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Econometric methods for high frequency data

Econometric methods for high frequency data
Digital図書
Potiron, Yoann2023科学研究費補助金研究成果報告書
Other Libraries in Japan
  • Subject Headingfinancial econometrics
  • Note (General)...0K13470 研究分野 : financial econometrics

Do Domestic and US Economic Policy Uncertainty Increase China’s Macro-Financial Risk Connectedness?

Do Domestic and US Economic Policy Uncertainty Increase China’s Macro-Financial Risk Connectedness?
Digital規格・テクニカルリポート類
Hu,Chunyang, Zhou,YangInstitute of Developing Economies　(IDE-JETRO)2025-03IDE Discussion Paper957
Other Libraries in Japan
  • Subject Heading...will JEL:C58 - Financial Econometrics JEL:F30 - General China Unite...

Risk Management and Financial Derivatives:An Overview

Risk Management and Financial Derivatives:An Overview
Digital図書
McAleer, Michael, Hammoudeh, ShawkatInstitute of Economic Research, Kyoto University2012-04KIER Discussion Paper816
Available onlineOther Libraries in Japan
  • Subject Heading...al derivatives Financial econometrics Options Futures Volatility Sp...

Modelling and Forecasting Noisy Realized Volatility

Modelling and Forecasting Noisy Realized Volatility
Digital図書
Asai, Manabu, McAleer, Michael, Medeiros, Marcelo C.Institute of Economic Research, Kyoto University2011-01KIER Discussion Paper758
Available onlineOther Libraries in Japan
  • Subject Headingrealized volatility diffusion financial econometrics measurement errors forecastin...

Modelling and Forecasting Noisy Realized Volatility

Modelling and Forecasting Noisy Realized Volatility
Paper規格・テクニカルリポート類
Asai, Manabu, McAleer, Michael, Medeiros, Marcelo C.日本経済国際共同センター2009-09Discussion paper series. CIRJE-FCIRJE-F-669
Other Libraries in Japan
  • Subject Headingrealized volatility diffusion financial econometrics measurement errors forecastin...

Forecasting Realized Volatility with Linear and Nonlinear Models

Forecasting Realized Volatility with Linear and Nonlinear Models
Paper規格・テクニカルリポート類
McAleer, Michael, Medeiros, Marcelo C.日本経済国際共同センター2009-10Discussion paper series. CIRJE-FCIRJE-F-686
Other Libraries in Japan
  • Subject HeadingFinancial econometrics volatility forecasting neural...

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