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Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data
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Lignende værker: Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data
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Frontiers of Asset Pricing
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Alternative Assets and Cryptocurrencies
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Commodity Market Finance
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Asset Pricing, Investment, and Trading Strategies
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Theory and Applications of Ordered Fuzzy Numbers: A Tribute to Professor Witold Kosiński
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Mathematical Finance with Applications
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Bayesian Econometrics
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Efficiency and Anomalies in Stock Markets
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Financial Econometrics
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Emerging Trends in Energy Economics
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Computational Intelligence and Soft Computing: Recent Applications
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Review Papers for Journal of Risk and Financial Management (JRFM)
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Fuzzy Number, Fuzzy Difference, Fuzzy Differential
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Fuzzy Decision Making and Soft Computing Applications
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Applied Neural Networks and Fuzzy Logic in Power Electronics, Motor Drives, Renewable Energy Systems and Smart Grids
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The Evidence-Based Investor
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Fuzzy Sets, Fuzzy Logic and Their Applications 2020
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New Challenges in Neutrosophic Theory and Applications
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Fuzzy Sets, Fuzzy Logic and Their Applications
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The Drought Risk Analysis, Forecasting, and Assessment under Climate Change
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Dynamics under Uncertainty: Modeling Simulation and Complexity
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Chapter Guidance Specificity in Educational Research. Criticisms and Area of Intervention in Higher Education
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The Financial Industry 4.0
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Feature Papers of Forecasting 2021
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Emne: level, slope, and curvature of the yield curve
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Emne: supervised factor models
Emne: combining forecasts
Emne: principal components
Emne: Minimum variance portfolio
Emne: risk
Emne: shrinkage
Emne: S&
Emne: P 500
Emne: high-frequency
Emne: volatility
Emne: forecasting
Emne: realized measures
Emne: bivariate GARCH
Emne: Japanese candlestick
Emne: ordered fuzzy number
Emne: Kosiński’s number
Emne: oriented fuzzy number
Emne: dynamic analysis of securities
Emne: integrated volatility
Emne: high-frequency data
Emne: jumps
Emne: realized skewness
Emne: cross-sectional stock returns
Emne: signed jump variation
Emne: long-range dependence
Emne: log periodogram regression
Emne: smoothed periodogram
Emne: subsampling
Emne: intraday returns
Emne: portfolio selection
Emne: maximum diversification
Emne: regularization
Emne: thema EDItEUR::K Economics, Finance, Business and Management
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Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data
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Emne: Nelson-Siegel factors
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Toggle additional channel list for Emne: Nelson-Siegel factors
Emne: supervised factor models
Emne: combining forecasts
Emne: principal components
Emne: Minimum variance portfolio
Emne: risk
Emne: shrinkage
Emne: S&
Emne: P 500
Emne: high-frequency
Emne: volatility
Emne: forecasting
Emne: realized measures
Emne: bivariate GARCH
Emne: Japanese candlestick
Emne: ordered fuzzy number
Emne: Kosiński’s number
Emne: oriented fuzzy number
Emne: dynamic analysis of securities
Emne: integrated volatility
Emne: high-frequency data
Emne: jumps
Emne: realized skewness
Emne: cross-sectional stock returns
Emne: signed jump variation
Emne: long-range dependence
Emne: log periodogram regression
Emne: smoothed periodogram
Emne: subsampling
Emne: intraday returns
Emne: portfolio selection
Emne: maximum diversification
Emne: regularization
Emne: thema EDItEUR::K Economics, Finance, Business and Management
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Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data
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