activity indicators using alternative high-frequency data created in the wake of the COVID-19 pandemic. The indicator is … obtained from a Bayesian mixed-frequency dynamic factor model that integrates conventional macroeconomic and alternative high-frequency … data at weekly, monthly, and quarterly frequencies. By estimating missing observations as latent states through data …

literature despite their possible importance. In particular, high-frequency data might contain more information about financial … assets because they are updated more rapidly in response to news. This paper explores persistence in high-frequency data (and …

The aim of this paper is to assess whether the availability of high-frequency data enhances the accuracy of extreme …

As the crypto-asset ecosystem matures, the use of high-frequency data has become increasingly common in decentralized … finance literature. Using bibliometric analysis, we characterize the existing cryptocurrency literature that employs high-frequency … data. We highlighted the most influential authors, articles, and journals based on 189 articles from the Scopus database …