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Search: subject:"High-Frequency Data"
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Volatility
348
Volatilität
335
High-frequency data
267
Börsenkurs
215
Share price
215
Estimation
190
Schätzung
190
Time series analysis
187
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187
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143
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143
Theorie
135
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135
high-frequency data
135
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101
High frequency data
101
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101
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85
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82
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82
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82
Estimation theory
68
Schätztheorie
68
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64
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63
Stochastic process
55
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55
high frequency data
53
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51
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51
Exchange rate
43
Wechselkurs
42
Nonparametric statistics
41
Nichtparametrisches Verfahren
40
Noise Trading
39
Noise trading
39
Ankündigungseffekt
37
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37
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36
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Todorov, Viktor
19
Bollerslev, Tim
14
Li, Jia
14
Tauchen, George Eugene
13
Ben Omrane, Walid
9
Li, Yingying
8
Podolskij, Mark
8
Andersen, Torben
7
Erdemlioglu, Deniz
6
Hautsch, Nikolaus
6
Hounyo, Ulrich
6
Lai, Yu-Sheng
6
Liu, Zhi
6
Ma, Feng
6
Papavassiliou, Vassilios G.
6
Patton, Andrew J.
6
Stübinger, Johannes
6
Yang, Xiye
6
Dungey, Mardi H.
5
Lunde, Asger
5
McAleer, Michael
5
Ryu, Doojin
5
Sanfelici, Simona
5
Alexeev, Vitali
4
Aït-Sahalia, Yacine
4
Boudt, Kris
4
Dong, Yingjie
4
Fan, Jianqing
4
Hansen, Peter Reinhard
4
Kalaitzoglou, Iordanis
4
Kunitomo, Naoto
4
Lyócsa, Štefan
4
Nishimura, Yusaku
4
Potiron, Yoann
4
Swanson, Norman R.
4
Thyrsgaard, Martin
4
Ubukata, Masato
4
Varneskov, Rasmus Tangsgaard
4
Yao, Wenying
4
Zhang, Chuanhai
4
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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
14
Quantitative finance
13
Journal of Risk and Financial Management
11
Econometrics
10
Journal of risk and financial management : JRFM
10
Econometrics : open access journal
9
Finance research letters
9
International review of economics & finance : IREF
9
International review of financial analysis
9
Journal of empirical finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
Applied economics letters
8
Economics letters
8
Energy economics
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Research in international business and finance
8
Journal of Econometrics
7
Journal of banking & finance
7
The European journal of finance
7
International journal of forecasting
6
Journal of financial markets
6
Stochastic Processes and their Applications
6
Studies in Nonlinear Dynamics & Econometrics
6
Applied economics
5
Journal of forecasting
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Econometric Reviews
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economic Modelling
4
Economics Bulletin
4
Empirical Economics
4
Journal of financial economics
4
Journal of international money and finance
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Pacific-Basin finance journal
4
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ECONIS (ZBW)
441
RePEc
137
EconStor
30
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31
Optimizing portfolio risk of cryptocurrencies using data-driven risk measures
Bowala, Sulalitha
;
Singh, Japjeet
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
10
,
pp. 1-16
transactions, risk forecasting using daily data is not enough, and a high-frequency analysis is required.
High-frequency
data
…
Persistent link: https://www.econbiz.de/10013471488
Saved in:
32
A three-dimensional asymmetric power HEAVY model
Yfanti, Stavroula
;
Chortareas, Georgios E.
;
Karanasos, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 2737-2761
Persistent link: https://www.econbiz.de/10013329825
Saved in:
33
Ambiguity and asset prices : a closer look in an emerging market
Cevheroğlu-Açar, Merve G.
;
Karahan, Cenk C.
- In:
Review of behavioral finance : RBF
16
(
2024
)
1
,
pp. 39-59
Persistent link: https://www.econbiz.de/10014471746
Saved in:
34
Revisiting the puzzle of jumps in volatility forecasting : the new insights of high-frequency jump intensity
Qu, Hui
;
Wang, Tianyang
;
Shangguan, Peng
;
He, Mengying
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 218-251
Persistent link: https://www.econbiz.de/10014475461
Saved in:
35
Research on human dynamics characteristics under large-scale stock data perturbation
Luo, Yi
;
Li, Xiaoming
;
Yu, Wei
;
Huang, Kun
;
Yang, Yihe
; …
- In:
The North American journal of economics and finance : a …
70
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014491998
Saved in:
36
Managing portfolio risk during crisis times : a dynamic conditional correlation perspective
Zhang, Hanyu
;
Dufour, Alfonso
- In:
The quarterly review of economics and finance
94
(
2024
),
pp. 241-251
Persistent link: https://www.econbiz.de/10014494675
Saved in:
37
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
38
Forecasting stock volatility using pseudo-out-of-sample information
Li, Xiaodan
;
Gong, Xue
;
Ge, Futing
;
Huang, Jingjing
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 123-135
Persistent link: https://www.econbiz.de/10014446892
Saved in:
39
Dynamic covariance matrix estimation and portfolio analysis with
high-frequency
data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
40
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
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