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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Quantitative finance"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~person:"Cang, Yuquan"
~person:"Huang, Shih-Feng"
~subject:"Monte-Carlo-Simulation"
~subject:"Volatility"
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Deutschland
Forecasting model
Monte-Carlo-Simulation
Volatility
Börsenkurs
2
Estimation theory
2
Schätztheorie
2
Share price
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Time series analysis
2
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Aktienmarkt
1
Area under curve
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Edgeworth expansion
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Cang, Yuquan
Huang, Shih-Feng
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Quantitative finance
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
Asia-Pacific journal of financial studies
1
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ECONIS (ZBW)
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Testing for jumps based on high-frequency data : a method exploiting microstructure noise
Liu, Guangying
;
Xiang, Jing
;
Cang, Yuquan
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1795-1809
Persistent link: https://www.econbiz.de/10012313515
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Stock market trend prediction using a functional time series approach
Huang, Shih-Feng
;
Guo, Meihui
;
Chen, May-Ru
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10012194855
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