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~person:"Li, Handong"
~subject:"Volatility"
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Search: subject_exact:"Autoregressive fractionally integrated moving average"
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Volatility
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7901 05-05-14; 7835/0206
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Li, Handong
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Improving estimation of the fractionally differencing parameter in the SARFIMA model using tapered periodogram
Ye, Xunyu
;
Gao, Ping
;
Li, Handong
- In:
Economic modelling
46
(
2015
),
pp. 167-179
Persistent link: https://www.econbiz.de/10011436579
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2
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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