Browse by Subject High-frequency data

Showing results 1 to 5 of 5

1
Dynamical Analyses of the Time Series for Three Foreign Exchange Rates

Kim, Sehyun; Kim, Soo Yong; Jung, Jae-Won; Kim, Kyungsik, JOURNAL OF THE KOREAN PHYSICAL SOCIETY, v.60, no.9, pp.1473 - 1476, 2012-05

2
Learning multi-market microstructure from order book data

Ju, Geonhwan; Kim, Kyoung-Kuk; Lim, Dong Young, QUANTITATIVE FINANCE, v.19, no.9, pp.1517 - 1529, 2019-09

3
Stock Market's responses to intraday investor sentiment

Seok, Sang Ik; Cho, Hoon; Ryu, Doojin, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.58, 2021-11

4
Structured volatility matrix estimation for non-synchronized high-frequency financial data

Fan, Jianqing; Kim, Donggyu, JOURNAL OF ECONOMETRICS, v.209, no.1, pp.61 - 78, 2019-03

5
세가지 외환율의 시계열에 대한 무리거동

김세현; 김경식, 새물리, v.62, no.8, pp.856 - 861, 2012-08

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