We have created a button RESUME by assigning the macro resumelist to it. Click on the SAVE button. You will get the following PDF file. Click the RESUME button. This removes all data. Input the necessary values again. You will get the rest of the information. Here’s a new sample shee...
The calculation formula is e7.35-1. ILRandIDRare negatively correlated because a largerILR ), respectively. We employ down-to-up volatility as an alternative proxy variable to estimate crash risk, as per the calculation method used by Callen and Fang (). The results indicate that the findings...
The price of a stock is affected by various factors, such as the macro economy, industry development, enterprise operation, and investments, and it fluctuates at a high frequency. Stock price data have a low signal-to-noise ratio, which always makes predicting stock prices a challenging task....
Wu et al. [29] used multivariate fuzzy logic relationships based on a technical analysis, affinity propagation (AP), clustering, and a support vector regression (SVR) model to predict the performance of the Taiwan Capitalization Weighted Stock Index (TAIEX), the Standard & Poor’s 500 (S&P500...
Here, because the realized volatility method is used to convert the high-frequency macroeconomic sequence into low-frequency volatility, 𝐺𝑡𝑙Gtl and 𝐺𝑡𝑣Gtv represent the level value and volatility value of the high-frequency macro-variable returns, respectively. The corresponding long-te...
However, the purpose of the present study is to examine the influences that agents' microstructural behaviors have on the macrostructural characteristics of the market. Therefore, we modeled general agents as the participating subjects. Previous studies have adopted institution agents as the subjects ...