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high-frequency data
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Applied economics letters
Journal of econometrics
55
CREATES Research Papers
45
Statistics & Probability Letters
22
Stochastic Processes and their Applications
20
Physica A: Statistical Mechanics and its Applications
19
Annals of the Institute of Statistical Mathematics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Statistical Inference for Stochastic Processes
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Journal of risk and financial management : JRFM
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International review of economics & finance : IREF
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Discussion Papers in Economics and Business
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International journal of forecasting
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
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Do intraday data contain more information for volatility forecasting? : evidence from the Chinese commodity futures market
Jiang, Ying
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Applied economics letters
22
(
2015
)
1/3
,
pp. 218-222
Persistent link: https://www.econbiz.de/10010481970
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2
All the frequencies matter in the Bitcoin market : an efficiency analysis
Vidal-Tomás, David
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 212-218
Persistent link: https://www.econbiz.de/10012803487
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3
COVID-19 pandemic news and stock market reaction during the onset of the crisis : evidence from high-frequency data
Ambros, Maximilian
;
Frenkel, Michael
;
Toan Luu Duc Huynh
; …
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1686-1689
Persistent link: https://www.econbiz.de/10012652574
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4
Extracting shadow exchange rates and foreign exchange premia during currency crises : an example from Egypt
Bassiouny, Aliaa
;
Tooma, Eskandar A.
- In:
Applied economics letters
26
(
2019
)
1
,
pp. 32-36
Persistent link: https://www.econbiz.de/10012204124
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5
Does variance risk premium predict expected returns?
Kuang, Xian-Ji
;
Hsu, Yueh-Hua
;
Chang, Alan
;
Lin, Shih-kuei
- In:
Applied economics letters
31
(
2024
)
13
,
pp. 1227-1233
Persistent link: https://www.econbiz.de/10014558807
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6
Nowcasting the trajectory of the COVID-19 recovery
Fuleky, Peter
- In:
Applied economics letters
29
(
2022
)
11
,
pp. 1037-1041
Persistent link: https://www.econbiz.de/10013412024
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7
Asymmetric ambiguity spillover among international equity markets
Qin, Xiao
;
Wang, Yuwen
- In:
Applied economics letters
30
(
2023
)
13
,
pp. 1843-1849
Persistent link: https://www.econbiz.de/10014305155
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