Search Results - subject:"high–frequency data"

Orłowski, Piotr; Schneider, Paul; Trojani, Fabio - In: Management science : journal of the Institute for … 70 (2024) 2, pp. 1154-1174

Persistent link: https://www.econbiz.de/10014513916

Kuang, Xian-Ji; Hsu, Yueh-Hua; Chang, Alan; Lin, Shih-kuei - In: Applied economics letters 31 (2024) 13, pp. 1227-1233

Persistent link: https://www.econbiz.de/10014558807

Chen, Dachuan; Li, Chenxu; Tang, Cheng Yong; Yan, Jun - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 548-562

Persistent link: https://www.econbiz.de/10015053427

Winkelmann, Lars; Yao, Wenying - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 3, pp. 946-957

Persistent link: https://www.econbiz.de/10015053510

Bollerslev, Tim; Li, Jia; Li, Qiyuan - In: Journal of econometrics 238 (2024) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10015073787

Ding, Yi; Li, Yingying; Liu, Guoli; Zheng, Xinghua - In: Journal of econometrics 239 (2024) 2, pp. 1-12

Persistent link: https://www.econbiz.de/10015074466

Chang, Jinyuan; Hu, Qiao; Liu, Cheng; Tang, Cheng Yong - In: Journal of econometrics 239 (2024) 2, pp. 1-39

Persistent link: https://www.econbiz.de/10015074488

Tan, Yingwen; Tan, Zhensi; Tang, Yinfen; Zhang, Zhiyuan - In: Journal of forecasting 43 (2024) 8, pp. 3009-3034

Persistent link: https://www.econbiz.de/10015110595

Liu, Qiang; Liu, Zhi - In: The econometrics journal 27 (2024) 2, pp. 278-298

Persistent link: https://www.econbiz.de/10015046377

Cevheroğlu-Açar, Merve G.; Karahan, Cenk C. - In: Review of behavioral finance : RBF 16 (2024) 1, pp. 39-59

Persistent link: https://www.econbiz.de/10014471746

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