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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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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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Decision making
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Derivatives
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Dynamic Cointegration
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Dynamic correlation
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ECM
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Error Correction Model
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461by Julien Chevallier“... on the other hand. High-frequency data for U.S. stock markets are included with five-minute realized volatility...”
Published 2021-12-01
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462by Perdana Wahyu Santosa“... of market microstructure mechanism based on high-frequency data (HFD-intraday). The research method uses...”
Published 2020-03-01
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463“... of the adjustment of maximum order volume on the characteristics of the limit order book with high-frequency data...”
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464“... advances lead monitoring studies towards long-term, high-frequency data acquisition protocols. This study...”
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465“...-frequency data. Our findings show that the hourly returns of the three cryptocurrencies during a bull market...”
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466“... in high frequency data and that periods of high volatility tend to cluster, the most popular models...”
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467“...This paper develops a method to improve the estimation of jump variation using high frequency data...”
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468by Gastao Cruz, Torben Schneider, Tom Bruijnen, Andreia S Gaspar, René M Botnar, Claudia Prieto“... enables sharing of high frequency data between different time-points, similar to what is done in some...”
Published 2018-01-01
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469“... mechanisms are designed to provide fast reaction times and are thus applicable to high-frequency data...”
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470by Zhenhua Liu, Zhenhua Liu, Zhihua Ding, Pengxiang Zhai, Tao Lv, Jy S. Wu, Kai Zhang“..., quickly draws much attention from global investors. In reference to the high frequency data, this research...”
Published 2019-12-01
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471“... chlorophyll <i>a</i> (CHL-<i>a</i>) distribution on an interannual scale, integrating high-frequency data from...”
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472“... daily data because high frequency data contain more information than lower frequency data does...”
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473by Pieter Bonte, Riccardo Tommasini, Emanuele Della Valle, Filip De Turck, Femke Ongenae“... time dependencies over high frequency data streams. There is still a mismatch between the complexity...”
Published 2018-11-01
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474“...-frequency data reported by selected stock exchanges on the European continent during the period January 2008...”
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475“... acquired up to 8 times a day. The main aim of the study is to test the applicability of high-frequency data...”
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476by Yoo, Seung Chul“... data set showed significant improvement in high frequency data while correcting biased low frequency...”
Published 2010
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477by Sunnegårdh, Johan“... if a significant part of high-frequency data is non-iteratively reconstructed. ...”
Published 2007
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478by Ruf, Thomas“... of a class of option-like structured products, bank-issued warrants, using a large, high-frequency data...”
Published 2012
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479by Carlston, Benjamin Arthur“...-frequency data while minimizing any potential biases that arise from sampling at such a fine scale...”
Published 2013
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480“... of the turbulence measurements by adjacent structures as much as possible. Moreover, the high-frequency data from...”
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