Modelling, Estimation and Visualization of Multivariate Dependence for High-frequency Data

2009 ◽  
pp. 267-300 ◽  
Author(s):  
Erik Brodin ◽  
Claudia Klüppelberg
Keyword(s):  
High Frequency ◽  
High Frequency Data ◽  
Frequency Data ◽  
Multivariate Dependence

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
Sign in / Sign up

Export Citation Format

Share Document