المؤلفون: Petr Vejmělka, Tomáš Cipra

المصدر: Statistika: Statistics and Economy Journal, Vol 101, Iss 3, Pp 296-311 (2021)

مصطلحات موضوعية: garch, high-frequency financial time series, recursive estimation, risk prediction, volatility, Statistics, HA1-4737

وصف الملف: electronic resource

Relation: https://www.czso.cz/documents/10180/143550799/32019721q3_296-311_vejmelka_analyses.pdf/5d1f35eb-41db-472a-9b50-e02c94b811fa?version=1.1; https://doaj.org/toc/0322-788X; https://doaj.org/toc/1804-8765

URL الوصول: https://doaj.org/article/cc649e28c1294e7aa2cea380ce34f4d9

المؤلفون: Nakakita, Makoto, Nakatsuma, Teruo

مصطلحات موضوعية: ddc:330, Bayesian inference, high-frequency financial time series, intraday seasonality, Markov chain Monte Carlo, stochastic volatility

Relation: gbv-ppn:1759773085; Journal: Journal of Risk and Financial Management; Volume: 14; Year: 2021; Issue: 4; Pages: 1-29; Basel: MDPI; http://hdl.handle.net/10419/239561

الاتاحة: http://hdl.handle.net/10419/239561
https://doi.org/10.3390/jrfm14040145

المؤلفون: Teruo Nakatsuma, Makoto Nakakita

المصدر: Journal of Risk and Financial Management, Vol 14, Iss 145, p 145 (2021)
Journal of Risk and Financial Management
Volume 14
Issue 4

مصطلحات موضوعية: Bayesian inference, lcsh:Risk in industry. Risk management, 01 natural sciences, 010104 statistics & probability, symbols.namesake, 0502 economics and business, lcsh:Finance, lcsh:HG1-9999, ddc:330, Econometrics, 0101 mathematics, stochastic volatility, 050205 econometrics, Mathematics, Volatility clustering, Stochastic volatility, Model selection, 05 social sciences, Markov chain Monte Carlo, high-frequency financial time series, lcsh:HD61, intraday seasonality, Skewness, symbols, Kurtosis, Gibbs sampling

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8336a9e9f02af16cdba99cdaf2eee2bb
https://www.mdpi.com/1911-8074/14/4/145

المؤلفون: Ponta, L., Scalas, E., Raberto, M., Cincotti, S.

مصطلحات موضوعية: Artificial stock market, high-frequency financial time-series, random thinning, Weibull distribution

وصف الملف: application/pdf

Relation: https://www.scopus.com/inward/record.uri?eid=2-s2.0-84864127180&doi=10.1109%2fJSTSP.2011.2174192&partnerID=40&md5=93a1684e03b2f6ee936b3559812448e0; http://hdl.handle.net/20.500.11824/575

الاتاحة: https://hdl.handle.net/20.500.11824/575
https://doi.org/10.1109/JSTSP.2011.2174192

المؤلفون: Caporale, G.M. (Guglielmo M.), Gil-Alana, L.A. (Luis A.)

مصطلحات موضوعية: Materias Investigacion::Economía y Empresa, High frequency financial time series, Temporal aggregation, Fractional integration, British pound, US dollar, Spot exchange rate

وصف الملف: application/pdf

Relation: https://hdl.handle.net/10171/23020

الاتاحة: https://hdl.handle.net/10171/23020

المؤلفون: Silvano Cincotti, Marco Raberto, Enrico Scalas, Linda Ponta

المصدر: BIRD: BCAM's Institutional Repository Data
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مصطلحات موضوعية: Exponential distribution, Actuarial science, Computer science, Stochastic process, Artificial stock market, high-frequency financial time-series, random thinning, Weibull distribution, Order (exchange), Signal Processing, Market data, Econometrics, Stock market, Limit (mathematics), Renewal theory, Electrical and Electronic Engineering

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::451f2699f588953aad633d53550d4877
https://hdl.handle.net/11573/1667046

المؤلفون: Rezić, Jure

المساهمون: Kostanjčar, Zvonko

مصطلحات موضوعية: strojno učenje, model, visokofrekventni financijski vremenski nizovi, statistika, financije, autokorelacija, volatilnost, povrat, regresija, klasifikacija, neuronske mreže, Bitcoin, kriptovaluta, machine learning, high-frequency financial time series, statistics, finance, autocorrelation, volatility, return, regression, classification, neural networks, cryptocurrency, TEHNIČKE ZNANOSTI. Računarstvo, TECHNICAL SCIENCES. Computing, stat, manag

Relation: https://zir.nsk.hr/islandora/object/fer:8577

الاتاحة: https://zir.nsk.hr/islandora/object/fer:8577

المؤلفون: Rezić, Jure

المساهمون: Kostanjčar, Zvonko

مصطلحات موضوعية: strojno učenje, model, visokofrekventni financijski vremenski nizovi, statistika, financije, autokorelacija, volatilnost, povrat, regresija, klasifikacija, neuronske mreže, Bitcoin, kriptovaluta, machine learning, high-frequency financial time series, statistics, finance, autocorrelation, volatility, return, regression, classification, neural networks, cryptocurrency, TEHNIČKE ZNANOSTI. Računarstvo, TECHNICAL SCIENCES. Computing

وصف الملف: application/pdf

Relation: https://zir.nsk.hr/islandora/object/fer:8577; https://urn.nsk.hr/urn:nbn:hr:168:248358; https://repozitorij.unizg.hr/islandora/object/fer:8577; https://repozitorij.unizg.hr/islandora/object/fer:8577/datastream/PDF

الاتاحة: https://zir.nsk.hr/islandora/object/fer:8577
https://urn.nsk.hr/urn:nbn:hr:168:248358
https://repozitorij.unizg.hr/islandora/object/fer:8577
https://repozitorij.unizg.hr/islandora/object/fer:8577/datastream/PDF