Modelling intervalling effect of high frequency trading on portfolio volatility
Year of publication: |
2020
|
---|---|
Authors: | Hong, KiHoon |
Published in: |
Inventi impact: supply chain & logistics. - Bhopal : Inventi Journals, ISSN 2249-0981, ZDB-ID 2821950-8. - 2020, 1, p. 56-64
|
Subject: | Volatility | Fast Trading | Momentum Trading | Time Series Momentum | Intervalling Effect | Volatilität | Portfolio-Management | Portfolio selection | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Elektronisches Handelssystem | Electronic trading | Momentenmethode | Method of moments |
-
Modelling intervalling effect of high frequency trading on portfolio volatility
Hong, KiHoon, (2019)
-
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya, (2023)
-
Vandenbruaene, Jonas, (2023)
- More ...
-
Economic growth and the arts: A macroeconomic study
Lee, Rawon, (2020)
-
Bitcoin : medium of exchange or speculative assets?
Baur, Dirk G., (2018)
-
Sovereign risk contagion in East Asia : a mixture of time-varying copulas approach
Lee, Yong Woong, (2018)
- More ...