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~isPartOf:"Journal of Econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Les cahiers du GERAD"
~isPartOf:"Working Paper"
~subject:"Behavioural finance"
~subject:"Nonparametric statistics"
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Search: subject:"High-Frequency Data"
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Behavioural finance
Nonparametric statistics
High-frequency data
11
Volatilität
11
Volatility
10
Börsenkurs
7
Share price
7
high-frequency data
7
Estimation
6
Schätzung
6
Capital income
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Kapitaleinkommen
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Theorie
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Anlageverhalten
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High frequency data
4
Jumps
4
Theory
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Time series analysis
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ARCH-Modell
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Ankündigungseffekt
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Announcement effect
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Estimation theory
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Financial market
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Nichtparametrisches Verfahren
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Nonparametric tests
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Portfolio selection
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Portfolio-Management
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Risikoprämie
2
Schätztheorie
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Stochastic process
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forward guidance
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Journal of Econometrics
Journal of empirical finance
Les cahiers du GERAD
Working Paper
Journal of econometrics
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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SFB 649 discussion paper
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IRTG 1792 discussion paper
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International business review : the official journal of the European International Business Academy
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ECONIS (ZBW)
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1
Fast and furious : a high-frequency analysis of Robinhood users' trading behavior
Ardia, David
;
Aymard, Clément
;
Cenesizoglu, Tolga
-
2023
Persistent link: https://www.econbiz.de/10014443098
Saved in:
2
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:
3
Two-step estimation of the volatility functions in diffusion models with empirical applications
Ye, Xu-Guo
;
Lin, Jin-Guan
;
Zhao, Yan-Yong
;
Hao, Hong-Xia
- In:
Journal of empirical finance
33
(
2015
),
pp. 135-159
Persistent link: https://www.econbiz.de/10011556861
Saved in:
4
When machines read the news : using automated text analytics to quantify high frequency news-implied market reactions
Groß-Klußmann, Axel
;
Hautsch, Nikolaus
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 321-340
Persistent link: https://www.econbiz.de/10009301114
Saved in:
5
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:
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