Realized Volatility - Dissertation

About 50 item dissertation in line with Realized Volatility query results,the following is 1 to 50(Search took 0.062 seconds)

Empirical Study on Ultra-high Frequency Futures Market Microstructure Noise,GouKaiGui/Southwestern University of Finance and Economics,0/108
Analysis and Forecast of Financial Volatility Based on Symbolic Time Series Analysis,WangYuMeng/Tianjin University,0/2
Multiresolution Analysi of Financial Time Series,LiYong/University of Science and Technology of China,0/288
Empirical Research on Volatility Forecast Models Based on CSI300Index,JinDan/Huazhong University of Science and Technology,0/37
Forecasting Realized Volatility in Financial Market,HeJian/Zhejiang Technology and Business University,0/1
Implications of Solvency Ⅱ for Insurance Supervision of China,LuoYuChen/Xiamen University,0/1
A Study on the Realized GARCH-HAR Model Based on High-frequency Data,XuZhiXiang/Xiamen University,0/6
Stock Price Jumps, Predictability of Return and Volatility,LiYaMin/Xiamen University,0/7
Impacts of Macroeconomic Variable on Stock Market Volatility,HuQiFeng/Nanjing University,0/50
Research on the Future Markets Volatility Based on High-frequency Intraday Returns Pattern,HuangShiJun/Nanjing University,0/30
A Research of Realized Volatility on Hushen300Index Based on the Detection of Structural Breaks,ZhuZiHao/Nanjing University,0/62
The Research of Realized Volatility for China’s Stock Market Based on Heterogeneous Market Hypothesis,ChenZhaoLei/Dongbei University of Finance,0/49
Modeling and Forecasting Realized Volatility Based on HAR-RV Model,ZuoZuo/Southwestern University of Finance and Economics,0/140
Realized Volatility of CSI300Stock Index Futures:an Empirical Study,LiYang/Southwestern University of Finance and Economics,0/179
High-Frequency Data Extreme Value of the Stock Market Statistical Characteristic and Changes Research,XueChenGuang/Changchun University of,0/80
Research on Long Memory and Co-movement of Stock Markets between China and America,ZengYan/South China University of Technology,0/97
Research in Models of Long-memory Volatility and Empirical Analysis,WangYanRong/Northwest University of Science and Technology,0/1
The Volatility Measures of CSI300Stock Index Future Based on High Frequency Data and It’s Applications,RenDePing/Hunan University,0/134
Realized Jump Test and Jumping Risk Measurement,LiCaiYun/Huazhong University of Science and Technology,0/30
Measuring Limited Attention and Its Impact on the Our Stock Market,XieShiHong/Nanjing University,3/164
Optimization of CSI300Index HAR Model’s Structure Using Genetic Algorithm,MengYang/Nanjing University,0/42
A Study on the HAR Model Based on High-frequency Data,ZhangFan/Nanjing University,0/83
The Modeling and Applied Research of the Volatility of China Stock Market Based on Multiplicative Error Model,LiXia/Shandong University of Finance and Economics,0/22
Research of Volatility in Stock Index Futures Market of China Based on MEM,CaoGang/Tianjin University,0/17
Chinese stock market volatility estimated frequency , characteristics, and predictive,HuangHouChuan/Xiamen University,6/1166
The Study of Financial Volatility Based on High-Frequency Data,LiShengGe/Tianjin University,5/740
Pricing and Risk Measuring of Financial Multi-asset Based on the Copula Theory,ZhanXueLi/Tianjin University,4/1305
Analysis of Finance Market Based on High-Frequency Data,TangYong/Tianjin University,2/764
Research of Correlation and Persistence in the Financial Capital Return,ShiYuFeng/Tianjin University,1/368
Fractal dimension of the power of integrating processes with jumps Variation theory and its application in high frequency data in financial,LiuGuangYing/Fudan University,0/73
Study on Volatility of Financial High-Frequency Data Based on Market Microstructure Noises and Jumps,WangFang/Southwestern University of Finance and Economics,0/181
Research of the Realized Volatility for Securities High Frequency Time Series,XuSuoFei/Jilin University,2/413
Empirical Analysis on Long Memory character of Chinese Stock Market Volatility,WangChunFeng/Tianjin University,0/319
The Study of Realized Volatility under High Frequency Finance Data,ZhaoJie/Hefei University of Technology,0/477
Based on realized volatility of Chinese stock market heterogeneity empirical research,ZhangWei/University of Electronic Science and Technology,4/358
An Empirical Study of the CSI 300 index hedging effect,LinZuo/University of Electronic Science and Technology,4/619
The Research on Realized Volatility in China Stock Market,RenBo/Tianjin University,1/273
The Realized Volatility and Its Empirical Study on Value-at-Risk,ZhangJie/Hunan University,2/381
Analysis, Modeling and Application of Financial Market’s High-Frequency/Ultra-High-Frequency Time Series,XuZhengGuo/Tianjin University,5/849
A Research on the Dynamic Correlation in Portfolio Risk Management,ZhangRui/Tianjin University,0/181
Research of High-frequency Time Series Based on Wavelet Analysis,GaoJing/Tianjin University,2/374
Long memory volatility of high - frequency financial data,BaiJun/University of Electronic Science and Technology,0/205
High-frequency financial time series volatility,ZhangJiao/University of Electronic Science and Technology,2/247
The Analysis of Second-order Volatility Matrix under High Frequency Financial Data,HeLongFang/Hefei University of Technology,1/87
Research on Effectiveness of China Emulational Stock Index Futures Market,LiYueHuan/Hefei University of Technology,3/293
The Research on Realized Volatility in China Stock Market-based in HAR Model,YuXiaoLei/Jilin University,0/230
The Research of the Discontinuous Jump of Short-term Interest Rate of Inter-bank Bond Market in China,LingCheng/Northeastern University,1/66
Based on realized volatility of Conditional VaR,LuoYi/Changsha University of Science and Technology,0/66
The Investigation of Micromarkets Structure Base on High-Frequency Data,LiChunJing/Changchun University of,0/75
Comparison of the Models Based on High Frequency Volatility,WangHuiYu/Southwestern University of Finance and Economics,0/84