„high-frequency data“

Suchergebnisse

1.000+ Treffer

• Analyzing Long-Duration and High-Frequency Data Using the Time-Varying Effect Model
  Xie, Haiyi ; Drake, Robert E. ; Kim, Sunny Jung ; McHugo, Gregory J.
• Econometrics of Financial High-Frequency Data
  Hautsch, Nikolaus 2012 Springer Berlin Heidelberg
• Do high-frequency financial data help forecast oil prices? The MIDAS touch at work
  Baumeister, Christiane ; Guérin, Pierre ; Kilian, Lutz 2013 Univ.-Bibliothek Frankfurt am Main
• Euro area government bonds – Integration and fragmentation during the sovereign debt crisis
  Ehrmann, Michael ; Fratzscher, Marcel 2015 Deutsches Institut für Wirtschaftsforschung (DIW)
• Intraday dynamic relationships between CSI 300 index futures and spot markets: a high-frequency analysis
  Zhou, Bei ; Wu, Chong
• A Nonparametric Model for High-Frequency Energy Prices
  Gudkov, Nikolay ; Ignatieva, Ekaterina
• High-frequency and high-quality survey data collection: The Mannheim Corona study
  Blom, Annelies G. ; Cornesse, Carina ; Friedel, Sabine ; Krieger, Ulrich ; Fikel, Marina ; Rettig, Tobias ; Wenz, Alexander ; Juhl, Sebastian ; Lehrer, Roni ; Möhring, Katja ; Naumann, Elias ; Reifenscheid, Maximiliane 2020 Universitätsbibliothek Mannheim
• Funding liquidity and stocks’ market liquidity: structural estimation from high-frequency data
  Aielli, Gian Piero ; Pirino, Davide
• Electrical consumption forecasting: a framework for high frequency data
  Michell, Kevin ; Kristjanpoller Rodríguez, Werner ; Minutolo, Marcel C.
• Mixed effect model for absolute log returns of ultra high frequency data
  Haug, Stephan ; Czado, Claudia
• Prediction of storm transfers and annual loads with data-based mechanistic models using high-frequency data
  Ockenden, Mary C. ; Tych, Wlodek ; Beven, Keith ; Collins, Adrian ; Evans, Robert ; Falloon, Peter D. ; Forber, Kirsty J. ; Hiscock, Kevin M. ; Hollaway, Michael J. ; Kahana, Ron ; Macleod, Christopher J. A. ; Villamizar, Martha L. ; Wearing, Catherine ; Withers, Paul J. A. ; Zhou, Jian G. ; Benskin, Clare McW. H. ; Burke, Sean ; Cooper, Richard J. ; Freer, Jim E. ; Haygarth, Philip
• Measuring and Forecasting Stock Market Volatilities with High-Frequency Data
  Vo, Minh T.
• A Novel Window Analysis and Its Application to Evaluating High-Frequency Trading Strategies
  Ha Che-Ngoc ; Nguyen-Ngoc, Thach ; Thao Nguyen-Trang
• Toward an open access to high-frequency lake modeling and statistics data for scientists and practitioners – the case of Swiss lakes using Simstrat v2.1
  Gaudard, Adrien ; Råman Vinnå, Love ; Bärenbold, Fabian ; Schmid, Martin ; Bouffard, Damien
• Toward an open-access of high-frequency lake modelling and statistics data for scientists and practitioners. The case of Swiss Lakes using Simstrat v2.1
  Gaudard, Adrien ; Råman Vinnå, Love ; Bärenbold, Fabian ; Schmid, Martin ; Bouffard, Damien
• Complexity, nonlinearity and high frequency financial data modeling: lessons from computational approaches
  Amman, Hans M. ; Barnett, William A. ; Jawadi, Fredj ; Tucci, Marco Paolo
• Empirical Study of Portfolio Performance Using High-Frequency Data: A Liquidity Perspective
  Zheng, Xuzhu
• An improved Rao algorithm for frequency stability enhancement of nonlinear power system interconnected by AC/DC links with high renewables penetration
  Khamies, Mohamed ; Magdy, Gaber ; Selim, Ali ; Kamel, Salah
• An Investigation on the Usability of High-Frequency Wind Turbine Controller Data for Predictive Maintenance
  Roberts, Evan Dwayne ; Roscher, Björn ; Winnemöller, Tobias ; Schelenz, Ralf 2019 Universitätsbibliothek der RWTH Aachen
• Safe havens for Bitcoin and Ethereum: evidence from high-frequency data
  Ali, Fahad ; Khurram, Muhammad Usman ; Sensoy, Ahmet