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|1.||Nonlinear dynamics in high-frequency intraday financial dataNONLINEAR DYNAMICS. IN HIGH-FREQUENCY. INTRADAY FINANCIAL DATA:
EVIDENCE FOR THE UK. LONG GILT FUTURES. MARKET. DAVID G.
MCMILLAN. ALAN E. H. SPEIGHT*. Recent research investigating the properties
of high-Tags:Nonlinear Dynamics In High Frequency IntraDay Financial Data
|2.||FINANCE High frequency data in financial markets - ScienceDirectthe data, methodological issues such as the treatment of time, the effects of intra-
day seasonals, and the effects of time-varying volatility, and the information
content of various market data. We also address using highTags:Nonlinear Dynamics In High Frequency IntraDay Financial Data
|3.||forecasting volatility using high-frequency data - Italian Journal ofrepresent the most popular statistical instrument to capture the dynamics of asset
... fix sampling frequency, has further moved the frontier in financial time series ....
U-shaped intraday seasonality in volatility pTags:Nonlinear Dynamics In High Frequency IntraDay Financial Data
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