High-Frequency Data - Articles - Scientific Research Publishing

Intraday Periodicity and Long Memory Volatility in Hong Kong Stock Market (Articles)

Wei Dai, Dejun Xie, Bianxia Sun

Open Journal of Social Sciences Vol.3 No.7，July 14, 2015

DOI: 10.4236/jss.2015.37011 3,467 Downloads 4,470 Views Citations
Modeling Cryptocurrency Market Volatility during FOMC Announcements: Evidence from High-Frequency Data (Articles)

Barış Falay

Journal of Mathematical Finance Vol.14 No.4，September 24, 2024

DOI: 10.4236/jmf.2024.144022 101 Downloads 513 Views Citations
Modeling and Forecasting Financial Volatilities Using a Joint Model for Range and Realized Volatility (Articles)

Yunqian Ma, Yuanying Jiang

Open Journal of Business and Management Vol.4 No.2，April 12, 2016

DOI: 10.4236/ojbm.2016.42022 2,612 Downloads 4,177 Views Citations
Jumps in High-Frequency Data on the Chinese Stock Market (Articles)

Ying Li, Tengfei Jiang

Journal of Mathematical Finance Vol.7 No.2，May 31, 2017

DOI: 10.4236/jmf.2017.72025 1,476 Downloads 2,834 Views Citations
This article belongs to the Special Issue on Density Estimation in Finance and Insurance
Study on Stock Index Futures’ Mean Reversion Effect and Arbitrage in China Based on High-Frequency Data (Articles)

Wei Zhuo, Xiujuan Zhao, Zhou Zhou, Shouyang Wang

iBusiness Vol.4 No.1，March 31, 2012

DOI: 10.4236/ib.2012.41009 7,183 Downloads 12,698 Views Citations
Forecasting Realized Volatility Using Subsample Averaging (Articles)

Huiyu Huang, Tae-Hwy Lee

Open Journal of Statistics Vol.3 No.5，October 9, 2013

DOI: 10.4236/ojs.2013.35044 3,922 Downloads 6,248 Views Citations
Hybrid ARIMA/RBF Framework for Prediction BUX Index (Articles)

Dušan Marček

Journal of Computer and Communications Vol.3 No.5，May 25, 2015

DOI: 10.4236/jcc.2015.35008 2,758 Downloads 3,542 Views Citations
Dynamic Option Pricing Model Based on the Realized-GARCH-NIG Approach (Articles)

Honglei Zhang, Yixiang Tian, Gaoxun Zhang

Open Journal of Social Sciences Vol.4 No.3，March 15, 2016

DOI: 10.4236/jss.2016.43011 2,467 Downloads 3,485 Views Citations
Measuring the Intraday Jump Tail Risk of Financial Asset Price with Noisy High Frequency Data (Articles)

Chao Yu, Xujie Zhao, Feng Zhang

Open Journal of Statistics Vol.7 No.1，February 20, 2017

DOI: 10.4236/ojs.2017.71006 1,381 Downloads 2,612 Views Citations
Modelling Animal Activity as Curves: An Approach Using Wavelet-Based Functional Data Analysis (Articles)

Barbara Henning, Airton Kist, Alusio Pinheiro, Rafael L. Camargo, Thiago M. Batista, Everardo M. Carneiro, Sérgio F. dos Reis

Open Journal of Statistics Vol.7 No.2，April 20, 2017

DOI: 10.4236/ojs.2017.72016 1,400 Downloads 2,560 Views Citations
A New Way to Compute the Probability of Informed Trading (Articles)

Antoine Bambade

Journal of Mathematical Finance Vol.9 No.4，October 25, 2019

DOI: 10.4236/jmf.2019.94032 1,507 Downloads 5,499 Views Citations
Portfolio Research Based on Mean-Realized Variance-CVaR and Random Matrix Theory under High-Frequency Data (Articles)

Yajie Yang, Yipin Zhu, Xia Zhao

Journal of Financial Risk Management Vol.9 No.4，December 11, 2020

DOI: 10.4236/jfrm.2020.94026 620 Downloads 1,632 Views Citations
Estimation and Application of GARCH-X Model Based on High-Frequency Data (Articles)

Zefang Song, Lingjun Chen, Wenlin Huang

American Journal of Industrial and Business Management Vol.15 No.2，February 20, 2025

DOI: 10.4236/ajibm.2025.152012 54 Downloads 259 Views Citations
This article belongs to the Special Issue on Business, Finance and Investment
A Deep Dive: Does Big Data Improve Maturity in the Developed Capital Markets? (Articles)

Rajesh Kumar Singh, Subrata Kumar Mitra

Theoretical Economics Letters Vol.9 No.1，January 29, 2019

DOI: 10.4236/tel.2019.91006 947 Downloads 1,946 Views Citations
Inductances Design of High-Frequency Coaxial Transformers (Articles)

Gierri Waltrich

Open Access Library Journal Vol.3 No.7，July 26, 2016

DOI: 10.4236/oalib.1102820 1,404 Downloads 3,670 Views Citations
Execution and Block Trade Pricing with Optimal Constant Rate of Participation (Articles)

Olivier Guéant

Journal of Mathematical Finance Vol.4 No.4，August 28, 2014

DOI: 10.4236/jmf.2014.44023 3,841 Downloads 5,227 Views Citations
Are Mispricings Long-Lasting or Short-Lived? Evidence from S & P 500 Index ETF Options (Articles)

Feng Jiao

Theoretical Economics Letters Vol.8 No.3，February 12, 2018

DOI: 10.4236/tel.2018.83027 861 Downloads 2,375 Views Citations
This article belongs to the Special Issue on Financial Derivatives
Carbon Dioxide Levels When Starting High Frequency Ventilation in Neonates (Articles)

Jany Pienaar, Mark W. Davies

Open Journal of Pediatrics Vol.12 No.2，May 11, 2022

DOI: 10.4236/ojped.2022.122039 112 Downloads 712 Views Citations
Monitoring Electromagnetic Field Emitted by High Frequencies Home Utilities (Articles)

Emanuele Calabrò, Salvatore Magazù

Journal of Electromagnetic Analysis and Applications Vol.2 No.9，October 12, 2010

DOI: 10.4236/jemaa.2010.29074 7,012 Downloads 12,422 Views Citations
Analysis of Thermal Behavior of High Frequency Transformers Using Finite Element Method (Articles)

Hossein Babaie, Hassan Feshki Farahani

Journal of Electromagnetic Analysis and Applications Vol.2 No.11，December 1, 2010

DOI: 10.4236/jemaa.2010.211082 8,296 Downloads 14,420 Views Citations

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