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  • Search: subject:"Intraday data"
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Year of publication
Subject
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Intraday data 83 Volatilität 70 intraday data 70 Börsenkurs 69 Share price 68 Volatility 68 ARCH model 36 ARCH-Modell 36 Capital income 29 Kapitaleinkommen 29 Ankündigungseffekt 23 Announcement effect 20 Aktienmarkt 17 Wechselkurs 17 Schätzung 16 Stock market 16 Estimation 15 Geldpolitik 14 Wirkungsanalyse 14 Exchange rate 13 Intraday Data 13 event study 13 Event study 12 Monetary policy 12 Ereignisstudie 11 Forecasting model 11 Prognoseverfahren 11 Theorie 11 Theory 11 Welt 11 World 11 macroeconomic announcements 11 EU ETS 10 Impact assessment 10 Risk 10 USA 10 Zeitreihenanalyse 10 EU-Staaten 9 Handelsvolumen der Börse 9 Portfolio selection 9
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Online availability
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Free 80 Undetermined 65 CC license 4
Type of publication
All
Article 103 Book / Working Paper 64
Type of publication (narrower categories)
All
Article in journal 79 Aufsatz in Zeitschrift 79 Working Paper 37 Arbeitspapier 15 Graue Literatur 15 Non-commercial literature 15 Article 2 Congress Report 2 Aufsatz im Buch 1 Book section 1 Conference paper 1 Konferenzbeitrag 1 research-article 1
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Language
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English 139 Undetermined 27 German 1
Author
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Fatum, Rasmus 13 Sévi, Benoît 12 Gurgul, Henryk 8 Chevallier, Julien 7 De Nard, Gianluca 7 Engle, Robert F. 7 Ledoit, Olivier 7 Pedersen, Jesper 7 Wolf, Michael 7 Wójtowicz, Tomasz 7 Brooks, Robert 5 Do, Hung Xuan 5 Jawadi, Fredj 5 Kočenda, Evžen 5 Wu, Eliza 5 Andersson, Magnus 4 Gregoriou, Andros 4 Heinlein, Reinhold 4 Hutchison, Michael 4 Kurov, Alexander 4 Mahadeo, Scott M. R. 4 Stan, Raluca 4 Wu, Thomas 4 Ammann, Manuel 3 Bubák, Vít 3 Buesser, Ralf 3 Daza-Izquierdo, Julio 3 Entorf, Horst 3 Ftiti, Zied 3 Gu, Chen 3 Haupenthal, Andreas 3 Hudson, Robert 3 Kocenda, Evžen 3 Legrenzi, Gabriella 3 Louhichi, Waël 3 Miralles-Quirós, José Luis 3 Mishra, Vinod 3 Moravcová, Michala 3 Neuenkirch, Matthias 3 Rehman, Seema 3
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Institution
All
Economic Policy Research Unit (EPRU), Økonomisk Institut 3 College of Law and Business 2 Department of Econometrics and Business Statistics, Monash Business School 2 European Central Bank 2 School of Economics and Finance 2 University of Western Sydney 2 Université Paris-Dauphine (Paris IX) 2 William Davidson Institute, University of Michigan 2 CESifo 1 Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI) 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Department of Economics, University of Peloponnese 1 EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) 1 Fondazione ENI Enrico Mattei (FEEM) 1 Graduate School of Economics, Osaka University 1 Grupo de Estudos Monetários e Financeiros (GEMF), Faculdade de Economia 1 HAL 1 Institute for Monetary and Economic Studies, Bank of Japan 1 Reserve Bank of Australia 1 School of Finance, Universität St. Gallen 1 Université Paris-Dauphine 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1 Zentrum für Europäische Wirtschaftsforschung (ZEW) 1 Økonomisk Institut, Københavns Universitet 1
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Published in...
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EPRU Working Paper Series 6 Working Paper 6 Applied economics 5 International review of economics & finance : IREF 5 Journal of banking & finance 5 Finance research letters 4 Managerial economics 4 CESifo Working Paper 3 International Review of Financial Analysis 3 International review of financial analysis 3 Journal of empirical finance 3 Research in international business and finance 3 Working paper series / University of Zurich, Department of Economics 3 CESifo working papers 2 ECB Working Paper 2 Economic modelling 2 Economics Papers from University Paris Dauphine 2 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 2 Emerging markets review 2 Energy economics 2 Finance a úvěr 2 IES Working Paper 2 IES working paper 2 Nota di Lavoro 2 Review of quantitative finance and accounting 2 Romanian journal of economic forecasting 2 The North American journal of economics and finance : a journal of financial economics studies 2 William Davidson Institute Working Papers Series 2 Working Paper Series / European Central Bank 2 Working paper 2 ZEW Discussion Papers 2 Afro-Asian Journal of Finance and Accounting : AAJFA 1 Asia-Pacific journal of financial studies 1 Business and Economic Research : BER 1 CERGE-EI Working Papers 1 CESifo Working Paper Series 1 CORE Discussion Papers 1 Central European journal of economic modelling and econometrics 1 Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies 1 Collegium of Economic Analysis working paper series 1
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Source
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ECONIS (ZBW) 95 RePEc 45 EconStor 24 BASE 2 Other ZBW resources 1
Showing 61 - 70 of 167
Cover Image
Is there a risk-return trade-off in cryptocurrency markets? : the case of Bitcoin
Ahmed, Walid M. A. - In: Journal of economics & business 108 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012242452
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Large dynamic covariance matrices: enhancements based on intraday data
De Nard, Gianluca; Engle, Robert F.; Ledoit, Olivier; … - 2020
Modeling and forecasting dynamic (or time-varying) covariance matrices has many important applications in finance, such as Markowitz portfolio selection. A popular tool to this end are multivariate GARCH models. Historically, such models did not perform well in large dimensions due to the...
Persistent link: https://www.econbiz.de/10012253083
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Lead-lag relationship between spot and futures stock indexes : intraday data and regime-switching models
Alemany, Nuria; Aragó, Vicent; Salvador, Enrique - In: International review of economics & finance : IREF 68 (2020), pp. 269-280
Persistent link: https://www.econbiz.de/10012486492
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Why do option returns change sign from day to night?
Muravyev, Dmitriy; Ni, Xuechuan Charles - In: Journal of financial economics 136 (2020) 1, pp. 219-238
Persistent link: https://www.econbiz.de/10012545424
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A novel hybrid approach to forecast crude oil futures using intraday data
Manickavasagam, Jeevananthan; Visalakshmi, S.; … - In: Technological forecasting & social change : an … 158 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012516847
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On the intraday dynamics of oil price and exchange rate : what can we learn from China and India?
Ahmad, Wasim; Prakash, Ravi; Uddin, Mohammed Gazi Salah; … - In: Energy economics 91 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012518662
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Forecasting risk measures using intraday data in a generalized autoregressive score framework
Lazar, Emese; Xue, Xiaohan - In: International journal of forecasting 36 (2020) 3, pp. 1057-1072
Persistent link: https://www.econbiz.de/10012497719
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The impact of macroeconomic news on Polish and Czech government bond markets
Hausenblas, Václav; Pištora, Vojtěch - 2015
and the Czech Republic. We conduct an event study on intraday data and time-series regressions using daily data over an …
Persistent link: https://www.econbiz.de/10011340610
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The evolution of the Volatility in Financial Returns: Realized Volatility vs Stochastic Volatility Measures
Santos, António Alberto - Grupo de Estudos Monetários e Financeiros (GEMF), … - 2015
In this paper, we calculate the realized volatility measures using intraday data not equally spaced in time. The aim is …
Persistent link: https://www.econbiz.de/10011274612
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Cover Image
The impact of macroeconomic news on Polish and Czech government bond markets
Hausenblas, Václav; Pištora, Vojtěch - 2015
and the Czech Republic. We conduct an event study on intraday data and time-series regressions using daily data over an …
Persistent link: https://www.econbiz.de/10010529892
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