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High-frequency data
5
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5
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Anderson, Heather M.
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Audrino, Francesco
1
Erdemlioglu, Deniz
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Journal of banking & finance
Journal of econometrics
49
Physica A: Statistical Mechanics and its Applications
17
Economic modelling
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Journal of financial econometrics
15
Journal of international financial markets, institutions & money
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Quantitative finance
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Journal of Risk and Financial Management
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Econometrics
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Journal of risk and financial management : JRFM
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Finance research letters
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International review of economics & finance : IREF
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International review of financial analysis
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Journal of empirical finance
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics letters
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Economics letters
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Energy economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Research in international business and finance
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Journal of Econometrics
7
The European journal of finance
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International journal of forecasting
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Journal of financial markets
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Stochastic Processes and their Applications
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Studies in Nonlinear Dynamics & Econometrics
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Applied economics
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Journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometric Reviews
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economic Modelling
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Economics Bulletin
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Empirical Economics
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Journal of financial economics
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Journal of international money and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Pacific-Basin finance journal
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1
Measuring commodity market quality
Lauter, Tobias
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013538965
Saved in:
2
Testing for cojumps in high-frequency financial data : an approach based on first-high-low-last prices
Liao, Yin
;
Anderson, Heather M.
- In:
Journal of banking & finance
99
(
2019
),
pp. 252-274
Persistent link: https://www.econbiz.de/10012162415
Saved in:
3
Covariance forecasting in equity markets
Symitsi, Efthymia
;
Symeonidis, Lazaros
;
Kourtis, Apostolos
- In:
Journal of banking & finance
96
(
2018
),
pp. 153-168
Persistent link: https://www.econbiz.de/10011967197
Saved in:
4
Monetary policy's rising FX impact in the era of ultra-low rates
Ferrari, Massimo
;
Kearns, Jonathan
;
Schrimpf, Andreas
- In:
Journal of banking & finance
129
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012822073
Saved in:
5
Modeling interest rate volatility : a Realized GARCH approach
Tian, Shuairu
;
Hamori, Shigeyuki
- In:
Journal of banking & finance
61
(
2015
),
pp. 158-171
Persistent link: https://www.econbiz.de/10011545170
Saved in:
6
Which continuous-time model is most appropriate for exchange rates?
Erdemlioglu, Deniz
;
Laurent, Sébastien
;
Neely, …
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 256-268
Persistent link: https://www.econbiz.de/10011586923
Saved in:
7
Are classical option pricing models consistent with observed option second-order moments? : evidence from
high-frequency
data
Audrino, Francesco
;
Fengler, Matthias
- In:
Journal of banking & finance
61
(
2015
),
pp. 46-63
Persistent link: https://www.econbiz.de/10011545126
Saved in:
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