Suggested Topics within your search.
Suggested Topics within your search.
High-frequency data
4
Economics, Finance, Business and Management
2
Financial markets
2
High frequency data
2
VAR
2
Volatility
2
ARFIMA
1
Asymptotic optimality
1
Barclays Global Aggregate Bond Index
1
Bernstein basis function
1
Bond
1
C51
1
C52
1
Clustering
1
Cointegration
1
Commerce
1
Computer science
1
Contemporaneous Spillovers
1
Correlation matrix
1
Crude oil
1
Decision making
1
Derivatives
1
Development economics and emerging economies
1
Dynamic Cointegration
1
Dynamic correlation
1
ECM
1
Electricity demand
1
Equity
1
Error Correction Model
1
Estimation procedures
1
-
21
-
22
-
23by Payne, Richard“...-frequency data. Chapter 1 provides an introduction to the thesis, details the structure of what follows...”
Published 1998
Get full text
-
24“... frequency data. Empirical results indicate that all volatility estimators can improve predictive ability...”
Get full text
Others -
25
-
26
-
27
-
28“..., and takes Taiwan50 ETF as a research object; the dataset uses daily data and high-frequency data spanning...”
Get full text
Others -
29
-
30
-
31
-
32
-
33by Meitz, MikaSubjects: “...Ultra-high-frequency data...”
Published 2006
Get full text
Get full text
Doctoral Thesis -
34by Xu, Yongdeng“...Econometrics of high frequency data and nonnegative valued financial point process is addressed...”
Published 2013
Get full text
-
35
-
36by Vander Elst, Harry-PaulSubjects: “...High-frequency data...”
Published 2016
Get full text
Doctoral Thesis -
37“...-frequency data, where the estimates are obtained separately for each day and then combined by averaging...”
Get full text
Article -
38
-
39by Kotchoni, Rachidi“.... === In estimating the integrated volatility of financial assets using noisy high frequency data, the time series...”
Published 2010
Get full text
-
40