scholarly journals A sequential approach to testing seasonal unit roots in high frequency data

2005 ◽  
Vol 32 (6) ◽  
pp. 555-569 ◽  
Author(s):  
Paulo M.M. Rodrigues ◽  
Philip Hans Franses
Keyword(s):  
High Frequency ◽  
Unit Roots ◽  
High Frequency Data ◽  
Frequency Data ◽  
Sequential Approach ◽  
Seasonal Unit Roots

Efficient Estimation of Volatility using High Frequency Data

2002 ◽  
Author(s):  
Gilles O. Zumbach ◽  
Fulvio Corsi ◽  
Adrian Trapletti
Keyword(s):  
High Frequency ◽  
Efficient Estimation ◽  
High Frequency Data ◽  
Frequency Data

Forecasting Exchange Rate Realized Volatility Through Decomposition Using High-Frequency Data

2017 ◽  
Author(s):  
Rim mname Lamouchi ◽  
Russell mname Davidson ◽  
Ibrahim mname Fatnassi ◽  
Abderazak Ben mname Maatoug
Keyword(s):  
Exchange Rate ◽  
High Frequency ◽  
Realized Volatility ◽  
High Frequency Data ◽  
Frequency Data
Sign in / Sign up

Export Citation Format

Share Document