18 results with keyword: 'portfolio investment modeling using high frequency data'
In this paper we have used just two weeks (ten working days) intra-day high frequency data to set up portfolios, but we are not asserting that the optimal
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The SC Series uses advanced technology active compo- nents (drivers, tweeters and crossovers) to deliver superior performance and unsurpassed value.. Dynamic Balance ® Polymer
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The ionic ternary system s again follow the sam e general trends as the non-ionic system s, w ith the degree o f structural form ation relating directly to the
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100 million compounds, 100K protein structures, 2 million reactions, 1 million journal articles, 20 million patents and 15.
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When Table 7 is examined, the results of the analysis of covariance indicate that there is a significant difference between post-test scores in favor of the treatment group
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In this paper, we may note that the numerical solutions coincide with the exact solutions even a few Numerical Solutions of Volterra Integral Equations of Second kind with
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By reading this ODYSSEY OF HOMER : RICHMOND LATTIMORE TRANSLATION By HOMER, you could more than exactly what you obtain from various other publication ODYSSEY OF HOMER :
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Bollerslev, T. Measuring and modeling systematic risk in factor pricing models using high-frequency data. Financial econometric analysis at ultra-high frequency: Data handling
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The decline in UK retail sales slowed during the first part of 2013, with the horsemeat scandal generating
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Once you know why you're going to a trade show, designing an effective display becomes faster and easier.. Know what kinds of products you'll
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• Given the effectiveness of safety belts in reducing injury severity (as shown in the analysis of crashes involving farm vehicles), increasing usage rates for farm vehicle
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TRiO Student Support Services Graduate Programs Grant Development Community College Transfer Program Research Partnership and Programs GEAR UP Upward Bound Moses Lake Upward Bound
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Measuring and Modeling Systematic Risk in Factor Pricing Models Using High-frequency Data, Journal of Empirical Finance 10 : 533-558.. An Empirical Investigation of the Possibility
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between forecast and actual realized volatility, the ARFIMA( 1 , d , 0 ) model provides,. for the CAC40 index, the most accurate one-trading day-ahead forecasts of
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vage revision total knee replacement using the Endo-Model rotating hinge prosthesis. Total knee arthroplasty with rotat - ing-hinge Endo-Model prosthesis: clinical re- sults
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• High Data Volumes, Large Analytics, Risk Analysis, Fraud Detection, Graph Analytics using Alternative Data Sources, Risk modeling, High Frequency trading, Complex Event Modeling.
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Using daily realized volatilities of the individual company stocks, stock indices and foreign exchange rates constructed from high frequency data, we find that volatility clustering
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