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EmpiricalResearchofVolatilitySpillover
- 论文首先介绍了行为金融学对完全信息假设的摒弃。接着利用启发式判断准 则推断了波动传递的起源。同时跨市交易者无意中造成了波动的传递。最后详细 阐述了羊群行为的产生机理和市场表现，分析了羊群行为对波动溢出的放大效应。 -First of all papers presented on behavioral finance to abandon the assumption of complete information. Then infer the use of heuristic c
ealized
- 高频环境下沪深300股指期货波动测度_基于已实现波动及其改进方法-High-frequency environment, fluctuations in the Shanghai and Shenzhen 300 stock index futures based on the realized volatility measure _ and improved methods
Human-work-velocity
- 人的运动特性, 其步行速度具有波动性, 用正弦曲线拟合, 可得到很高的置信度, 并得出结论: 单脚支撑转换成双脚支撑时人的躯体速度最快, 双脚支撑转换成单脚支撑时速度最慢。-The motion characteristics of the person, their walking speed with volatility, fitted with a sinusoidal curve, a high degree of confidence can be obtained, and con
Volatility-Spillover-
- 基于高频数据的股指期货与现货市场波动溢出和信息传导研究-Volatility Spillover and Information Transmission in China’s Stock Index Futures and Spot Markets:Empirical Evidence from High Frequency Data
WT
- 小波(Wavelet)这一术语，顾名思义，“小波”就是小的波形。所谓“小”是指它具有衰减性；而称之为“波”则是指它的波动性，其振幅正负相间的震荡形式。-The term Wavelet (Wavelet), as the name implies, Wavelet is a small waveform.The so-called small means it is attenuation And call it wave is its volatility, and the amp
R BETA GARCH
- 论文复制的代码Peter R. Hansen, Asger Lunde, and Valeri Voev, "Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility," Journal of Applied Econometrics, Vol. 29, No. 5, 2014, pp. 774-799. The file hlv-progs.zip