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Search: subject:"ultra high frequency data"
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Market microstructure
11
Ultra-high-frequency data
10
Marktmikrostruktur
8
Volatility
8
Börsenkurs
7
Share price
7
Volatilität
6
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ultra-high frequency data
5
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4
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4
Ultra-high frequency data
4
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4
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3
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3
Künstliche Intelligenz
3
Market microstructure noise
3
Minimal martingale measure
3
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3
Time series analysis
3
Zeitreihenanalyse
3
ultra high frequency data
3
Autoregressive Conditional Duration
2
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Big Data
2
Big data
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CAPM
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Derivat
2
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EU countries
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Kalaitzoglou, Iordanis
4
Gallo, Giampiero
3
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3
Ahabchane, Chahid
2
Cenesizoglu, Tolga
2
Centanni, Silvia
2
Grass, Gunnar
2
Jena, Sanjay Dominik
2
Luca, Giovanni De
2
Manganelli, Simone
2
Minozzo, Marco
2
Zeng, Yong
2
Abid, Fathi
1
Alva, Kenedy
1
Brownlees, Christian T.
1
CENTANNI, SILVIA
1
Chen, Wei
1
Dai, Wei
1
Fan, Jianqing
1
Fernandes, Marcelo
1
Frijns, Bart
1
García-Montalvo, José
1
Gu, Gao-Feng
1
Hmaied, Dorra Mezzez
1
Holý, Vladimír
1
Ibrahim, Boulis M.
1
Imerman, Michael B.
1
Karaa, Rabaa
1
Lee, Kyungsub
1
Liu, Qiang
1
Liu, Zhi
1
MINOZZO, MARCO
1
Matos, Joao Amaro de
1
Mitra, Subrata Kumar
1
Romo, Juan
1
Rosenthal, Dale W.R.
1
Ruiz, Esther
1
Ryu, Doojin
1
Schotman, Peter C
1
Seo, Byoung Ki
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
C.E.P.R. Discussion Papers
1
Departamento de Estadistica, Universidad Carlos III de Madrid
1
Dipartimento di Scienze Economiche, Facoltà di Economia
1
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
1
European Central Bank
1
Faculdade de Economia, Universidade Nova de Lisboa
1
Instituto Valenciano de Investigaciones Económicas (IVIE)
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Journal of forecasting
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MPRA Paper
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Statistical Inference for Stochastic Processes
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Studies in Nonlinear Dynamics & Econometrics
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Applied economics letters
1
CEPR Discussion Papers
1
CIRRELT
1
Computational economics
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ECB Working Paper
1
Econometrics Working Papers Archive
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FEUNL Working Paper Series
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International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of theoretical and applied finance
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Journal of Financial Markets
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of business and finance
1
Journal of empirical finance
1
Journal of financial markets
1
Pacific-Basin finance journal
1
Physica A: Statistical Mechanics and its Applications
1
Research in international business and finance
1
Statistics and Econometrics Working Papers
1
The Quarterly Review of Economics and Finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Theoretical economics letters
1
Working Paper Series / European Central Bank
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Working Papers / Dipartimento di Scienze Economiche, Facoltà di Economia
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RePEc
17
ECONIS (ZBW)
14
EconStor
1
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Intraday option price changes and net buying pressure
Ryu, Doojin
;
Yang, Heejin
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 292-297
Persistent link: https://www.econbiz.de/10012803523
Saved in:
6
Jumps at ultra-high frequency : evidence from the Chinese stock market
Zhang, Chuanhai
;
Liu, Zhi
;
Liu, Qiang
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013332776
Saved in:
7
A deep dive : does big data improve maturity in the developed capital markets?
Singh, Rajesh Kumar
;
Mitra, Subrata Kumar
- In:
Theoretical economics letters
9
(
2019
)
1
,
pp. 60-74
Persistent link: https://www.econbiz.de/10012005237
Saved in:
8
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
Saved in:
9
Trading intensity and the volume-volatility relationship on the Tunis Stock Exchange
Karaa, Rabaa
;
Slim, Skander
;
Hmaied, Dorra Mezzez
- In:
Research in international business and finance
44
(
2018
),
pp. 88-99
Persistent link: https://www.econbiz.de/10011983015
Saved in:
10
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
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