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【学术报道】“金融与统计”系列讲座-- Volatility analysis for the GARCH-Itˆo-Jumps model

YINGWOXIAOSHUXUEKEXUEXUEYUANDEYAOQING,NANJINGSHENJIDAXUETONGJIYUSHUXUEXUEYUANYUANZHANGLINJINGUANJIAOSHOUYU2021NIAN5YUE20RIXIAWUZAIXUEZHENGLOU212JIAOSHIZUOLETIWEI“Volatility analysis for the GARCH-Itˆo-Jumps model based on the high-frequency and low-frequency financial data”DEXUESHUBAOGAO。TONGJIYUJINRONGSHUXUEYANJIUSHILIUGUOXIANGJIAOSHOUZHUCHILECICIBAOGAOHUI。TONGJIYUJINRONGSHUXUEYANJIUSHIJIEFENGCHANGJIAOSHOU、GAOQIBINGJIAOSHOU、ZHOUXIUQINGJIAOSHOU、YAOYIFUJIAOSHOU、XUXIAOMINGFUJIAOSHOU、DUXIULIFUJIAOSHOU、LIQICAIFUJIAOSHOU、MIHUIFUJIAOSHOU、YINRONGCHENGFUJIAOSHOU,GAILVLUNYUSHULITONGJIZHUANYEBUFENYANJIUSHENGCANJIALECICIBAOGAOHUI。

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BAOGAOJIESHUHOU,YUHUISHISHENGJIUBAOGAONEIRONGYULINJINGUANJIAOSHOUJINXINGLERELIEDETAOLUN。ZHENGCHANGBAOGAO,LINJINGUANJIAOSHOUYUYANYOUMOFENGQU,JIANGJIEQINGCHUYIDONG,KAIKUOLEDAJIADEXUESHUSHIYE。ZUIHOU,BAOGAOHUIZAIRELIEDEZHANGSHENGZHONGYUANMANJIESHU。

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    2021NIAN05YUE31RI 09:38

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