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Special issue on high frequency data in finance ; Pt. 1
Baillie, Richard (contributor);  … - 1997
Persistent link: https://www.econbiz.de/10001224723
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Realizing the extremes : estimation of tail-risk measures from a high-frequency perspective
Bee, Marco; Dupuis, Debbie J.; Trapin, Luca - In: Journal of empirical finance 36 (2016), pp. 86-99
Persistent link: https://www.econbiz.de/10011662757
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The frequency of regime switching in financial market volatility
BenSaïda, Ahmed - In: Journal of empirical finance 32 (2015), pp. 63-79
Persistent link: https://www.econbiz.de/10011556784
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Dynamic copula models and high frequency data
De Lira Salvatierra, Irving Arturo; Patton, Andrew J. - In: Journal of empirical finance 30 (2015), pp. 120-135
Persistent link: https://www.econbiz.de/10011489292
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Special issue on high frequency data in finance
Baillie, Richard (contributor);  … - 1997
Persistent link: https://www.econbiz.de/10001505850
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Does intraday technical analysis in the US equity market have value?
Marshall, Ben R.; Cahan, Rochester H.; Cahan, Jared M. - In: Journal of empirical finance 15 (2008) 2, pp. 199-210
Persistent link: https://www.econbiz.de/10003699122
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The predictive power of Nelson-Siegel factor loadings for the real economy
Han, Yang; Jiao, Anqi; Ma, Jun - In: Journal of empirical finance 64 (2021), pp. 95-127
Persistent link: https://www.econbiz.de/10013259403
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Relative spread and price discovery
Aldrich, Eric M.; Lee, Seung - In: Journal of empirical finance 48 (2018), pp. 81-98
Persistent link: https://www.econbiz.de/10012109271
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A compound duration model for high-frequency asset returns
Aldrich, Eric M.; Heckenbach, Indra; Laughlin, Gregory - In: Journal of empirical finance 39 (2016), pp. 105-128
Persistent link: https://www.econbiz.de/10011663312
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Trading places : price leadership and the competition for order flow
Ibikunle, Gbenga - In: Journal of empirical finance 49 (2018), pp. 178-200
Persistent link: https://www.econbiz.de/10012117739