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~subject:"High frequency data"
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Subject
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High frequency data
Volatility
445
Volatilität
440
high-frequency data
368
High-frequency data
336
Börsenkurs
287
Share price
276
Schätzung
269
Estimation
256
Zeitreihenanalyse
256
Time series analysis
244
Theorie
207
Theory
192
Capital income
187
Kapitaleinkommen
187
high frequency data
160
Prognoseverfahren
132
Forecasting model
129
Market microstructure
120
Marktmikrostruktur
101
ARCH-Modell
100
ARCH model
99
Schätztheorie
78
Finanzmarkt
76
Estimation theory
74
Stochastischer Prozess
74
Stochastic process
73
Aktienmarkt
71
Financial market
69
High-Frequency Data
68
Stock market
68
Ankündigungseffekt
65
Announcement effect
58
Wechselkurs
58
Exchange rate
55
Monetary policy
51
Nichtparametrisches Verfahren
51
Correlation
50
Korrelation
49
Noise Trading
49
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Undetermined
82
Free
46
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Article
101
Book / Working Paper
49
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Article in journal
59
Aufsatz in Zeitschrift
59
Working Paper
7
Graue Literatur
5
Non-commercial literature
5
Thesis
5
Arbeitspapier
3
Aufsatz im Buch
2
Book section
2
Article
1
Collection of articles of several authors
1
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1
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1
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1
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1
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English
95
Undetermined
54
Lithuanian
1
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Audrino, Francesco
6
Caporale, Guglielmo Maria
6
Li, Yingying
5
Nolte, Ingmar
5
Podolskij, Mark
5
Corsi, Fulvio
4
Gil-Alana, Luis A.
4
Mykland, Per A.
4
Voev, Valeri
4
Aït-Sahalia, Yacine
3
Clinet, Simon
3
Hounyo, Ulrich
3
Mercik, Szymon
3
Potiron, Yoann
3
Weron, Rafal
3
Zhang, Lan
3
Ait-Sahalia, Yacine
2
Bangassa, Kenbata
2
Bannouh, Karim
2
Bhatti, Razzaque H.
2
Bikelis, Algimantas
2
Billio, Monica
2
Dungey, Mardi H.
2
El Ouadghiri, Imane
2
Ergin, Hüseyin
2
Fan, Jianqing
2
Garvey, John
2
Getmansky, Mila
2
Gil-Alaña, Luis A.
2
Grossmass, Lidan
2
Hautsch, Nikolaus
2
Hvozdyk, Lyudmyla
2
Januškevičius, Romanas
2
Jing, Bingyi
2
Kanatani, Taro
2
Krapavickaitė, Danutė
2
Kvedaras, Virmantas
2
Leipus, Remigijus
2
Li, Jia
2
Liu, Cheng
2
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School of Economics and Management, University of Aarhus
6
School of Economics and Political Science, Universität St. Gallen
5
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
2
Dipartimento di Economia, Università Ca' Foscari Venezia
2
Grupo de Estudos Monetários e Financeiros (GEMF), Faculdade de Economia
2
Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
2
Society for Computational Economics - SCE
2
Vilnius University
2
Abteilung "Marktprozesse und Steuerung", Wissenschaftszentrum Berlin für Sozialforschung (WZB)
1
Center for Economic and Financial Research (CEFIR), New Economic School (NES)
1
Departamento de Economía de la Empresa, Universidad Carlos III de Madrid
1
Department of Economics, Oxford University
1
Deutsche Bundesbank
1
Econometric Society
1
Institut de Préparation à l'Administration et à la Gestion (IPAG)
1
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
1
Institute of Economic Research, Kyoto University
1
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
1
Université Paris-Dauphine (Paris IX)
1
Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften
1
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Published in...
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Journal of econometrics
17
CREATES Research Papers
6
Economic modelling
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Physica A: Statistical Mechanics and its Applications
5
Energy economics
4
Stochastic Processes and their Applications
4
International review of financial analysis
3
Journal of Econometrics
3
The North American journal of economics and finance : a journal of financial economics studies
3
AStA Advances in Statistical Analysis
2
CORE Discussion Papers
2
CoFE Discussion Paper
2
Computing in Economics and Finance 2005
2
Discussion Papers of DIW Berlin
2
Econometric Reviews
2
Economic Modelling
2
Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen
2
Economics letters
2
GEMF Working Papers
2
HSC Research Reports
2
International journal of forecasting
2
Journal of banking & finance
2
The North American Journal of Economics and Finance
2
University of St. Gallen Department of Economics working paper series 2008
2
Working Papers / Dipartimento di Economia, Università Ca' Foscari Venezia
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Annals of Economics and Finance
1
Annals of Finance
1
Annals of finance
1
Applied Mathematical Finance
1
Asia-Pacific Financial Markets
1
Asia-Pacific Journal of Operational Research (APJOR)
1
Asia-Pacific journal of financial studies
1
Borsa Istanbul Review
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Business Economics Working Papers
1
CFAP working papers
1
Cambridge working papers in economics
1
Computational Statistics & Data Analysis
1
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Source
All
RePEc
74
ECONIS (ZBW)
67
EconStor
5
BASE
4
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1
Analysis of the response of exchange rates to specific FOMC announcements using
high-frequency
data
Wang, Xiaoyong
;
Wang, Zanxin
- In:
Borsa Istanbul Review
22
(
2022
)
1
,
pp. 133-144
continuous effects using a variable for DC volatility and
high-frequency
data
. We find that, in contrast to variables for …
Persistent link: https://www.econbiz.de/10012818177
Saved in:
2
Betting and financial markets are cointegrated on election night
Auld, Tom
-
2022
Persistent link: https://www.econbiz.de/10013486097
Saved in:
3
Trading strategies and the frequency of time-series
Isaenko, Sergei
- In:
The quarterly review of economics and finance : journal …
90
(
2023
),
pp. 267-283
Persistent link: https://www.econbiz.de/10014432056
Saved in:
4
Good and bad self-excitation : asymmetric self-exciting jumps in Bitcoin returns
Zhang, Chuanhai
;
Zhang, Zhengjun
;
Xu, Mengyu
;
Peng, Zhe
- In:
Economic modelling
119
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014249483
Saved in:
5
Payout suspensions during the Covid-19 pandemic
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
- In:
Economics letters
224
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014307907
Saved in:
6
Autoregressive conditional duration models for high frequency financial data : an empirical study on mid cap exchange traded funds
Nunkoo, Houmera Bibi Sabera
;
Gonpot, Preethee Nunkoo
; …
- In:
Studies in economics and finance
39
(
2022
)
1
,
pp. 150-173
Persistent link: https://www.econbiz.de/10012798505
Saved in:
7
Senior official speech attributes and foreign exchange risk around business cycles
Ayadi, Mohamed
;
Ben Omrane, Walid
;
Wang, Jiayu
;
Welch, …
- In:
International review of financial analysis
80
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013366164
Saved in:
8
Spillovers at the extremes : the macroprudential stance and vulnerability to the global financial cycle
Chari, Anusha
;
Stedman, Karlye Dilts
;
Forbes, Kristin
- In:
Journal of international economics
136
(
2022
),
pp. 1-37
Persistent link: https://www.econbiz.de/10013431564
Saved in:
9
Modelling high frequency crude oil dynamics using affine and non-affine jump-diffusion models
Ignatieva, Ekaterina
;
Wong, Patrick
- In:
Energy economics
108
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013203083
Saved in:
10
Laplace estimator of integrated volatility when sampling times are endogenous
Cui, Wenhao
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 651-663
Persistent link: https://www.econbiz.de/10013534035
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