Adaptive estimation of continuous-time regression models using high-frequency data

2017 ◽  
Vol 200 (1) ◽  
pp. 36-47 ◽  
Author(s):  
Jia Li ◽  
Viktor Todorov ◽  
George Tauchen
Keyword(s):  
Continuous Time ◽  
High Frequency ◽  
Regression Models ◽  
Adaptive 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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