高频数据

金融高频数据分析&扩展ACD模型实证研究

An Analysis of High Frequency Data in Finance & An Empirical Study on Extensive ACD Model

已实现波动率是基于金融高频数据的波动率度量模型，包含更多的市场信息，能更好的反映市场特征，因此基于已实现波动率的条件VaR研究意义重大。

The Realized volatility model based on high frequency data is a volatility measurement model , including more market information , can better reflect the market characteristics .

data块的DES加密过程.中国股市高频数据中的周期性和长记忆性

The Intraday Periodicity and Long-memory Characters in High-frequency Data of China Stock Market

基于高频数据的ARCH类模型波动预测比较分析

Comparative Studies on the ARCH-Type Models Volatility Forecasting Based on High-Frequency Data

基于BP神经网络的股指收益率预测研究&以高频数据为样本

Forecast of Stock Market Returns Based on BP Neural Network & Case of the High-Frequency Data

基于高频数据的分类信息混合分布GARCH模型研究

A Study of the High-frequency-data-based Classified Information Mixture Distribution GARCH Model

ADSL话音分离器在ADSL宽带网线路中起到分离低频话音信号和高频数据信号的作用。

ADSL splitters take a role of separating low-frequency audio signals from high-frequency signals .

在金融数据中，记录金融市场上每笔交易的数据称为超高频数据（ultra-high-frequencydata）。

Records of each transaction on the financial market data referred to as ultra-high frequency data In the financial field .

最后，利用ARCH族模型对高频数据进行研究，以考察股指和个股在日内的波动情况。

At last , it researches the frequence data by using ARCH models to review the fluctuation status of stock index and stocks in a day .

基于金融高频数据的ACD模型非参数设定检验

A Test on Nonparametric Specification with Extensive ACD Model Based on the High Frequency Data of Financial Market

扩展的ACD模型是金融高频数据分析的一种重要方法。

Among tools for analyzing high frequency financial data , the extensive ACD model is a very important one .

本文利用Markov链对高频数据的交易状态进行描述，定义了观测收益并得到了收益序列的一阶负相关性，和其他的研究结果是一致的。

This text utilize Markov chain to describe the high-frequency trade state of data , define the observed income and obtained the negative first order autocorrelation of the income , it is identical with others results of study .

以MDH假设为基础，采用高频数据建立我国股市日内波动特征的理论模型。

On the basis of MDH , theoretical model to describe the intraday volatility of stock market of China is set up on the high frequency data .

基于DCC-GARCH模型进行参数估计和检验，同时利用高频数据对股市量价关系进行实证分析。

Based on DCC-GARCH model to do parameter estimation and testing , and make an empirical analysis on volume-price relationship of stock using high-frequency data .

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。

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 .

本文在使用弹性傅立叶形式（FFF）回归技术消除日历效应的基础上，针对高频数据的波动长记忆性建立了长记忆SV模型，结果发现高频数据的波动持续性大大降低。

The paper uses Flexible Fourier Form Regression to fit the calendar effects , and constructs long memory SV model for Shanghai Stock Index . Through this research , it can be discovered that the volatility persistence of high frequency data is very low .

高频数据的应用中使用已实现波动率的HAR-RV-CJ模型能发挥很大的作用，将跳跃与波动分开的方式将对波动率预测提供更好的工具。

Realized Volatility of HAR-RV-CJ model can play a significant role in the application of high-frequency data , will jump and volatility separate forecast volatility will provide better tools .

那么，如何在市场微观结构噪声和跳跃同时存在的条件下对高频数据的波动进行估计？为解决这一问题，本章提出一种新的估计量&门限预平均已实现波动TPRV。

Then how to estimate the volatility of high-frequency data under the existence of both market microstructure noises and jumps ? To this end , this chapter proposes a new estimator - Threshold Pre-averaging Realized Volatility ( TPRV ) .

金融市场（超）高频数据建模及其实证分析

Financial ( Ultra ) High Frequency Data Modeling and Empirical Analysis

基于股市高频数据的半参数估计方法

Methods of Semi-parametric Estimation Based on High-frequency Data in Stock Market

基于高频数据的中国股票市场流动性度量研究

The Research of Chinese Stock Market Liquidity Measure Based on High-frequency Data

中国股票市场日内波动率的分行业差异研究&以高频数据为样本

Research on inner-day volatility difference among industries in China 's stock market

基于高频数据的股票市场价格集聚效应特征研究

High-frequency Data Based Empirical Study on Price Clustering in China Stock Market

甚高频数据链模式2网络仿真分析

Research on Simulation of Very High Frequency Data Link Network Mode 2

该工艺技术已实现工业化。多维高频数据的已实现波动建模研究

Research on the modelling of realized volatility based on multivariate high-frequency data

学者们提出了诸多的方法来消除市场微观结构噪声或者跳跃对于高频数据波动估计的影响。

Researchers have proposed many methods to eliminate market microstructure noises and jumps .

基于高频数据的中国股市收益波动特征研究

Empirical Analysis of Volatility Characteristic in China Stock Markets

流动性调整地风险价值度量：基于金融高频数据的实证分析

Liquidity adjusted VaR measurement based on high frequency data

股票日内流动性度量及其风险调整&基于上海股票市场高频数据的实证研究

Measuring of Stock Intraday Liquidity and its Risk Adjusting

一种新的自组织时分多址甚高频数据链隐藏终端分析方法

A New Analysis Method on the Hidden Terminals in Self-Organized TDMA VHF Datalink