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~isPartOf:"Journal of Econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of international financial markets, institutions & money"
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Search: subject:"High-Frequency Data"
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High-frequency data
17
Volatility
15
Volatilität
15
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10
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10
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8
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Kinateder, Harald
2
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1
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Journal of Econometrics
Journal of empirical finance
Journal of international financial markets, institutions & money
Working Paper
Journal of econometrics
47
Physica A: Statistical Mechanics and its Applications
17
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Studies in Nonlinear Dynamics & Econometrics
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The North American journal of economics and finance : a journal of financial economics studies
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Econometric Reviews
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Pacific-Basin finance journal
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Statistical Inference for Stochastic Processes
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The European journal of finance
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of Financial Markets
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Journal of applied econometrics
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ECONIS (ZBW)
17
RePEc
7
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date (oldest first)
1
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
2
Realized higher-order moments spillovers across cryptocurrencies
Apergēs, Nikolaos
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014433236
Saved in:
3
The size of good and bad volatility shocks does matter for spillovers
Bouri, Elie
;
Harb, Etienne
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013533155
Saved in:
4
Good versus bad information transmission in the cryptocurrency market : evidence from
high-frequency
data
Naeem, Muhammad Abubakr
;
Iqbal, Najaf
;
Lucey, Brian M.
; …
- In:
Journal of international financial markets, …
81
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013533419
Saved in:
5
Information shares and market quality before and during the European sovereign debt crisis
Papavassiliou, Vassilios G.
;
Kinateder, Harald
- In:
Journal of international financial markets, …
72
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012801546
Saved in:
6
Central bank announcements and realized volatility of stock markets in G7 countries
Lyócsa, Štefan
;
Molnár, Peter
;
Plíhal, Tomáš
- In:
Journal of international financial markets, …
58
(
2019
),
pp. 117-135
Persistent link: https://www.econbiz.de/10012127844
Saved in:
7
High frequency volatility co-movements in cryptocurrency markets
Katsiampa, Paraskevi
;
Corbet, Shaen
;
Lucey, Brian M.
- In:
Journal of international financial markets, …
62
(
2019
),
pp. 35-52
Persistent link: https://www.econbiz.de/10012262439
Saved in:
8
Sovereign bond return prediction with realized higher moments
Kinateder, Harald
;
Papavassiliou, Vassilios G.
- In:
Journal of international financial markets, …
62
(
2019
),
pp. 53-73
Persistent link: https://www.econbiz.de/10012262440
Saved in:
9
The intraday volatility spillover index approach and an application in the Brexit vote
Nishimura, Yusaku
;
Sun, Bianxia
- In:
Journal of international financial markets, …
55
(
2018
),
pp. 241-253
Persistent link: https://www.econbiz.de/10011984139
Saved in:
10
Time-varying continuous and jump betas : the role of firm characteristics and periods of stress
Alexeev, Vitali
;
Dungey, Mardi H.
;
Yao, Wenying
- In:
Journal of empirical finance
40
(
2017
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011744408
Saved in:
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