Suggested Topics within your search.
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High-frequency data
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Economics, Finance, Business and Management
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Financial markets
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High frequency data
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VAR
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Volatility
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ARFIMA
1
Asymptotic optimality
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Barclays Global Aggregate Bond Index
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Bernstein basis function
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Bond
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C51
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C52
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Clustering
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Cointegration
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Commerce
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Computer science
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Contemporaneous Spillovers
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Correlation matrix
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Crude oil
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Decision making
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Derivatives
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Development economics and emerging economies
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Dynamic Cointegration
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Dynamic correlation
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ECM
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Electricity demand
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Equity
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Error Correction Model
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Estimation procedures
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301by C.A.E. GOODHART“... in volatility within minutes of disclosure. The use of high frequency data at given intervals has been shown...”
Published 1997-12-01
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302“... GoPro camera, a small Fit PC, a set of custom preamplifiers and a high-frequency data acquisition board...”
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303“.... Specifically, this paper uses six years and high frequency data of TAIEX and TAIFEX as a sample to construct a...”
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304“..., this study use stochastic volatility model and high frequency data to explore the implied volatility...”
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305“... volatility. We used high-frequency data on Taiwan Stock Exchange (TSE) stocks to conduct an empirical study...”
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306“... are spreads, number of trades, trading volume, and variable of price. The analysis uses ultra-high frequency...”
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307“...碩士 === 國立暨南國際大學 === 國際企業學系 === 98 === This paper uses the high frequency data set covering...”
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308by Adams, Daniel J.“... dependence of FMR. The advantage of our representation is that the high-frequency data can be easily compared...”
Published 2016
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309“... in the bond market characteristics. In this paper, the use of high-frequency data, and the introduction...”
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310by Vinkovskaya, Ekaterina“... Maximum Likelihood Estimation of the model using high-frequency data from the Trades and Quotes database...”
Published 2014
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311“... high frequency data.And in low frequency data, performance of daily data is the best. Therefore...”
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312“... exploits high-frequency data on monthly labor income coming from Social Security records between July 2013...”
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313by Ryhage, Marcus“... the proxy of realized volatility which is based on high-frequency data and proven to be successful...”
Published 2021
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314by Josip Arnerić“... by employing high-frequency data but also to determine which seasonal component is most time-varying, and which...”
Published 2021-01-01
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315by Akira Arice de Moura Galvão Uematsu“... index (WIN) and the exchange tax (DOL). These, are high frequency data representing various aspects...”
Published 2012
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316Published 2010“... === Chapter 2 --- Background Studies --- p.5 === Chapter 2.1 --- Ultra-high Frequency Data Handling...”
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317“... high-frequency data. Our results show that liquidity proxies based on high-low-open-close prices...”
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318“...Technological advancement provides an unprecedented amount of high-frequency data of human dynamic...”
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319“... in the broader market environment before and during the crisis using high-frequency data. Results show...”
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