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High-frequency Financial Data 's Long Memory SV Model Analysis Based on FFF Regression

高频金融数据的长记忆SV模型分析&基于FFF回归

The appraisal of FFF electrical method used in gold mine

电法在金矿评价中的应用效果

Determination of sample polydispersity through the study of peak broadening effect in thermal fff

用逆流法研究热场流分级中峰加宽效应和测定分子量分布

Furthermore , FFF regression works well in determining the intra-day periodicity .

FFF回归能较好地确定日内周期因子。

FFF is more sensitive to fatigue as assessed indicators , which shows special fatigue on freestyle aerial is central nervous system fatigue .

闪光融合率较为敏感，可以作为评定疲劳的指标，同时也说明自由式滑雪空中技巧的专项疲劳主要是中枢神经系统的疲劳。

The paper proposes application of Wavelet Neural Network in high-frequency time series calendar effects ' study . At last , the paper proves that WNN is better than classical FFF regression .

提出了用小波神经网络（WNN）来定量研究高频金融时间序列日历效应，通过比较发现WNN是比弹性傅立叶形式（FFF）回归技术更具优势的方法。

And after the intraday periodicity factors are filtered through FFF regression , the high frequency absolute return of fund index doesn 't have obvious periodicity any longer .

通过FFF方法，将该周期因子进行滤波处理以后，基金指数高频绝对收益不再具有明显周期性。

Field-flow fractionation ( FFF ) is a convenient shortcut for analysis and separation techniques , which possesses many excellences such as simple instrumentation , broad applications and unprecedented efficiency .

场流分离是一种方便快捷的分析分离技术，它具有设备简单，应用广泛，效率高等优点。

Then , use the gotten LFM rate to remove the signal 's LFM . And then apply FFF to the signal whose LFM was removed to get the original frequency of each component .

然后利用识别出的线性调频率对信号进行解线调，再对解线调后的信号进行FFT来识别每个LFM信号分量的初始频率。

By FFF regression of Andersen and Bollerslev ( 1997 ), we analysis the periodicity of Shanghai stock index 5-min high frequency data and the long memory characters in filtered absolute returns .

采用Andersen和Bollerslev（1997）的FFF回归方法，对上证综合指数高频数据中的周期性进行了分析，并分析了剔除周期后的绝对收益的长记忆性。

Simulation results demonstrate that , under SSS , TTT and FFF conditions , the variation of the unity-gain bandwidth of the PLL is only 12 % and the variation of phase margin is only 0.1 degree .

仿真结果显示，在SSS、TTT和FFF三种条件下，环路带宽变化仅为12%，相位裕量只变化0.1°。