Sökning: "Xiaolei Xie"

Hittade 2 uppsatser innehållade orden Xiaolei Xie.

1. 1. CSR integration mechanism into SMEs

   Magister-uppsats,

   Författare :Xiaolei Xie; Biwang Jiang; [2022]
   Nyckelord :;

   Sammanfattning : .... LÄS MER

3. 2. Return Models and Covariance Matrices

   Master-uppsats, Lunds universitet/Fysiska institutionen; Lunds universitet/Matematisk fysik

   Författare :Xiaolei Xie; [2014]
   Nyckelord :returns; stochastic volatility; GARCH; covariance matrix; random matrix; spectral distribution; Physics and Astronomy;

   Sammanfattning : Return models and covariance matrices of return series have been studied. In particular, GARCH and SV models are compared with respect to their forecasting accuracy when applied to intraday return series. SV models are found to be considerably more accurate and more consistent in accuracy in forecasting. LÄS MER