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October 22, 2017
 

The Search found 2 of 16195 documents sorted by Date with the following criteria:
Subject/Keyword: high-frequency data

 
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1. Title: Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets
  Series: IMF Working Papers
  Published: July 01, 2009
  Subject(s): Emerging markets | Economic models | Bond markets | Bonds | Asset prices | Announcements | Sovereign debt | Private investment | Public information
  Author's Keyword(s): emerging markets | bond pricing | macroeconomic news | announcements | survey data | news spillovers | high-frequency data
 
2. Title: Predictive Ability of Asymmetric Volatility Models at Medium-Term Horizons
  Author/Editor: Kisinbay, Turgut
  Published: June 01, 2003
  Subject(s): Capital markets | Forecasting models
  Author's Keyword(s): GARCH | high-frequency data | realized volatility | integrated volatility | and asymmetric volatility
 

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