High-frequency data analysisNadine Hirte
Analysis of these data thus introduces new challenges to financial economists and statisticians. This chapter explains these special characteristics, considers methods for analyzing high-frequency data, and discusses implications of the results obtained. In particular, it discusses nonsynchronous trading, bid...
易于获得的高频数据(high-frequency data)仅对高频模型有用。在长达一个世纪的股票市场数据中,只有最近十年内的数据可 … blog.sina.com.cn|基于6个网页 释义: 全部,高频数据 1. There'sasystemicgap,Varianpoints out,betweenthe low-frequencydataemployedbygovernmentsandthehigh-frequencydataofbusiness. ...
Financial econometric analysis at ultra-high frequency: Data handling concerns The financial econometrics literature on Ultra High-Frequency Data (UHFD)has been growing steadily in recent years. However, it is not always straightforwa... CT Brownlees,GM Gallo - 《Computational Statistics & Data Ana...
A.Importance of Signal Integrity Analysis The importance of signal integrity analysis in high frequency PCBs must be considered. Here's why it's crucial: 1. Preservation of Signal Quality: ·High-frequency signals are vulnerable to distortion, reflections, and noise. Signal integrity analysis helps...
Editor's introduction to panel discussion on analysis of high-frequency data[J]. Journal of Business & Economic Statistics 2000, Apr, 139.Ruey S,Tsay.Editor’s introduction to panel discussion on analysis of high frequency data.Journal of Business. 2000...
High-speed data feeds transmit data such as price quotes and yields without delays and are used inhigh-frequency trading(HFT) forreal-timedata analysis. These data feeds may be transmitted over fiber optic cable, microwave frequency broadcast, or via co-location at exchange server sites. Since ...
because of the prevalence of these types of high-frequency strategies that “front-run” large bid or ask orders, many traditional market makers no longer quote large sizes. This has led to a general decrease of the NBBO sizes across many markets. For example, even in highly liquid stocks ...
The wavelet transform was used for data analysis in addition to traditional techniques. The analysis indicated that low velocity behaviour and valve opening characteristics are of primary importance in determining high frequency harmonic force generation. The simulations showed good agreement with measured ...
关键词: agricultural futures market long memory high-frequency data biased-corrected version of R/S analysis 会议名称: Fifth International Conference on Computational & Information Sciences 会议时间: 24 October 2013 主办单位: IEEE 被引量: 1