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dc.contributor.editorSwanson, Norman R.
dc.contributor.editorYang, Xiye
dc.date.accessioned2022-01-11T13:34:15Z
dc.date.available2022-01-11T13:34:15Z
dc.date.issued2021
dc.identifierONIX_20220111_9783036508528_251
dc.identifier.urihttps://directory.doabooks.org/handle/20.500.12854/76515
dc.description.abstractRecently, considerable attention has been placed on the development and application of tools useful for the analysis of the high-dimensional and/or high-frequency datasets that now dominate the landscape. The purpose of this Special Issue is to collect both methodological and empirical papers that develop and utilize state-of-the-art econometric techniques for the analysis of such data.
dc.languageEnglish
dc.subject.classificationthema EDItEUR::K Economics, Finance, Business and Managementen_US
dc.subject.otherlevel, slope, and curvature of the yield curve
dc.subject.otherNelson-Siegel factors
dc.subject.othersupervised factor models
dc.subject.othercombining forecasts
dc.subject.otherprincipal components
dc.subject.otherMinimum variance portfolio
dc.subject.otherrisk
dc.subject.othershrinkage
dc.subject.otherS&amp
dc.subject.otherP 500
dc.subject.otherhigh-frequency
dc.subject.othervolatility
dc.subject.otherforecasting
dc.subject.otherrealized measures
dc.subject.otherbivariate GARCH
dc.subject.otherJapanese candlestick
dc.subject.otherordered fuzzy number
dc.subject.otherKosiński’s number
dc.subject.otheroriented fuzzy number
dc.subject.otherdynamic analysis of securities
dc.subject.otherintegrated volatility
dc.subject.otherhigh-frequency data
dc.subject.otherjumps
dc.subject.otherrealized skewness
dc.subject.othercross-sectional stock returns
dc.subject.othersigned jump variation
dc.subject.otherlong-range dependence
dc.subject.otherlog periodogram regression
dc.subject.othersmoothed periodogram
dc.subject.othersubsampling
dc.subject.otherintraday returns
dc.subject.otherportfolio selection
dc.subject.othermaximum diversification
dc.subject.otherregularization
dc.titleRecent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data
dc.typebook
oapen.identifier.doi10.3390/books978-3-0365-0853-5
oapen.relation.isPublishedBy46cabcaa-dd94-4bfe-87b4-55023c1b36d0
oapen.relation.isbn9783036508528
oapen.relation.isbn9783036508535
oapen.pages196
oapen.place.publicationBasel, Switzerland


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