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
-
541by Ellul, Andrew“... analyse these issues using high frequency data from the London Stock Exchange which has adopted a hybrid...”
Published 2001
Get full text
-
542by Asima Anwar, Muhammad Asif Yousuf, Sonia Zulfiqar, Philips O. Agboola, Imran Shakir, Najeeb Faud Al-Khalli, Muhammad Farooq Warsi“... be employed significantly in high-frequency data storage devices....”
Published 2021-09-01
Get full text
Article -
543“... in high frequency data transmission systems such as LAN and ADSL. The understanding of how common-mode...”
Get full text
Others -
544by Roa, Angélica Maria Lizarazo“... of this investigation is to analyze the market microstructure using high frequency data and corporate information...”
Published 2016
Get full text
Others -
545by Mahamat, Hisseine Saad“...) in the particular context of high frequency data regularly spaced over time (every five minutes)....”
Published 2017
Get full text
-
546Published 2011“... to seismic wave scattering. I studied high frequency data from the Warramunga Array in Australia using array...”
Get full text
Doctoral Thesis -
547by Roa, Angélica Maria Lizarazo“... of this investigation is to analyze the market microstructure using high frequency data and corporate information...”
Published 2016
Get full text
Others -
548by Roa, Angélica Maria Lizarazo“... of this investigation is to analyze the market microstructure using high frequency data and corporate information...”
Published 2016
Get full text
Others -
549by CRISTINA VIDIGAL CABRAL DE MIRANDA“... serão aplicadas de forma exógena ao modelo. === The forecast for high frequency data is fundamental...”
Published 2007
Get full text
Get full text
-
550by MARCO AURELIO SIMAO FREIRE“.... In sharp contrast, when we use the information contained in high frequency data to construct the realized...”
Published 2004
Get full text
Get full text
-
551by Symitsi, Efthymia“...�cation is the best among competing models. Less complex models that rely on high-frequency data yield...”
Published 2017
Get full text
-
552“... frequency data released by Taiwan Stock Exchange as well as the approximated long-memory HAR model...”
Get full text
Others -
553by Tkachenko, Denis“... high frequency data setting. The approach allows for the microstructure noise to be a stationary linear...”
Published 2015
Get full text
-
554by Farah Deeba, Yuanchun Zhou, Fayaz Ali Dharejo, Muhammad Ashfaq Khan, Bhagwan Das, Xuezhi Wang, Yi Du“... are used as input rather than the original image because of their high‐frequency data and preserved...”
Published 2021-06-01
Get full text
Article -
555by Huanhuan Li, Jingxian Liu, Kefeng Wu, Zaili Yang, Ryan Wen Liu, Naixue Xiong“... high-frequency data communication scheme. AIS networks have also been constructed to enhance traffic...”
Published 2018-01-01
Get full text
Article -
556by SAVANO SOUSA PEREIRA“... they used the GARCH-t to modeling the instantaneous volatility in high frequency data. This work uses...”
Published 2005
Get full text
Get full text
Get full text
-
557“...). Using high frequency data (10-minute returns), we model the variance of the returns using GARCH...”
Get full text
Article -
558by Pahlevan, Atousa“... selection with a robust resource management approach capable of con- sidering high-frequency data. Moreover...”
Published 2013
Get full text
-
559by Fedotenkov, Igor“... frequency data series. Considering the data in time intervals as it arrives, helps to understand a variety...”
Published 2009
Get full text
Dissertation -
560by Zhang, Wenting“... is internationally noted for its intervention in the foreign exchange market. Based on high-frequency data...”
Published 2013
Get full text