Browse "MT-Journal Papers(저널논문)" by Subject High-frequency data

Showing results 1 to 2 of 2

1
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

2
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

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