scholarly journals A sequential approach to testing seasonal unit roots in high frequency data

2005 ◽  
Vol 32 (6) ◽  
pp. 555-569 ◽  
Author(s):  
Paulo M.M. Rodrigues ◽  
Philip Hans Franses
Keyword(s):  
High Frequency ◽  
Unit Roots ◽  
High Frequency Data ◽  
Frequency Data ◽  
Sequential Approach ◽  
Seasonal Unit Roots

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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