Systems Engineering 2009 Issue 2 Volatility Estimation Based on Noise Bias Correction of Microstructure——Based on the Tick-by-tick Data of the China Stock Markets

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Systems Engineering
1001-4098
2009 Issue 2

Volatility Estimation Based on Noise Bias Correction of Microstructure——Based on the Tick-by-tick Data of the China Stock Markets
LIANG Wei;WANG Chun-feng;FANG Zhen-ming;ZHANG Rui

..............page:1-6

Feedback Trading and Fat-tail Distribution of Stock Market Returns
ZHAO Peng-ju;LIU Yu-min

..............page:7-13

The Multi-expert Interactive Risks Allocation Model of Cable Digital Television
ZHOU Li-an;CHEN Ying-wu;GAO Li

..............page:123-126

Solving Multi-objective 0-1 Programming by Cellular Ant Algorithm
LIU Yong;MA Liang;XU Qiu-yan

..............page:119-122

An Approach to Group Decision Making Based on 2-dimension Linguistic Assessment Information
ZHU Wei-dong;ZHOU Guang-zhong;YANG Shan-lin

..............page:113-118

Equilibrium Analysis of Conflict Process of Group Decision-making
LIU Zhi-yong;CHEN Xiao-hong

..............page:109-112

The Study on the Forecast Capability of System Dynamics Model of Hubbert Curve:Based on the Data of American Oil Production
LI Ming-yu;LI Kai;YU Pei-li

..............page:102-108

Analysis of Reimbursable Online Bahncard Problem and Its Competition
DING Li-li;LIU Xin-min;KANG Wang-lin

..............page:51-55

Review of Regret Theory
ZHANG Shun-ming;YE Jun

..............page:45-50

Empirical Analysis on the Influence of Market Force on China's Industrialization——Based on the Data from 1978-2007
LIU Si-wei;WANG Juan;YIN Yuan-yuan

..............page:38-44

Securities' Equilibrium Price under Imperfect-Competition
JiA Mingq-I;XIN Jiang-long;WU Jian-zu

..............page:34-37

Analyzing Investment of Network IPOs in Different Economic Climates Based on Stochastic Simulation Method
ZHANG Qiang-jin;TAO Xue-fei;CHEN Fen-fei

..............page:28-33

Fractional Pricing Model for Commodity Futures Options and Its Empirical Study
MA Chao-qun;LIU Chao

..............page:23-27

Empirical and Comparative Research on Extreme Risk of Shanghai and Shenzhen Stock Markets——Based on Model POT under GPD
HUA Yong-jun;ZHANG Zong-yi

..............page:14-22

The Location Allocation of Logistics Center of Perishable Products Based on Plant Growth Simulation Algorithm
DING Xue-feng;MA Liang;DING Xue-song

..............page:96-101

Evaluation of Operation Profits of Expressway Corporations Based on Support Vector Machine Model
YANG Ming;GAO Yong;LIU Hong-zhi

..............page:90-95

An Algorithm of Optimization Path of Dynamic Changes of Destination
WANG Yi-jun;LUO Da-yong;ZHANG Hang

..............page:85-89

Comprehensive Evaluation and Empirical Research of Urban Traffic Based on a Matter-element Model
HUANG Yong-hui;ZHU Jin-fu

..............page:79-84

Calculating Equilibrium Guided Proportion and Compliance Rate of Vehicle Route Guidance System
KUANG Ai-WU;HUANG Zhong-xiang

..............page:73-78

Empirical Analysis of Information Disclosures of Social Responsibilities of Listed Companies Based on the Corporate Value
LIU Dong-rong;MAO Li-ming;LI Shi-hui;YAN Min

..............page:69-72

Usage of the Secondary Production Frontier in Effective DMU Reappraisal
ZHOU Wei;FANG Zhi-geng

..............page:64-68

Profession Financial Risk Analysis Based on Learning Curve
ZENG Fan-rong;PENG Na

..............page:56-63