Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data (Record no. 67844)

MARC details
000 -LEADER
fixed length control field 02905naaaa2200721uu 4500
001 - CONTROL NUMBER
control field https://directory.doabooks.org/handle/20.500.12854/76515
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20220220052723.0
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number books978-3-0365-0853-5
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783036508528
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783036508535
024 7# - OTHER STANDARD IDENTIFIER
Standard number or code 10.3390/books978-3-0365-0853-5
Terms of availability doi
041 0# - LANGUAGE CODE
Language code of text/sound track or separate title English
042 ## - AUTHENTICATION CODE
Authentication code dc
072 #7 - SUBJECT CATEGORY CODE
Subject category code K
Source bicssc
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Swanson, Norman R.
Relationship edt
245 10 - TITLE STATEMENT
Title Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. Basel, Switzerland
Name of publisher, distributor, etc. MDPI - Multidisciplinary Digital Publishing Institute
Date of publication, distribution, etc. 2021
300 ## - PHYSICAL DESCRIPTION
Extent 1 electronic resource (196 p.)
506 0# - RESTRICTIONS ON ACCESS NOTE
Terms governing access Open Access
Source of term star
Standardized terminology for access restriction Unrestricted online access
520 ## - SUMMARY, ETC.
Summary, etc. Recently, 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.
540 ## - TERMS GOVERNING USE AND REPRODUCTION NOTE
Terms governing use and reproduction Creative Commons
Use and reproduction rights https://creativecommons.org/licenses/by/4.0/
Source of term cc
-- https://creativecommons.org/licenses/by/4.0/
546 ## - LANGUAGE NOTE
Language note English
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Economics, finance, business & management
Source of heading or term bicssc
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Uncontrolled term level, slope, and curvature of the yield curve
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Uncontrolled term Nelson-Siegel factors
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Uncontrolled term supervised factor models
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Uncontrolled term combining forecasts
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Uncontrolled term principal components
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Uncontrolled term Minimum variance portfolio
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Uncontrolled term risk
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Uncontrolled term shrinkage
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Uncontrolled term S&amp
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Uncontrolled term P 500
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Uncontrolled term high-frequency
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Uncontrolled term volatility
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Uncontrolled term forecasting
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Uncontrolled term realized measures
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Uncontrolled term bivariate GARCH
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Uncontrolled term Japanese candlestick
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Uncontrolled term ordered fuzzy number
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Uncontrolled term Kosiński’s number
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Uncontrolled term oriented fuzzy number
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Uncontrolled term dynamic analysis of securities
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Uncontrolled term integrated volatility
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Uncontrolled term high-frequency data
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Uncontrolled term jumps
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Uncontrolled term realized skewness
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Uncontrolled term cross-sectional stock returns
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Uncontrolled term signed jump variation
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Uncontrolled term long-range dependence
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Uncontrolled term log periodogram regression
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Uncontrolled term smoothed periodogram
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Uncontrolled term subsampling
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Uncontrolled term intraday returns
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Uncontrolled term portfolio selection
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Uncontrolled term maximum diversification
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Uncontrolled term regularization
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Yang, Xiye
Relationship edt
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Swanson, Norman R.
Relationship oth
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Yang, Xiye
Relationship oth
856 40 - ELECTRONIC LOCATION AND ACCESS
Host name www.oapen.org
Uniform Resource Identifier <a href="https://mdpi.com/books/pdfview/book/3961">https://mdpi.com/books/pdfview/book/3961</a>
Access status 0
Public note DOAB: download the publication
856 40 - ELECTRONIC LOCATION AND ACCESS
Host name www.oapen.org
Uniform Resource Identifier <a href="https://directory.doabooks.org/handle/20.500.12854/76515">https://directory.doabooks.org/handle/20.500.12854/76515</a>
Access status 0
Public note DOAB: description of the publication

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