Suggested Topics within your search.
Showing 81 - 100 results of 628 for search '"high frequency data"', query time: 4.68s Refine Results
  1. 81
    Text Classification Using the N-Gram Graph Representation Model Over High Frequency Data Streams
    “...A prominent challenge in our information age is the classification over high frequency data streams...”
    Get full text
    Article
  2. 82
    Measuring Liquidity Risk in an Emerging Market: Liquidity Adjusted Value at Risk Approach for High Frequency Data
    by Rouetbi Emna, Mamoghli Chokri
    Published 2014-03-01
    Get full text
    Article
  3. 83
    Prediction of storm transfers and annual loads with data-based mechanistic models using high-frequency data
    Get full text
    Article
  4. 84
    Liquidity of the Chinese Agricultural Futures Market and Its Impact on Futures Price—Based on High-Frequency Data
    by Yuanyuan Xu, Chongguang Li
    Published 2018-12-01
    Get full text
    Article
  5. 85
    European Markets’ Reactions to Exogenous Shocks: A High Frequency Data Analysis of the 2005 London Bombings
    Get full text
    Article
  6. 86
    Statistical Arbitrage with Mean-Reverting Overnight Price Gaps on High-Frequency Data of the S&P 500
    by Johannes Stübinger, Lucas Schneider
    Published 2019-04-01
    Subjects: “...high-frequency data...”
    Get full text
    Article
  7. 87
    Use high-frequency data measuring the relationship between returns and volatility with Taiwan futures market data
    by 趙明威
    Published 2010
    Get full text
    Others
  8. 88
    HIGH FREQUENCY DATA AND PRICE-MAKING PROCESS ANALYSIS: THE EXPONENTIAL MULTIVARIATE AUTOREGRESSIVE CONDITIONAL MODEL - EMACM
    by GUSTAVO SANTOS RAPOSO
    Published 2006
    Get full text
    Get full text
  9. 89
    An analysis of the lead-lag relationship between TAIEX return and its derivatives return: the case of high frequency data
    by Meng-Ting Chang, 張夢庭
    Published 2016
    Get full text
    Others
  10. 90
    [en] HIGH FREQUENCY DATA AND PRICE-MAKING PROCESS ANALYSIS: THE EXPONENTIAL MULTIVARIATE AUTOREGRESSIVE CONDITIONAL MODEL - EMACM
    by GUSTAVO SANTOS RAPOSO
    Published 2006
    Get full text
    Get full text
    Get full text
  11. 91
    Nonparametric threshold estimation of spot volatility based on high-frequency data for time-dependent diffusion models with jumps
    by Jingwei Cai, Quanxin Zhu, Ping Chen
    Published 2020-07-01
    Subjects: “...High-frequency data...”
    Get full text
    Article
  12. 92
    Modeling Financial Intraday Jump Tail Contagion with High Frequency Data Using Mutually Exciting Hawkes Process
    by Chao Yu, Jianxin Bi, Xujie Zhao
    Published 2020-01-01
    “... on Hawkes process with intraday high frequency data. We use a simple two-stage method that first extracts...”
    Get full text
    Article
  13. 93
    Forecasting the Covolatility of Coffee Arabica and Crude Oil Prices: A Multivariate GARCH Approach with High-Frequency Data
    by Dawit Yeshiwas, Yebelay Berelie
    Published 2020-01-01
    “... of realized volatility and employ high-frequency data whenever feasible....”
    Get full text
    Article
  14. 94
    The estimation of daily volatility using high frequency data in the South African equity market / I.M. Pagel
    by Pagel, Izabel Mari
    Published 2009
    Get full text
  15. 95
    The estimation of daily volatility using high frequency data in the South African equity market / I.M. Pagel
    by Pagel, Izabel Mari
    Published 2009
    Get full text
  16. 96
    Price and liquidity discovery, jumps and co-jumps using high frequency data from the foreign exchange markets
    by Maini, Vincenzo
    Published 2012
    Get full text
  17. 97
    Comparisons of High Frequency Data by Copula Methods in Optimal Assets Allocation – the Empirical Analysis in Taiwan Equity Markets
    by Chih-Lin Wu, 吳致霖
    Published 2015
    “... are investigated. Using intra-day 5 minutes high frequency data, it is found empirically that the optimal...”
    Get full text
    Others
  18. 98
    Characteristics of human mobility patterns revealed by high-frequency cell-phone position data
    by Chen Zhao, An Zeng, Chi Ho Yeung
    Published 2021-01-01
    Subjects: “...High frequency data...”
    Get full text
    Article
  19. 99
    A Note on Forecasting Daily Peruvian Stock Market Volatility Risk Using Intraday Returns
    by Mauricio Zevallos
    Published 2019-10-01
    Subjects: “...High frequency data...”
    Get full text
    Article
  20. 100
    Transactional Prices Intraday Evidence from Tehran Stock Exchange
    by Ahmad Pouyanfar, Reza Raei, Shapoor Mohammadi
    Published 2009-06-01
    Subjects: “...High frequency data...”
    Get full text
    Article
Search Tools: Get RSS Feed — Email this Search