Showing 1 - 3 results of 3 for search '"high-frequency data"', query time: 0.04s Refine Results
  1. 1
    On the relevance of realized quarticity for exchange rate volatility forecasts

    On the relevance of realized quarticity for exchange rate volatility forecasts by Morten Risstad, Mathias Holand

    Published 2024-10-01
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  2. 2
    Safe havens for Bitcoin and Ethereum: evidence from high-frequency data

    Safe havens for Bitcoin and Ethereum: evidence from high-frequency data by Fahad Ali, Muhammad Usman Khurram, Ahmet Sensoy

    Published 2025-01-01
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  3. 3
    An Advanced Time-Varying Capital Asset Pricing Model via Heterogeneous Autoregressive Framework: Evidence from the Chinese Stock Market

    An Advanced Time-Varying Capital Asset Pricing Model via Heterogeneous Autoregressive Framework: Evidence from the Chinese Stock Market by Bohan Zhao, Hong Yin, Yonghong Long

    Published 2024-12-01
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