//--> //--> //--> //-->
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
~person:"Hansen, Peter Reinhard"
~person:"Potiron, Yoann"
~person:"Zhang, Chuanhai"
~type:"article"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
11
Volatilität
11
Börsenkurs
9
Share price
9
Capital income
7
Kapitaleinkommen
7
Estimation
6
Schätzung
6
Time series analysis
6
Zeitreihenanalyse
6
Market microstructure
5
Marktmikrostruktur
5
High frequency data
4
High-frequency data
4
Market microstructure noise
4
Noise Trading
4
Noise trading
4
Theorie
4
Theory
4
ARCH model
3
ARCH-Modell
3
Estimation theory
3
Schätztheorie
3
Analysis of variance
2
Correlation
2
Efficient price
2
Integrated volatility
2
Jumps
2
Korrelation
2
Quasi-maximum likelihood estimator
2
Sampling
2
Stichprobenerhebung
2
Varianzanalyse
2
Virtual currency
2
Virtuelle Währung
2
high frequency data
2
Aktienmarkt
1
Asymmetric effects
1
Asymptotic bias
1
Asynchronous times
1
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Hansen, Peter Reinhard
Potiron, Yoann
Zhang, Chuanhai
Todorov, Viktor
20
Bollerslev, Tim
14
Li, Jia
14
Tauchen, George Eugene
13
Ben Omrane, Walid
10
Li, Yingying
8
Liu, Zhi
8
Podolskij, Mark
8
Andersen, Torben
7
Hounyo, Ulrich
7
Erdemlioglu, Deniz
6
Hautsch, Nikolaus
6
Lai, Yu-Sheng
6
Ma, Feng
6
McAleer, Michael
6
Papavassiliou, Vassilios G.
6
Patton, Andrew J.
6
Stübinger, Johannes
6
Yang, Xiye
6
Dungey, Mardi H.
5
Lunde, Asger
5
Ryu, Doojin
5
Sanfelici, Simona
5
Varneskov, Rasmus Tangsgaard
5
Yao, Wenying
5
Alexeev, Vitali
4
Aït-Sahalia, Yacine
4
Boudt, Kris
4
Dong, Yingjie
4
Fan, Jianqing
4
Kalaitzoglou, Iordanis
4
Kunitomo, Naoto
4
Lyócsa, Štefan
4
Nishimura, Yusaku
4
Swanson, Norman R.
4
Tang, Cheng Yong
4
Thyrsgaard, Martin
4
Ubukata, Masato
4
more ...
less ...
Published in...
All
Journal of econometrics
4
Journal of financial econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Pacific-Basin finance journal
2
Economic modelling
1
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Identifying latent factors based on
high-frequency
data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
2
Futures trading activity and the jump risk of spot market : evidence from the bitcoin market
Zhang, Chuanhai
;
Ma, Huan
;
Liao, Xiaosai
- In:
Pacific-Basin finance journal
78
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463770
Saved in:
3
Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
4
Periodicity in cryptocurrency volatility and liquidity
Hansen, Peter Reinhard
;
Kim, Chan
;
Kimbrough, Wade
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 224-251
Persistent link: https://www.econbiz.de/10014526315
Saved in:
5
Good and bad self-excitation : asymmetric self-exciting jumps in Bitcoin returns
Zhang, Chuanhai
;
Zhang, Zhengjun
;
Xu, Mengyu
;
Peng, Zhe
- In:
Economic modelling
119
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014249483
Saved in:
6
Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
Saved in:
7
Disentangling sources of high frequency market microstructure noise
Clinet, Simon
;
Potiron, Yoann
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 18-39
Persistent link: https://www.econbiz.de/10012424496
Saved in:
8
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:
9
Estimation of integrated quadratic covariation with endogenous sampling times
Potiron, Yoann
;
Mykland, Per A.
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 20-41
Persistent link: https://www.econbiz.de/10011818337
Saved in:
10
Exponential GARCH modeling with realized measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 269-287
Persistent link: https://www.econbiz.de/10011691332
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->