# high-frequency data

### Correcting the Errors : A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities

**high**-

**frequency**half-hourly, or h=1/48, spot exchange rates for the ...the

**high**-

**frequency**

**data**(both with and without corrections for the pronounced intradaily seasonal pattern in ...

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### Efficient estimation using the characteristic function : theory and applications with high frequency data

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### Empirical Analysis of Jumps Contribution to Volatility Forecasting Using High Frequency Data

**high**

**frequency**

**data**, whether jumps help or not to improve volatility forecasting by comparing the results of two models: the Heterogeneous Autoregressive model of Realized Volatility (HAR-RV), ...

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### Bootstrapping high frequency data

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### From high frequency data information : four empiricals investigations on risks measurements and asset pricing models

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### Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities

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### Ecological Functioning of the Seine River: From Long-Term Modelling Approaches to High-Frequency Data Analysis

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### The Great Synchronisation : tracking the trade collapse with high-frequency data

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### OPTIMIZATION AND STATISTICAL METHODS FOR HIGH FREQUENCY FINANCE

**data**leads to a negative value of α, meaning that the stock price exhibits a short-term mean-reversion, which is a well-known stylized fact about

**high**-

**frequency**

**data**, also called ...

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### Measuring and Forecasting the Daily Variance Based on High-Frequency Intraday and Electronic Data

**high**

**frequency**

**data**. Consequently, by applying this model to different variance measures, we can obtain different series of predicted

**data**that can be used to evaluate the forecasting ...

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### On the high frequency limit of the LLL equation

**high**frequencies. The interactions between different frequencies, say s and 2s, are always damped by a coefficient 2 1 λs . It suggests that any transfer of energy to

**high**frequencies can ...

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### Design, implementation, and evaluation of high-efficiency high-power radio-frequency inductors

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### High frequency laser-ultrasonics

**frequency**bandwidth of laser-ultrasonics is in most cases of order 1 to 30 ...of

**high**

**frequency**laser-ultrasonics will be illustrated with measurements in aluminum foil and sheet, fused quartz, ...

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### A communication analysis of high-frequency ionospheric scattering

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### Improved Regional Frequency Analysis of rainfall data

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### View of High Frequency Oscillation: The End?

**high**-quality randomized clinical trials on ARDS in adults caused the ruin of this house of cards. Indeed, ...

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### High frequency (>30 MHz) flexible broadband transducers

**frequency**varied depending on the substrate material as seen in Figs. 2-4 (b). This is probably due to the different resonant conditions determined by the UT configuration with multiple layers, and the ...

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### Frequency approach for detecting nonstationarity in dependent data

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### Heating and high frequency nonlinearities in the surface impedance of high Tc superconductors

**frequency**is the direct consequence of the increase with temperature of the dielectric constant ǫ(T ) of ...resonant

**frequency**is much weaker than that of ...resonator’s

**frequency**from that ...

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### HIGH FREQUENCY GRAVITATIONAL WAVES GENERATION IN LASER PLASMA INTERACTION

**high**ablation pressure pro- duced by the laser heating and ablation. 7 In this case, the quadrupolar mass mo- mentum writes: Q zz (t) ' M z 2 , where M is the ...

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