest.
抛媚眼
回复

举报

发表于 2025-3-23 04:28:32 | 显示全部楼层
孤僻
回复

举报

发表于 2025-3-23 08:40:37 | 显示全部楼层
Pelvic-Floor
回复

举报

下一页 »
1234下一页
返回列表
 关于派博传思  派博传思旗下网站  友情链接
派博传思介绍 公司地理位置 论文服务流程 影响因子官网 吾爱论文网 大讲堂 北京大学 Oxford Uni. Harvard Uni.
发展历史沿革 期刊点评 投稿经验总结 SCIENCEGARD IMPACTFACTOR 派博系数 清华大学 Yale Uni. Stanford Uni.
QQ|Archiver|手机版|小黑屋| 派博传思国际 ( 京公网安备110108008328) GMT+8, 2025-11-13 02:20
Copyright © 2001-2015 派博传思   京公网安备110108008328 版权所有 All rights reserved
快速回复 返回顶部 返回列表