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isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Yan, Rui"
~source:"econis"
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7901 05-05-14; 7835/0206
1
ARFIMA
1
ARMA model
1
ARMA-Modell
1
Aktienmarkt
1
Börsenkurs
1
China
1
Forecasting model
1
Handelsvolumen der Börse
1
Prognoseverfahren
1
Share price
1
Stock market
1
Time series analysis
1
Trading volume
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VWAP
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Volatility
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Volatilität
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long memory
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principal component
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volume series
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Yan, Rui
Carter, Richard A. L.
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Forecasting trading volume in the Chinese stock market based on the dynamic VWAP
Ye, Xunyu
;
Yan, Rui
;
Li, Handong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
2
,
pp. 125-144
Persistent link: https://www.econbiz.de/10010347331
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