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 3,658 Downloads 5,166 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 224 Downloads 1,937 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 2,742 Downloads 4,726 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 1,648 Downloads 3,664 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 7,440 Downloads 13,686 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 4,150 Downloads 6,901 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 2,928 Downloads 4,077 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 2,609 Downloads 3,947 Views Citations
An Approach towards Pulse Data Transmission Using Modified Negative Luo Converter (MNLC) for Telecoms (Articles)

V. Chamundeeswari, Dr. R. Seyezhai

Circuits and Systems Vol.7 No.9, July 29, 2016

DOI: 10.4236/cs.2016.79234 1,583 Downloads 2,795 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 1,529 Downloads 3,143 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 1,515 Downloads 3,051 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 1,827 Downloads 6,903 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 916 Downloads 2,383 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 227 Downloads 1,532 Views Citations
This article belongs to the Special Issue on Business, Finance and Investment
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 1,526 Downloads 4,457 Views Citations
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 1,099 Downloads 2,394 Views Citations
FSS Based Circular Polarizer for High-Speed Wireless Communication at 75 GHz (Articles)

Ghaffer Kiani

Open Journal of Antennas and Propagation Vol.7 No.3, September 6, 2019

DOI: 10.4236/ojapr.2019.73003 1,049 Downloads 2,973 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 4,022 Downloads 6,053 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 1,051 Downloads 3,092 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 247 Downloads 1,184 Views Citations

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