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Search: subject:"High‐frequency data"
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Volatility
471
Volatilität
466
high-frequency data
393
High-frequency data
363
Zeitreihenanalyse
300
Time series analysis
288
Börsenkurs
283
Share price
272
Schätzung
262
Estimation
249
Theorie
222
Theory
207
high frequency data
164
High frequency data
154
Prognoseverfahren
151
Forecasting model
148
Market microstructure
141
Capital income
123
Kapitaleinkommen
123
Stochastischer Prozess
123
Marktmikrostruktur
122
Stochastic process
122
ARCH-Modell
120
ARCH model
119
Schätztheorie
115
Estimation theory
111
Finanzmarkt
88
Financial market
81
Ankündigungseffekt
74
Aktienmarkt
73
High-Frequency Data
72
Stock market
70
Announcement effect
67
Correlation
67
Korrelation
67
Varianzanalyse
57
Wechselkurs
56
Analysis of variance
55
Portfolio selection
55
Portfolio-Management
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35
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research-article
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935
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6
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Bollerslev, Tim
45
Podolskij, Mark
36
Todorov, Viktor
35
Hautsch, Nikolaus
33
Andersen, Torben G.
20
Diebold, Francis X.
16
Li, Jia
15
Ranaldo, Angelo
15
Tauchen, George Eugene
15
Caporale, Guglielmo Maria
14
Hansen, Peter Reinhard
14
Hounyo, Ulrich
14
Lunde, Asger
14
Stübinger, Johannes
14
Bibinger, Markus
13
McAleer, Michael
13
Patton, Andrew J.
13
Christensen, Kim
11
Ehrmann, Michael
11
Martens, Martin
11
Tauchen, George
11
Yang, Xiye
11
Audrino, Francesco
10
Ben Omrane, Walid
10
Dijk, Dick van
10
Hirayama, Kenjiro
10
Vetter, Mathias
10
Voev, Valeri
10
Andersen, Torben
9
Dungey, Mardi H.
9
Endres, Sylvia
9
Erdemlioglu, Deniz
9
Li, Yingying
9
Meddahi, Nour
9
Nishimura, Yusaku
9
Oya, Kosuke
9
Tsutsui, Yoshiro
9
Winkelmann, Lars
9
van Dijk, Dick
9
Ghysels, Eric
8
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School of Economics and Management, University of Aarhus
49
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
12
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
11
Center for Financial Studies
10
HAL
10
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
9
Schweizerische Nationalbank (SNB)
9
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
9
C.E.P.R. Discussion Papers
8
Duke University, Department of Economics
8
Graduate School of Economics, Osaka University
8
School of Economics and Political Science, Universität St. Gallen
7
Department of Economics, Oxford University
6
European Central Bank
6
Université Paris-Dauphine (Paris IX)
6
Society for Computational Economics - SCE
5
Tinbergen Instituut
5
EconWPA
4
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
4
Tinbergen Institute
4
Banco de México
3
CESifo
3
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
3
Departamento de Economía de la Empresa, Universidad Carlos III de Madrid
3
Department of Economics, University of Pennsylvania
3
Dipartimento di Economia, Università Ca' Foscari Venezia
3
Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze
3
Econometric Society
3
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
3
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
3
Institute of Economic Research, Hitotsubashi University
3
Bank for International Settlements (BIS)
2
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
2
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
2
Department of Economics, European University Institute
2
Department of Economics, University of California-San Diego (UCSD)
2
Deutsche Bank Research
2
Deutsche Bundesbank
2
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
2
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
2
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Journal of econometrics
52
CREATES Research Papers
48
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Physica A: Statistical Mechanics and its Applications
17
Journal of financial econometrics
16
Economic modelling
15
Journal of international financial markets, institutions & money
15
Quantitative finance
15
Finance research letters
12
Journal of forecasting
12
MPRA Paper
12
CFS Working Paper Series
11
CIRANO Working Papers
11
Econometrics
11
Journal of Risk and Financial Management
11
Journal of empirical finance
11
SFB 649 Discussion Paper
11
Economics letters
10
International review of financial analysis
10
Journal of risk and financial management : JRFM
10
Applied economics letters
9
CORE Discussion Papers
9
Discussion paper / Tinbergen Institute
9
Econometrics : open access journal
9
International review of economics & finance : IREF
9
SFB 649 Discussion Papers
9
The North American journal of economics and finance : a journal of financial economics studies
9
Tinbergen Institute Discussion Papers
9
Working Paper
9
Working Papers / Schweizerische Nationalbank (SNB)
9
CEPR Discussion Papers
8
CFS Working Paper
8
Discussion Papers in Economics and Business
8
Energy economics
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Research in international business and finance
8
Tinbergen Institute Discussion Paper
8
Working Papers / Duke University, Department of Economics
8
CESifo Working Paper
7
ECB Working Paper
7
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Source
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ECONIS (ZBW)
660
RePEc
456
EconStor
146
Other ZBW resources
8
BASE
6
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161
Identifying latent factors based on
high-frequency
data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
162
Realized higher-order moments spillovers between commodity and stock markets : evidence from China
Zhang, Hongwei
;
Jin, Chen
;
Bouri, Elie
;
Gao, Wang
;
Xu, Yahua
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014426824
Saved in:
163
A method for predicting VaR by aggregating generalized distributions driven by the dynamic conditional score
Song, Shijia
;
Li, Handong
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 203-214
Persistent link: https://www.econbiz.de/10014428040
Saved in:
164
US weekly economic index : replication and extension
Wegmüller, Philipp
;
Glocker, Christian
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 977-985
Persistent link: https://www.econbiz.de/10014432206
Saved in:
165
Can firms benefit from integrating high-frequency survey measures with objective service quality data?
Cho, Jihoon
;
Aribarg, Anocha
;
Manchanda, Puneet
- In:
International journal of research in marketing : IJRM ; …
40
(
2023
)
3
,
pp. 513-533
Persistent link: https://www.econbiz.de/10014383226
Saved in:
166
Realized higher-order moments spillovers across cryptocurrencies
Apergēs, Nikolaos
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014433236
Saved in:
167
Does the exchange rate respond to monetary policy in Mexico? : solving an exchange rate puzzle in emerging markets
Solís, Pavel
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
8
,
pp. 2093-2113
Persistent link: https://www.econbiz.de/10014436137
Saved in:
168
Explaining monetary spillovers : the matrix reloaded
Kearns, Jonathan
;
Schrimpf, Andreas
;
Xia, Fan Dora
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
6
,
pp. 1535-1568
Persistent link: https://www.econbiz.de/10014364322
Saved in:
169
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
170
Do central bank words matter in emerging markets? : evidence from Mexico
Solís, Pavel
- In:
Journal of macroeconomics
78
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014494213
Saved in:
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