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  • Search: person:"Hou, Sizhe"
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Year of publication
Subject
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Estimation 2 Schätzung 2 Time series analysis 2 Volatility 2 Volatilität 2 Zeitreihenanalyse 2 Börsenkurs 1 CAPM 1 Capital income 1 Correlation 1 Estimation theory 1 Hilbert-Huang Transform (HHT) 1 Hysterese 1 Hysteresis 1 Kapitaleinkommen 1 Korrelation 1 Schätztheorie 1 Share price 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 capital asset pricing model 1 hilbert huang transform 1 realized leap volatility 1 the affect correlation 1 the hysteresis of impact 1 the influence degree 1 the volatility of stock returns 1
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Undetermined 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Chen, Jiangrui 2 Hou, Sizhe 2 Liu, Xiaojie 2 Yin, Lianqian 2 Zhang, Wei 2 Li, Haoting 1
Published in...
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International journal of economics and finance 2
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
Cover Image
Jump volatility estimates of high frequency data and analysis based on HHT
Chen, Jiangrui; Yin, Lianqian; Hou, Sizhe; Zhang, Wei; … - In: International journal of economics and finance 7 (2015) 11, pp. 242-249
Persistent link: https://www.econbiz.de/10011401479
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Cover Image
Realized volatility analysis from various perspectives based on Hilbert Huang transform
Hou, Sizhe; Chen, Jiangrui; Yin, Lianqian; Zhang, Wei; … - In: International journal of economics and finance 7 (2015) 12, pp. 189-199
Persistent link: https://www.econbiz.de/10011411813
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