Constrained retropolation of high-frequency data using related series: A simple dynamic model approach

2003 ◽  
Vol 12 (1) ◽  
pp. 109-119 ◽  
Author(s):  
Tommaso Di Fonzo
Keyword(s):  
Dynamic Model ◽  
High Frequency ◽  
High Frequency Data ◽  
Frequency Data ◽  
Related Series ◽  
Model Approach

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
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