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~isPartOf:"Quantitative finance"
~subject:"High-frequency data"
~subject:"Volatilität"
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High-frequency data
Volatilität
Börsenkurs
5
Noise Trading
5
Noise trading
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Share price
5
Market microstructure
4
Marktmikrostruktur
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Quantitative finance
Journal of econometrics
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
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6
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Wirtschaftswissenschaftliche Diskussionspapiere / Universität Bayreuth, Rechts- und Wirtschaftswissenschaftliche Fakultät: Diskussionspapier ...
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A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
2
Testing for jumps based on high-frequency data : a method exploiting microstructure noise
Liu, Guangying
;
Xiang, Jing
;
Cang, Yuquan
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1795-1809
Persistent link: https://www.econbiz.de/10012313515
Saved in:
3
The influence of intraday seasonality on volatility transmission pattern
Alemany, N.
;
Aragó Manzana, Vicent
;
Salvador, E.
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1179-1197
Persistent link: https://www.econbiz.de/10012194754
Saved in:
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