Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data (Record no. 32896)

MARC details
000 -LEADER
fixed length control field 01125nam a2200133Ia 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
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020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783040000000
245 #0 - TITLE STATEMENT
Title Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data
546 ## - LANGUAGE NOTE
Language note English[eng]
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element level, slope, and curvature of the yield curve||Nelson-Siegel factors||supervised factor models||combining forecasts||principal components||Minimum variance portfolio||risk||shrinkage||S&amp||P 500||high-frequency||volatility||forecasting||realized measures||bivariate GARCH||Japanese candlestick||ordered fuzzy number||Kosiński’s number||oriented fuzzy number||dynamic analysis of securities||integrated volatility||high-frequency data||jumps||realized skewness||cross-sectional stock returns||signed jump variation||long-range dependence||log periodogram regression||smoothed periodogram||subsampling||intraday returns||portfolio selection||maximum diversification||regularization
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Swanson, Norman R.||Yang, Xiye
856 ## - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://mdpi.com/books/pdfview/book/3961">https://mdpi.com/books/pdfview/book/3961</a>
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type E-Books
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        Kerala University of Digital Sciences, Innovation and Technology Knowledge Centre Kerala University of Digital Sciences, Innovation and Technology Knowledge Centre 20/06/2022   20/06/2022 20/06/2022 E-Books