Statistical analysis of high frequency data using autoregressive conditional duration models

2001 ◽  
Author(s):  
Kwok-wing Pang
Keyword(s):  
Statistical Analysis ◽  
High Frequency ◽  
Duration Models ◽  
High Frequency Data ◽  
Frequency Data ◽  
Autoregressive Conditional Duration

Seabed characterization from statistical analysis of high‐frequency data

2001 ◽  
Vol 110 (5) ◽  
pp. 2661-2661
Author(s):  
Samantha J. Dugelay ◽  
Richard J. Brothers ◽  
Gary J. Heald
Keyword(s):  
Statistical Analysis ◽  
High Frequency ◽  
High Frequency Data ◽  
Frequency Data

Forecasting using high-frequency data: a comparison of asymmetric financial duration models

2009 ◽  
Vol 28 (5) ◽  
pp. 371-386 ◽  
Author(s):  
Qi Zhang ◽  
Charlie X Cai ◽  
Kevin Keasey
Keyword(s):  
High Frequency ◽  
Duration Models ◽  
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