-
1دورية أكاديمية
المؤلفون: Francesco Audrino, Lorenzo Camponovo, Constantin Roth
المصدر: Quantitative Finance and Economics, Vol 1, Iss 4, Pp 363-387 (2017)
مصطلحات موضوعية: realized volatility, adaptive lasso, HAR model, test for false positives, lag structure, Applied mathematics. Quantitative methods, T57-57.97, Finance, HG1-9999
العلاقة: http://www.aimspress.com/QFE/article/1751/fulltext.htmlTest; https://doaj.org/toc/2573-0134Test; https://doaj.org/article/65729ecb7e8e43ca94f88f28472dd74dTest
الإتاحة: https://doi.org/10.3934/QFE.2017.4.363Test
https://doaj.org/article/65729ecb7e8e43ca94f88f28472dd74dTest -
2دورية أكاديمية
المؤلفون: Francesco Audrino, Lorenzo Camponovo, Constantin Roth
المصدر: Quantitative Finance and Economics, Vol 1, Iss 4, Pp 363-387 (2017)
مصطلحات موضوعية: realized volatility, adaptive lasso, HAR model, test for false positives, lag structure, Applied mathematics. Quantitative methods, T57-57.97, Finance, HG1-9999, stat, psy