//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~isPartOf:"Journal of Econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Working Paper"
~person:"Wang, Shixuan"
~person:"Xu, Qi"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"High-Frequency Data"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Capital income
2
Forecasting model
2
Kapitaleinkommen
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Anlageverhalten
1
Asset allocation
1
Behavioural finance
1
Börsenkurs
1
Commodity derivative
1
Commodity futures pricing
1
Estimation
1
Exchange rate
1
High frequency data
1
High-frequency data
1
Jumps
1
Method of moments
1
Momentenmethode
1
Momentum reversal
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Nonparametric tests
1
Realized semivariance
1
Realized volatility
1
Rohstoffderivat
1
Schätzung
1
Share price
1
Time series analysis
1
Time series momentum
1
Volatility forecasting
1
Wechselkurs
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Wang, Shixuan
Xu, Qi
Todorov, Viktor
2
Alexeev, Vitali
1
Andersen, Torben G.
1
Andreou, Elena
1
Aït-Sahalia, Yacine
1
Bee, Marco
1
Bollerslev, Tim
1
Dobrev, Dobrislav
1
Dungey, Mardi H.
1
Dupuis, Debbie J.
1
Ghysels, Eric
1
Grynkiv, Iaryna
1
Hao, Hong-Xia
1
Jacod, Jean
1
Kourtellos, Andros
1
Lee, Kyungsub
1
Lee, Suzanne S.
1
Li, Bo
1
Li, Jia
1
Li, Sophia Zhengzi
1
Lin, Jin-Guan
1
Liu, Cheng
1
Liu, Zhenya
1
Lu, Shanglin
1
Mykland, Per A.
1
Nolte, Ingmar
1
Schaumburg, Ernst
1
Seo, Byoung Ki
1
Tang, Cheng Yong
1
Tauchen, George
1
Trapin, Luca
1
Yao, Wenying
1
Ye, Xu-Guo
1
Zhao, Yan-Yong
1
more ...
less ...
Published in...
All
Journal of Econometrics
Journal of empirical finance
Working Paper
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
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
The economic value of volatility timing with realized jumps
Nolte, Ingmar
;
Xu, Qi
- In:
Journal of empirical finance
34
(
2015
),
pp. 45-59
Persistent link: https://www.econbiz.de/10011556992
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->