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High-frequency data
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Economics, Finance, Business and Management
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Financial markets
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High frequency data
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VAR
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Volatility
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ARFIMA
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Asymptotic optimality
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Barclays Global Aggregate Bond Index
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Bernstein basis function
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Bond
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C51
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C52
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Clustering
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Cointegration
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Commerce
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Computer science
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Contemporaneous Spillovers
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Correlation matrix
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Crude oil
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Decision making
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Derivatives
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Development economics and emerging economies
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Dynamic Cointegration
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Dynamic correlation
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ECM
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Electricity demand
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Equity
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Error Correction Model
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Estimation procedures
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2by Maschhoff, Robert H.“... result of this bandwidth compression the high frequency data can be pulse code modulated. Two significant...”
Published 1974
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4“... problem with high-frequency data in a realized generalized autoregressive conditional heteroskedasticity...”
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5by Pranckevičiūtė, MildaSubjects: “...High frequency data...”
Published 2011
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Doctoral Thesis -
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8by Malec, PeterSubjects: “...high-frequency data...”
Published 2013
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Doctoral Thesis -
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11by Yuta Koike“...This paper develops a new statistical inference theory for the precision matrix of high-frequency...”
Published 2020-04-01
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13by Escalante Soberanis, Mauricio Alberto“...High frequency data (HFD) of three site studies in different geographic locations were analyzed...”
Published 2015
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14by Kalnina, Ilze“... is not observable, which is why estimation and inference for it are important. Large high frequency data sets have...”
Published 2009
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16by Nguenang Kapnang, Christian“... value. At the same time, improvement in ITC fueled trading activity and generated High frequency data...”
Published 2018
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17by Nyawa Womo, Serge Luther“... taille moyenne desdites transactions. === This thesis is about financial risks and high frequency data...”
Published 2018
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19by Marius, Matei“... develops the topic of financial volatility forecasting in the context of the usage of high frequency data...”
Published 2012
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Doctoral Thesis -
20by Yang, Kun“...This dissertation employs high-frequency data and techniques to examine various topics in financial...”
Published 2006
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