Do News Articles Have an Impact on Trading? - Korean Market Studies with High Frequency Data

2018 ◽  
pp. 129-139 ◽  
Author(s):  
Sungjae Yoon ◽  
Aiko Suge ◽  
Hiroshi Takahashi
Keyword(s):  
High Frequency ◽  
High Frequency Data ◽  
Frequency Data ◽  
Korean Market

Efficient Estimation of Volatility using High Frequency Data

2002 ◽  
Author(s):  
Gilles O. Zumbach ◽  
Fulvio Corsi ◽  
Adrian Trapletti
Keyword(s):  
High Frequency ◽  
Efficient Estimation ◽  
High Frequency Data ◽  
Frequency Data

Forecasting Exchange Rate Realized Volatility Through Decomposition Using High-Frequency Data

2017 ◽  
Author(s):  
Rim mname Lamouchi ◽  
Russell mname Davidson ◽  
Ibrahim mname Fatnassi ◽  
Abderazak Ben mname Maatoug
Keyword(s):  
Exchange Rate ◽  
High Frequency ◽  
Realized Volatility ◽  
High Frequency Data ◽  
Frequency Data
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