This paper chooses China Shanghai 50ETF as the target to have a deep research on the high-frequency data of the spread between ETF's MV and IOPV.
本文选择华夏上证50ETF作为研究对象,研究上证50ETF二级市场价格和其基金净值之间价差的高频数据。
Finally, it makes the asymmetric estimation with high-frequency data in a specific period, using the method of realized volatility and the line model.
最后,在一个具体的时间段采用高频数据对不对称性作出估计,我们应用已实现波动率的方法并用线形模型做出了估计。
Finally, we sum up the conclusions of this paper, prospect the econometric hot spots in the future, and the significance of doing research using high-frequency data on China securities market.
最后归纳本文的结论,并结合高频数据展望计量经济学未来研究的热点及对我国证券市场高频数据进行研究的意义。
Next. WTMM is used to analyze multifractal spectrums of three stocks 5-minute high-frequency data of Qingdao Hisense. Qingdao beer and Qingdao Haier, and WTMM's results is compared with MFDFA's.
其次使用小波变换模极大方法对上证指数、深证成指和三支股票青岛海信、青岛啤酒、青岛海尔五分钟高频数据进行了多重分形谱的分析,并与MFDFA法的计算结果进行比较。
The core of the paper is the relationship between liquidity and volatility. Using the high-frequency data, the paper checks their relationship in China's market and researches the impact factors.
本文以流动性和波动性的关系为研究核心,利用了高频数据检验了了中国市场中流动性与波动性之间的关系,并对这种关系的影响因素进行了研究。
In both cases, high frequency or skewed data will highlight such usage.
不管何种情况,频率较高或倾斜的数据需要这种用法。
In general, you want to use caching to optimize only high volume, high frequency access of data.
总而言之,您需要使用缓存来优化数据的高容量和高访问频率。
The pulling frequecncy needs to be high to ensure high data accuracy, but high pulling frequency may induce redundant checks leading to high network traffic.
这种拉取 方式的频率要足够高才能保证很高的数据精确度,但高频率可能会导致多余的检查,从而导致较高的网络流量。
The organizations will use stream-computing technology to analyze data from sensors that track high-frequency radio waves, the Swedish Institute of Space Physics (IRF) said in a statement.
这两家研究机构组成的研究小组将使用流运算技术来分析高频电磁波传感器记录的数据。按照研究小组的说法:“明年,这项计划中每秒需要处理的数据量高达6GB,而每小时的数据量则多达21600GB,后者几乎是互联网上所有网页大小的总和。”
MUOS will augment and replace the legacy Ultra High Frequency (UHF) Follow-On system (UFO) providing assured communications, including simultaneous voice, video and data, for mobile warfighters.
MUOS将扩展和取代传统的超高频(UHF)后续通信卫星(ufo),为移动士兵提供通信保障,包括同步语音、视频和数据。
Normally, Internet connections are maintained by encoding the data and transmitting it in a high-frequency signal.
通常来说,因特网互联是通过编码数据并以高频信号进行传输的。
NFC is a short-range, high-frequency wireless technology which lets devices, primarily mobile phones, communicate with other NFC devices in order to exchange data.
近场通信是一种近距离、高频率无限技术,可以允许手机等设备和其它近场通信设备进行数据交换。
IBM said in a statement that the data will be collected using antennae designed to monitor radio waves in three dimensions to sample high-frequency emissions from space.
按ibm的说法,他们将使用三维天线采集太空高频电磁波,并将采集到的信号送往计算机进行分析。
Unlike low frequency data, high frequency data has the calendar effects and long memory volatility.
与低频数据不同,高频数据通常具有“日历效应”和波动长记忆性。
But the high frequency of sampling will result in the increase in data collecting, thus reduce the velocity of leaking detection.
但采样频率过高会增加处理的数据量,从而降低泄漏检测的速度。
It can get not only high time-frequency resolution, but also parametric description of all kinds of data structures.
它不仅可以获得较好的时频分辨率,而且可以参数化描述任何类型的数据。
High-performance data acquisition is needed in some high speed and high precision measurements when signal measurements, image manipulation and audio frequency signal process are taken.
在信号测量、图像处理、音频信号处理等一些高速、高精度的测量中,都需要进行高性能数据采集。
This paper USES the high frequency data as sample to study the effect of nonsynchronous on the relativity of stock.
本文使用高频数据为样本来研究异步交易现象对股票相关性的影响。
Owing to short duration of the signals and large amount of data, high collecting frequency is needed.
由于信号的持续时间短,需要采集的数据量大,需要很高的采集频率进行数据采集。
With this system, a varying frequency can be measured automatically in high sampling frequency, and the data are saved in a disk.
它能以较高的采样频率,对一动态变化的频率进行自动测量,并将数据存盘。
High data transmission rates and high mobility give rise to time - and frequency - selectivity in wireless communication channels.
高数据传输速率以及终端的高速移动,导致无线通信信道具有时间选择性与频率选择性两个特征。
High frequency Electronic Technology experiment book, very good high-frequency experimental data, can be used as high-frequency reference.
高频电子技术实验书,非常好的高频实验资料,可作为高频的参考资料。
Using high frequency intra - day data, we study the correlations between liquidity and trading activity and their time series property.
本文利用日内交易的高频分时数据,研究了流动性和交易活动之间的相关性和各自的时间序列性质。
High-frequency financial data analysis and modeling is a new research field in financial econometrics.
高频金融数据的分析与建模是金融计量学的一个全新的研究领域。
The sampling system that sample this high frequency signals is a high-speed data acquisition system.
对此例高频信号进行采样的系统,就是所谓的高速数据采集系统。
The high frequency data make the deeper study of microscopic market mechanism and movement mechanism available.
高频数据的获得使人们可对市场的微观结构和运行机制进行深入研究。
The high frequency data make the deeper study of microscopic market mechanism and movement mechanism available.
高频数据的获得使人们可对市场的微观结构和运行机制进行深入研究。
应用推荐