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  1. 121
    Implied Volatility Prediction Based on Different Term Structures: An Empirical Study of the SSE 50 ETF Options Market from High-Frequency Data
    by Yang Wenqi, Ma Jingkun
    Published 2021-01-01
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    Article
  2. 122
    Regime-Dependent Good and Bad Volatility of Bitcoin
    by Kislay Kumar Jha, Dirk G. Baur
    Published 2020-12-01
    Subjects: “...high-frequency data...”
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    Article
  3. 123
    The memory of volatility
    Subjects: “...long memory| high-frequency data| perturbation| spurious long memory| realizedvolatility...”
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    Article
  4. 124
    Volatility Forecasting: Downside Risk, Jumps and Leverage Effect
    by Francesco Audrino, Yujia Hu
    Published 2016-02-01
    Subjects: “...high frequency data...”
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    Article
  5. 125
    How Does the Financial Crisis Affect Volatility Behavior and Transmission Among European Stock Markets?
    Subjects: “...high frequency data...”
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    Article
  6. 126
    Performance Measurement of Complex Event Platforms
    by Eva Zámečníková, Jitka Kreslíková
    Published 2016-12-01
    Subjects: “...high frequency data...”
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    Article
  7. 127
    Measurement and Analysis of High Frequency Assert Volatility Based on Functional Data Analysis
    by Liang, Z., Ma, Y., Weng, F., Xu, Y., Yang, C., Zhu, M.
    Published 2022
    Subjects: “...high frequency data...”
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    Article
  8. 128
    Dynamic and explainable machine learning prediction of mortality in patients in the intensive care unit: a retrospective study of high-frequency data in electronic patient records
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    Article
  9. 129
    The Dynamic Conditional Correlation and Lead-Lag Relationship between Nikkei 225 Market index and Index Futures ---- Empirical Evidence From High Frequency Data
    by Yi-Lin Cheng, 鄭義林
    Published 2007
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    Others
  10. 130
    Weighting bias and inflation in the time of COVID-19: evidence from Swiss transaction data
    by Pascal Seiler
    Published 2020-09-01
    Subjects: “...High-frequency data...”
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    Article
  11. 131
    Realized Measures to Explain Volatility Changes over Time
    Subjects: “...high frequency data...”
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    Article
  12. 132
    Assessing Commonality in Liquidity with Principal Component Analysis: The Case of the Warsaw Stock Exchange
    by Joanna Olbryś, Elżbieta Majewska
    Published 2020-12-01
    Subjects: “...high-frequency data...”
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    Article
  13. 133
    Modeling time-varying coffee price volatility in Ethiopia
    by Teshome Hailemeskel Abebe
    Published 2020-01-01
    Subjects: “...high-frequency data...”
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    Article
  14. 134
    Insider Trading and Intraday Stock Price Behavior on the Tehran Stock Exchange
    Subjects: “...high frequency data...”
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    Article
  15. 135
    TRADE PATTERN ON WARSAW STOCK EXCHANGE AND PREDICTION OF NUMBER OF TRADES
    by Henryk Gurgul, Artur Machno
    Published 2017-03-01
    Subjects: “...high frequency data...”
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    Article
  16. 136
    Performance of technical indicators in forecasting high-frequency foreign exchange rates
    by Václav Mastný
    Published 2004-01-01
    Subjects: “...high-frequency data...”
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    Article
  17. 137
    Data-Driven Jump Detection Thresholds for Application in Jump Regressions
    by Robert Davies, George Tauchen
    Published 2018-03-01
    Subjects: “...high-frequency data...”
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    Article
  18. 138
    A new non-linear GARCH model
    by Hagerud, Gustaf E.
    Published 1997
    Subjects: “...High frequency data...”
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    Doctoral Thesis
  19. 139
    Nonlinearities and regime shifts in financial time series
    by Åsbrink, Stefan E.
    Published 1997
    Subjects: “...High frequency data...”
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    Doctoral Thesis
  20. 140
    Liquidity costs in emerging corn futures markets
    Subjects: “...high frequency data...”
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    Article
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