Does Systematic Sampling Preserve Granger Causality with an Application to High Frequency Financial Data? by Gulasekaran Rajaguru, Michael O’Neill, Tilak Abeysinghe

Subjects: Get full text

Bayesian inference for the log-symmetric autoregressive conditional duration model by JEREMIAS LEÃO, RAFAEL PAIXÃO, HELTON SAULO, THEMIS LEAO

Subjects: Get full text

Classification of Financial Events and Its Effects on Other Financial Data by Maria C. Mariani, Osei K. Tweneboah, Md Al Masum Bhuiyan, Maria P. Beccar-Varela, Ionut Florescu

Subjects: Get full text

Multiscale Model Selection for High-Frequency Financial Data of a Large Tick Stock by Means of the Jensen–Shannon Metric by Gianbiagio Curato, Fabrizio Lillo

Subjects: Get full text

Volatility Forecasting for High-Frequency Financial Data Based on Web Search Index and Deep Learning Model by Bolin Lei, Boyu Zhang, Yuping Song

Subjects: “…High-frequency Financial Data…”
Get full text

Jump Variation Estimation with Noisy High Frequency Financial Data via Wavelets by Xin Zhang, Donggyu Kim, Yazhen Wang

Subjects: “…high frequency financial data…”
Get full text

Financial High-Frequency Time Series Forecasting Based on Sub-Step Grid Search Long Short-Term Memory Network by Shihua Luo, Cong Tian

Subjects: “…High-frequency financial data…”
Get full text

An extended sparse max-linear moving model with application to high-frequency financial data by Timothy Idowu, Zhengjun Zhang

Subjects: Get full text