机译:交易频率和波动率聚类
Department of Finance, School of International Trade and Economics, University of International Business and Economics, #10 Huixin Dongjie, Chaoyang District, Beijing, China;
Department of Economics, Simon Fraser University, 8888 University Drive, Burnaby, British Columbia, Canada V5A 1S6 ,Rimini Center for Economic Analysis, Rimini, Italy;
trading frequency; volatility clustering; signal extraction; hyperbolic decay;
机译:高频和非高频贸易公司的贸易价格聚类
机译:交易规模,交易频率和波动率-数量关系
机译:尼日利亚股票市场中的波动性聚集,杠杆效应和风险收益权衡
机译:聚类高频股票数据以进行交易波动性分析
机译:使用高频贸易数据识别加密货币泡沫的波动性建模
机译:射频干涉仪对挥发性有机化合物进行多频测量
机译:交易频率和波动率聚类