Search Results - subject:"Ultra high frequency"

Forecasting beta using ultra high frequency data

Zhou, Jian - In: Journal of forecasting 44 (2025) 2, pp. 485-496

Persistent link: https://www.econbiz.de/10015374057

Reducing transaction costs using intraday forecasts of limit order book slopes

Ahabchane, Chahid; Cenesizoglu, Tolga; Grass, Gunnar; … - In: Journal of forecasting 43 (2024) 8, pp. 2982-3008

Persistent link: https://www.econbiz.de/10015110592

Streaming approach to quadratic covariation estimation using financial ultra-high-frequency data

Holý, Vladimír; Tomanová, Petra - In: Computational economics 62 (2023) 1, pp. 463-485

Persistent link: https://www.econbiz.de/10014327571

Superkurtosis

Degiannakis, Stavros; Filis, George; Siourounis, Grigorios - 2023

Persistent link: https://www.econbiz.de/10014249616

Reducing transaction costs using intraday forecasts of limit order book slopes

Ahabchane, Chahid; Cenesizoglu, Tolga; Grass, Gunnar; … - 2021

Persistent link: https://www.econbiz.de/10012615644

Research on equivalent height compensation measurement method of UHF partial dispenser based on GTEM cell

Zhang, Weiwei; Xu, Dongdong; Zhou, Wei; Yun, Yuxin; … - In: Energy Reports 6 (2020) 2, pp. 434-438

Based on the GTEM chamber for the equivalent height detection method of UHF partial discharge tester, this paper simulates the electric field at the top of the GTEM window. The results show that the electric field strength changes significantly along the position of the top fenestration axis....

Persistent link: https://www.econbiz.de/10012652275

Research on equivalent height compensation measurement method of UHF partial dispenser based on GTEM cell

Zhang, Weiwei; Xu, Dongdong; Zhou, Wei; Yun, Yuxin; … - In: Energy reports 6 (2020) 2, pp. 434-438

Persistent link: https://www.econbiz.de/10012181053

On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets

Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2014

technologies in the finances opens a big number of new unlimited opportunities toward a new era of the ultra high frequency … the influence by discrete information absorption on the ultra high frequency electronic trading strategies creation and … limiting frequency (the cut-off frequency) for the ultra high frequency electronic trading in the foreign currencies exchange …

Persistent link: https://www.econbiz.de/10011110289

On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets

Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2014

Persistent link: https://www.econbiz.de/10011156962

An examination of the NASDAQ 100 futures contract using ultra high frequency data

Abid, Fathi; Trabelsi, Lotfi - In: Journal of business and finance 1 (2013) 1, pp. 27-37

Persistent link: https://www.econbiz.de/10010201753