Volatility Analysis of Chinese Stock Market Using High-Frequency Financial Big Data

2015 IEEE International Conference on Smart City/SocialCom/SustainCom (SmartCity) ◽

10.1109/smartcity.2015.234 ◽

2015 ◽

Author(s):

Tongtong Dong ◽

Bowei Yang ◽

Tianhai Tian

Keyword(s):

Big Data ◽

Stock Market ◽

High Frequency ◽

Chinese Stock Market ◽

Volatility Analysis

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Multifractal detrended fluctuation analysis on high-frequency SZSE in Chinese stock market

Physica A Statistical Mechanics and its Applications ◽

10.1016/j.physa.2019.01.040 ◽

2019 ◽

Vol 521 ◽

pp. 225-235 ◽

Author(s):

Danlei Gu ◽

Jingjing Huang

Keyword(s):

Stock Market ◽

High Frequency ◽

Detrended Fluctuation Analysis ◽

Fluctuation Analysis ◽

Chinese Stock Market ◽

Multifractal Detrended Fluctuation Analysis ◽

Detrended Fluctuation

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Price Limits and Asymmetry of Price Dynamics—High Frequency Evidence from the Chinese Stock Market

Emerging Markets Finance and Trade ◽

10.1080/1540496x.2018.1553163 ◽

2019 ◽

Vol 56 (7) ◽

pp. 1447-1461 ◽

Author(s):

Keqiang Hou ◽

Xing Li ◽

Wei Zhong

Keyword(s):

Stock Market ◽

High Frequency ◽

Price Dynamics ◽

Chinese Stock Market ◽

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Identifying herding effect in Chinese stock market by high-frequency data

2017 International Conference on Behavioral, Economic, Socio-cultural Computing (BESC) ◽

10.1109/besc.2017.8256359 ◽

2017 ◽

Author(s):

Yunfei Hou ◽

Jianbo Gao ◽

Fangli Fan ◽

Feiyan Liu ◽

Changqing Song

Keyword(s):

Stock Market ◽

High Frequency ◽

High Frequency Data ◽

Chinese Stock Market ◽

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Analysis of the Chinese stock market correlations in high frequency data

2011 IEEE International Symposium on IT in Medicine and Education ◽

10.1109/itime.2011.6130818 ◽

2011 ◽

Author(s):

Sun Xuelian

Keyword(s):

Stock Market ◽

High Frequency ◽

High Frequency Data ◽

Chinese Stock Market ◽

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Jumps in High-Frequency Data on the Chinese Stock Market

Journal of Mathematical Finance ◽

10.4236/jmf.2017.72025 ◽

2017 ◽

Vol 07 (02) ◽

pp. 467-490

Author(s):

Ying Li ◽

Tengfei Jiang

Keyword(s):

Stock Market ◽

High Frequency ◽

High Frequency Data ◽

Chinese Stock Market ◽

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An empirical research of probability of default measure model based on Chinese stock market high frequency data

2011 International Conference on Business Management and Electronic Information ◽

10.1109/icbmei.2011.5920534 ◽

2011 ◽

Author(s):

Ma Ruowei ◽

Bai Yukun

Keyword(s):

Stock Market ◽

Empirical Research ◽

High Frequency ◽

High Frequency Data ◽

Probability Of Default ◽

Chinese Stock Market ◽

Frequency Data ◽

Model Based ◽

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Volatility analysis based on GARCH-type models: Evidence from the Chinese stock market

Economic Research-Ekonomska Istraživanja ◽

10.1080/1331677x.2021.1967771 ◽

2021 ◽

pp. 1-25

Author(s):

Yuling Wang ◽

Yunshuang Xiang ◽

Xinyu Lei ◽

Yucheng Zhou

Keyword(s):

Stock Market ◽

Chinese Stock Market ◽

Volatility Analysis

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Jumps at Ultra-High Frequency: Evidence From the Chinese Stock Market

SSRN Electronic Journal ◽

10.2139/ssrn.3438616 ◽

2019 ◽

Author(s):

Chuanhai Zhang ◽

Zhi Liu ◽

Qiang Liu

Keyword(s):

Stock Market ◽

High Frequency ◽

Chinese Stock Market ◽

Ultra High Frequency

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Jumps at ultra-high frequency: Evidence from the Chinese stock market

Pacific-Basin Finance Journal ◽

10.1016/j.pacfin.2020.101420 ◽

2020 ◽

pp. 101420

Author(s):

Chuanhai Zhang ◽

Zhi Liu ◽

Qiang Liu

Keyword(s):

Stock Market ◽

High Frequency ◽

Chinese Stock Market ◽

Ultra High Frequency

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Big-Data for High-Frequency Volatility Analysis with Time-Deformed Observations

Mathematical and Statistical Methods for Actuarial Sciences and Finance ◽

10.1007/978-3-030-78965-7_56 ◽

2021 ◽

pp. 383-388

Author(s):

António A. F. Santos

Keyword(s):

Big Data ◽

High Frequency ◽

Volatility Analysis

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