1) weighted realized variance
赋权已实现变差
1.
Firstly,a weighted realized variance and a weighted realized covariance which are based on high frequency data are put forward.
首先提出了基于高频数据的赋权已实现变差估计量和赋权已实现协变差估计量。
2) weighted realized bipower variation
赋权"已实现"双幂次变差
3) weighted realized covariance
赋权已实现协变差
1.
Firstly,a weighted realized variance and a weighted realized covariance which are based on high frequency data are put forward.
首先提出了基于高频数据的赋权已实现变差估计量和赋权已实现协变差估计量。
4) weighted realized volatility
赋权已实现波动
1.
A more efficient volatility measurement-weighted realized volatility-is put forward,which makes realized volatility become its special case.
本文则对已实现波动进行了改进,提出了另一种更为有效的波动度量方法———赋权已实现波动,并且使得“已实现”波动成为赋权已实现波动的一个特例。
2.
In this paper,we compare realized volatility and weighted realized volatility from four aspects: defnition,bias,efficiency and calendar effect.
赋权已实现波动则对已实现波动进行了改进,是另一种更为有效的波动度量方法。
5) Adjusted Weighted Realized Volatility
调整赋权"已实现"波动
1.
Based on the research results, a new estimating method, Adjusted Weighted Realized Volatility, is proposed as the improvement of Weighted Realized Volatility and proven to be unbiased and more efficient.
而后,基于国内外学者已有的研究成果,提出赋权“已实现”波动方法的改进——调整赋权“已实现”波动,理论上证明其无偏性和有效性;利用我国上证股指高频数据计算得到不同估计方法下的积分波动的不同估计量,实证说明调整赋权“已实现”波动方法更优化,并选取统计指标最优的对数赋权“已实现”极差波动率作为后续建模工作的研究对象;基于收益率序列的平稳性和长记忆性特征,本文建立AR(i)-FIGARCH(p,d,q)模型,采用聚合序列分析法和极大似然估计法确定模型参数。
6) Weighted Realized Range-based Volatility
加权已实现极差波动
1.
Weighted Realized Range-based Volatility Based on High-frequency Data and Its Empirical Analysis;
高频数据的加权已实现极差波动及其实证分析
补充资料：因侵害姓名权、肖像权、名誉权、荣誉权产生的索赔权
因侵害姓名权、肖像权、名誉权、荣誉权产生的索赔权：公民、法人的姓名权、名称权，名誉权、荣誉权、受到侵害的有权要求停止侵害，恢复名誉，消除影响，赔礼道歉，并可以要求赔偿损失。
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参考词条