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pro vyhledávání: '"Guan, Yanying"'
Autor:
Wu, Junnan, Liu, Daoxin, Guan, Yanying, Shi, Hailan, Cheng, Shumin, Shi, Jianmeng, He, Xueting, Fu, Xiaoqiang
Publikováno v:
In Engineering Fracture Mechanics 1 December 2023 293
Autor:
Zhi, Yinglin, Zhang, Xiaohua, Liu, Daoxin, Yang, Jing, Liu, Dan, Guan, Yanying, Shi, Jianmeng, Zhao, Weidong, Zhao, Ruiming, Wu, Junnan, Wang, Junbin, Cheng, Shumin
Publikováno v:
In International Journal of Fatigue September 2022 162
Autor:
Guan, Yanying
High-frequency intraday financial data are commonly used in stock market volatility estimation and forecasting because they produce accurate results. However, little work to date has focused on the stylised facts of high-frequency returns, such as th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4115b098b462c96893fc376568775fb3