EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"diurnal pattern"
Narrow search

Narrow search

Year of publication
Subject
All
cubic splines 1 diurnal pattern 1 financial UHF data 1 intraday seasonality 1 kernel estimation 1
Online availability
All
Free 1
Type of publication
All
Article 1
Language
All
English 1
Author
All
Huptas, Roman 1
Published in...
All
Dynamic Econometric Models 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
Intraday Seasonality in Analysis of UHF Financial Data: Models and Their Empirical Verification
Huptas, Roman - In: Dynamic Econometric Models 9 (2009), pp. 128-138
The aim of this paper is to outline the typical characteristics of the ultra-high-frequency financial data and to present estimation methods of intraday seasonality of trading activity. Ultra-high-frequency financial data (transactions data or tick-by-tick data) is defined to be a full record of...
Persistent link: https://www.econbiz.de/10009001680
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...