LEADER 02858nam 2200757z- 450 001 9910557897503321 005 20231214133159.0 035 $a(CKB)5400000000046305 035 $a(oapen)https://directory.doabooks.org/handle/20.500.12854/76515 035 $a(EXLCZ)995400000000046305 100 $a20202201d2021 |y 0 101 0 $aeng 135 $aurmn|---annan 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aRecent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data 210 $aBasel, Switzerland$cMDPI - Multidisciplinary Digital Publishing Institute$d2021 215 $a1 electronic resource (196 p.) 311 $a3-0365-0852-X 311 $a3-0365-0853-8 330 $aRecently, considerable attention has been placed on the development and application of tools useful for the analysis of the high-dimensional and/or high-frequency datasets that now dominate the landscape. The purpose of this Special Issue is to collect both methodological and empirical papers that develop and utilize state-of-the-art econometric techniques for the analysis of such data. 606 $aEconomics, finance, business & management$2bicssc 610 $alevel, slope, and curvature of the yield curve 610 $aNelson-Siegel factors 610 $asupervised factor models 610 $acombining forecasts 610 $aprincipal components 610 $aMinimum variance portfolio 610 $arisk 610 $ashrinkage 610 $aS& 610 $aP 500 610 $ahigh-frequency 610 $avolatility 610 $aforecasting 610 $arealized measures 610 $abivariate GARCH 610 $aJapanese candlestick 610 $aordered fuzzy number 610 $aKosi?ski?s number 610 $aoriented fuzzy number 610 $adynamic analysis of securities 610 $aintegrated volatility 610 $ahigh-frequency data 610 $ajumps 610 $arealized skewness 610 $across-sectional stock returns 610 $asigned jump variation 610 $along-range dependence 610 $alog periodogram regression 610 $asmoothed periodogram 610 $asubsampling 610 $aintraday returns 610 $aportfolio selection 610 $amaximum diversification 610 $aregularization 615 7$aEconomics, finance, business & management 700 $aSwanson$b Norman R$4edt$0293361 702 $aYang$b Xiye$4edt 702 $aSwanson$b Norman R$4oth 702 $aYang$b Xiye$4oth 906 $aBOOK 912 $a9910557897503321 996 $aRecent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data$93037166 997 $aUNINA