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	Effectiveness of filter trading as an intraday trading rule 期刊论文 Studies in Economics and Finance,2019, 卷号: 38, 期号: 3, 页码: 659-674 作者: Xin，Ling; Lam，Kin; Yu，Philip L.H. 收藏 \| 浏览/下载：16/0 \| 提交时间：2021/10/19 Filter rule Financial markets Intraday trading Measurements Range volatility Realized volatility Spline smoothing
	Dynamic volatility management: From conditional volatility to realized volatility 期刊论文 Journal of Investment Strategies,2019, 卷号: 8, 期号: 2, 页码: 37-67 作者: Zhang, Rongju; Langrené, Nicolas; Tian, Yu; Zhu, Zili 收藏 \| 浏览/下载：14/0 \| 提交时间：2022/08/29 Least squares Monte Carlo Multiperiod portfolio management Realized volatility Volatility management Volatility target
	Volatility forecasting: Downside risk, jumps and leverage effect 期刊论文 Econometrics,2016, 卷号: 4, 期号: 1 作者: Audrino, Francesco; Hu, Yujia 收藏 \| 浏览/下载：11/0 \| 提交时间：2022/06/14 Downside risk High frequency data Leverage effect Realized volatility forecasting