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Showing 101 - 120 results of 628 for search '"high frequency data"', query time: 2.50s Refine Results
  1. 101
    The response of multinationals’ foreign exchange rate exposure to macroeconomic news
    by Boudt, K., Neely, C.J, Sercu, P., Wauters, M.
    Published 2019
    Subjects: “...High-frequency data...”
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    Article
  2. 102
    Discovering interlinkages between major cryptocurrencies using high-frequency data: new evidence from COVID-19 pandemic
    by Imran Yousaf, Shoaib Ali
    Published 2020-11-01
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    Article
  3. 103
    Two-Step Variations for Processes Driven by Fractional Brownian Motion With Application in Testing for Jumps From the High Frequency Data
    by Si, Shiying
    Published 2009
    “... theory. As a result of our study, we provide test statistics for testing for jumps in high frequency data...”
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  4. 104
    An investigation of the lead-lag relationship between Taiwan stock index and futures markets for high frequency data in sub-prime
    by Chih-Wei Chen, 陳志瑋
    Published 2008
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  5. 105
    Market efficiency & arbitrage opportunities in the FTSE-100 option market : an application on the Put-Call Parity with high frequency data
    by Frangoulis, Paris P.
    Published 1999
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  6. 106
    Diurnal Patterns in Solute Concentrations Measured with In Situ UV-Vis Sensors: Natural Fluctuations or Artefacts?
    Subjects: “...high-frequency data...”
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    Article
  7. 107
    Using High-Frequency Entropy to Forecast Bitcoin’s Daily Value at Risk
    Subjects: “...high-frequency data...”
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    Article
  8. 108
    Volatility dynamics around information : empirical evidence from the euro/dollar currency market
    by Ben Omrane, Walid
    Published 2006
    Subjects: “...High frequency data...”
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  9. 109
    Liquidity Spill-Overs in Sovereign Bond Market: An Intra-Day Study of Trade Shocks in Calm and Stressful Market Conditions
    Subjects: “...high-frequency data...”
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    Article
  10. 110
    Comparisons of Ultra High Frequency Data Variance Estimation Methods in Optimal Assets Alloction – the Emprical Analysis in Taiwan Equity Markets
    by Pei-Hsiang Chang, 張沛翔
    Published 2013
    “... study investigates the incorporation of ultra-high frequency data with variance estimation in efficient...”
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  11. 111
    Low-Cost, High-Frequency, Data Acquisition System for Condition Monitoring of Rotating Machinery through Vibration Analysis-Case Study
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    Article
  12. 112
    An empirical study on jumps in asset prices using high-frequency data : volatility specification, jumps detection & the modelling of jump intensity
    by Tsai, Ping-Chen
    Published 2013
    “... analysis on high-frequency data from a stock index and consider the problem of identifying jumps...”
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  13. 113
    An investigation of the lead-lag relationship between Taiwan stock index and futures markets for high frequency data in sub-prime crisis
    by Chih-Wei Chen, 陳志瑋
    Published 2008
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    Others
  14. 114
    Volatility Transmission across Financial Markets: A Semiparametric Analysis
    Subjects: “...high-frequency data...”
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    Article
  15. 115
    Continuous and Jump Betas: Implications for Portfolio Diversification
    by Vitali Alexeev, Mardi Dungey, Wenying Yao
    Published 2016-06-01
    Subjects: “...high-frequency data...”
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    Article
  16. 116
    Testing the efficiency of high-frequency foreign exchange market
    by Václav Mastný
    Published 2004-01-01
    Subjects: “...high-frequency data...”
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    Article
  17. 117
    Mixed-Stable Models: An Application to High-Frequency Financial Data
    Subjects: “...high-frequency data...”
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    Article
  18. 118
    Mutual information based stock networks and portfolio selection for intraday traders using high frequency data: An Indian market case study.
    by Charu Sharma, Amber Habib
    Published 2019-01-01
    “... at high frequency level and give an application to program trading. Our work uses high frequency data from...”
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    Article
  19. 119
    Irregularly-Spaced Financial High-Frequency Data Simulation Using Multi-Dimensional Hawkes Processes: Estimation, Prediction And Corresponding Trading Strategy
    by Zhou, Long
    Published 2012
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  20. 120
    Forecasting daily volatility of foreign exchange markets : a comparison of the ARCH model and a new model using high frequency data
    by Lai, Ye-Hsing
    Published 2005
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