CONDITIONAL DURATION MODELS FOR HIGH-FREQUENCY DATA: A REVIEW ON RECENT DEVELOPMENTS

2018 ◽  
Vol 33 (1) ◽  
pp. 252-273 ◽  
Author(s):  
Saranjeet Kaur Bhogal ◽  
Ramanathan Thekke Variyam
Keyword(s):  
High Frequency ◽  
Duration Models ◽  
High Frequency Data ◽  
Frequency Data ◽  
Recent Developments

Forecasting using high-frequency data: a comparison of asymmetric financial duration models

2009 ◽  
Vol 28 (5) ◽  
pp. 371-386 ◽  
Author(s):  
Qi Zhang ◽  
Charlie X Cai ◽  
Kevin Keasey
Keyword(s):  
High Frequency ◽  
Duration Models ◽  
High Frequency Data ◽  
Frequency Data

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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