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  1. 41
    Testing of Dependencies between Stock Returns and Trading Volume by High Frequency Data
    by Piotr Gurgul, Robert Syrek
    Published 2013-09-01
    “... into account high frequency data for these companies, tests based on a comparison of Bernstein copula densities...”
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    Article
  2. 42
    Risk measurement with high-frequency data : value-at-risk and scaling law methods
    by Qi, Jun
    Published 2011
    “...This thesis investigated reliable measures of market risk using high frequency data. The first part...”
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  3. 43
    Equity Risk: Measuring Return Volatility Using Historical High-Frequency Data
    by Alan Chow, Kyre Lahtinen
    Published 2019-12-01
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    Article
  4. 44
    Neural Network Approach in Forecasting Realized Variance Using High-Frequency Data
    by Arnerić Josip, Poklepović Tea, Teai Juin Wen
    Published 2018-07-01
    Subjects: “...high-frequency data...”
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    Article
  5. 45
    Efficient estimation using the characteristic function : theory and applications with high frequency data
    by Kotchoni, Rachidi
    Published 2010
    “... using noisy high frequency data, the time series properties assumed for the microstructure noise...”
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  6. 46
    Fourier method for the measurement of univariate and multivariate volatility in the presence of high frequency data
    by Malherbe, Chanel
    Published 2014
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    Dissertation
  7. 47
    Equity Risk: Measuring Return Volatility Using Historical High-Frequency Data
    by Alan, C., Kyre, L.
    Published 2019
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    Article
  8. 48
    Estimating Total Phosphorus and Total Suspended Solids Loads from High Frequency Data
    by Jones, Amber Spackman
    Published 2008
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    Others
  9. 49
    Intraday pair trading strategies on high frequency data : the case of Taiwan stock market
    by LIN,YU-SHI, 林育詩
    Published 2019
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    Others
  10. 50
    Unveiling low-to-high-frequency data sampling caveats for aquaculture environmental monitoring and management
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    Article
  11. 51
    Daily nonparametric ARCH(1) model estimation using intraday high frequency data
    by Xin Liang, Xingfa Zhang, Yuan Li, Chunliang Deng
    Published 2021-01-01
    “...In this paper, the intraday high-frequency data are used to estimate the volatility function...”
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    Article
  12. 52
    On-chip thin-film microtransformer with improved coupling factor for high frequency data transmission
    by Dragan Dinulovic, Mahmoud Shousha, Martin Haug
    Published 2021-02-01
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    Article
  13. 53
    VOLATILITY PATTERNS OF THE LARGEST POLISH COMPANIES: SOME EVIDENCE FROM HIGH-FREQUENCY DATA
    by Krzysztof
    Published 2018-04-01
    Subjects: “...high-frequency data; UHF-GARCH; Warsaw Stock Exchange...”
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    Article
  14. 54
    Single stock dynamics on high-frequency data: from a compressed coding perspective.
    by Hsieh Fushing, Shu-Chun Chen, Chii-Ruey Hwang
    Published 2014-01-01
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    Article
  15. 55
    Improving the accuracy: volatility modeling and forecasting using high-frequency data and the variational component
    by Manish Kumar
    Published 2010-06-01
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    Article
  16. 56
    Modeling High Frequency Data with Long Memory and Structural Change: A-HYEGARCH Model
    by Yanlin Shi, Yang Yang
    Published 2018-03-01
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    Article
  17. 57
    Essays on the mixture of distributions hypothesis model : investigating model validity in high frequency data
    by Izzeldin, Marwan
    Published 2005
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  18. 58
    Intraday Value at Risk using high frequency data with application to the Taiwan Stock Exchange
    by Yi-Ting Yeh, 葉奕廷
    Published 2011
    “... method to calculate the intraday value at risk. The Intraday Value at Risk employing the high frequency...”
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    Others
  19. 59
    Investing in TW Future by Using High-Frequency Data – Open Price Breakout Strategy
    by WU, SHUO-DING, 吳碩鼎
    Published 2017
    “..., which is estimated by Vince (2009)'s LSM model, can be used as a technical indicator for high frequency...”
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    Others
  20. 60
    Estimating Realized Variance and True Prices from High-Frequency Data with Microstructure Noise
    by Yun-Cheng Tsai, 蔡芸琤
    Published 2016
    “... variation of high-frequency data in the presence of microstructure noise. It gives the estimates after all...”
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    Others
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