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You searched for subject:(high frequency solar data). Showing records 1 – 30 of 87348 total matches.

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1. Jiang, Dongchen. A comparative study on large multivariate volatility matrix modeling for high-frequency financial data.

Degree: MS, 2015, Worcester Polytechnic Institute

 Modeling and forecasting the volatilities of high-frequency data observed on the prices of financial assets are vibrant research areas in econometrics and statistics. However, most… (more)

Subjects/Keywords: high-frequency financial data; ARVM; DCC

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APA (6th Edition):

Jiang, D. (2015). A comparative study on large multivariate volatility matrix modeling for high-frequency financial data. (Thesis). Worcester Polytechnic Institute. Retrieved from etd-043015-095141 ; https://digitalcommons.wpi.edu/etd-theses/587

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Jiang, Dongchen. “A comparative study on large multivariate volatility matrix modeling for high-frequency financial data.” 2015. Thesis, Worcester Polytechnic Institute. Accessed December 05, 2020. etd-043015-095141 ; https://digitalcommons.wpi.edu/etd-theses/587.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Jiang, Dongchen. “A comparative study on large multivariate volatility matrix modeling for high-frequency financial data.” 2015. Web. 05 Dec 2020.

Vancouver:

Jiang D. A comparative study on large multivariate volatility matrix modeling for high-frequency financial data. [Internet] [Thesis]. Worcester Polytechnic Institute; 2015. [cited 2020 Dec 05]. Available from: etd-043015-095141 ; https://digitalcommons.wpi.edu/etd-theses/587.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Jiang D. A comparative study on large multivariate volatility matrix modeling for high-frequency financial data. [Thesis]. Worcester Polytechnic Institute; 2015. Available from: etd-043015-095141 ; https://digitalcommons.wpi.edu/etd-theses/587

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Victoria

2. Duan, Jun. Nowcasting by the BSTS-U-MIDAS Model.

Degree: Department of Economics, 2015, University of Victoria

 Using high frequency data for forecasting or nowcasting, we have to deal with three major problems: the mixed frequency problem, the high dimensionality (fat re-… (more)

Subjects/Keywords: forecasting; nowcasting; BSTS-U-MIDAS model; high frequency data; mixed frequency problem; high dimensionality

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APA (6th Edition):

Duan, J. (2015). Nowcasting by the BSTS-U-MIDAS Model. (Masters Thesis). University of Victoria. Retrieved from http://hdl.handle.net/1828/6711

Chicago Manual of Style (16th Edition):

Duan, Jun. “Nowcasting by the BSTS-U-MIDAS Model.” 2015. Masters Thesis, University of Victoria. Accessed December 05, 2020. http://hdl.handle.net/1828/6711.

MLA Handbook (7th Edition):

Duan, Jun. “Nowcasting by the BSTS-U-MIDAS Model.” 2015. Web. 05 Dec 2020.

Vancouver:

Duan J. Nowcasting by the BSTS-U-MIDAS Model. [Internet] [Masters thesis]. University of Victoria; 2015. [cited 2020 Dec 05]. Available from: http://hdl.handle.net/1828/6711.

Council of Science Editors:

Duan J. Nowcasting by the BSTS-U-MIDAS Model. [Masters Thesis]. University of Victoria; 2015. Available from: http://hdl.handle.net/1828/6711


University of Texas – Austin

3. Baumgartner, Theresa Helene. Maximizing the value of information from high-frequency downhole dynamics data.

Degree: PhD, Petroleum Engineering, 2017, University of Texas – Austin

 Downhole drilling dynamics are poorly understood. Neither models nor experiments seem capable of fully describing the movements and forces of the drillstring during drilling. Downhole… (more)

Subjects/Keywords: Drilling dynamics data; Whirl vibrations; High frequency data

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APA (6th Edition):

Baumgartner, T. H. (2017). Maximizing the value of information from high-frequency downhole dynamics data. (Doctoral Dissertation). University of Texas – Austin. Retrieved from http://hdl.handle.net/2152/62227

Chicago Manual of Style (16th Edition):

Baumgartner, Theresa Helene. “Maximizing the value of information from high-frequency downhole dynamics data.” 2017. Doctoral Dissertation, University of Texas – Austin. Accessed December 05, 2020. http://hdl.handle.net/2152/62227.

MLA Handbook (7th Edition):

Baumgartner, Theresa Helene. “Maximizing the value of information from high-frequency downhole dynamics data.” 2017. Web. 05 Dec 2020.

Vancouver:

Baumgartner TH. Maximizing the value of information from high-frequency downhole dynamics data. [Internet] [Doctoral dissertation]. University of Texas – Austin; 2017. [cited 2020 Dec 05]. Available from: http://hdl.handle.net/2152/62227.

Council of Science Editors:

Baumgartner TH. Maximizing the value of information from high-frequency downhole dynamics data. [Doctoral Dissertation]. University of Texas – Austin; 2017. Available from: http://hdl.handle.net/2152/62227


Texas A&M University

4. Krishnamoorthy, Harish Sarma. Power Electronic Topologies with High Density Power Conversion and Galvanic Isolation for Utility Interface.

Degree: PhD, Electrical Engineering, 2015, Texas A&M University

 The past decade has seen a significant increase in the number of applications where power electronic converters play a major role. Renewable energy systems such… (more)

Subjects/Keywords: Power electronics; utility interface; medium frequency; high frequency; transformer; power density; wind; solar; battery; motor drive; ASD; core

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APA (6th Edition):

Krishnamoorthy, H. S. (2015). Power Electronic Topologies with High Density Power Conversion and Galvanic Isolation for Utility Interface. (Doctoral Dissertation). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/154991

Chicago Manual of Style (16th Edition):

Krishnamoorthy, Harish Sarma. “Power Electronic Topologies with High Density Power Conversion and Galvanic Isolation for Utility Interface.” 2015. Doctoral Dissertation, Texas A&M University. Accessed December 05, 2020. http://hdl.handle.net/1969.1/154991.

MLA Handbook (7th Edition):

Krishnamoorthy, Harish Sarma. “Power Electronic Topologies with High Density Power Conversion and Galvanic Isolation for Utility Interface.” 2015. Web. 05 Dec 2020.

Vancouver:

Krishnamoorthy HS. Power Electronic Topologies with High Density Power Conversion and Galvanic Isolation for Utility Interface. [Internet] [Doctoral dissertation]. Texas A&M University; 2015. [cited 2020 Dec 05]. Available from: http://hdl.handle.net/1969.1/154991.

Council of Science Editors:

Krishnamoorthy HS. Power Electronic Topologies with High Density Power Conversion and Galvanic Isolation for Utility Interface. [Doctoral Dissertation]. Texas A&M University; 2015. Available from: http://hdl.handle.net/1969.1/154991


NSYSU

5. Tsai, Yi-Po. A Study on The Random and Discrete Sampling Effect of Continuous-time Diffusion Model.

Degree: Master, Applied Mathematics, 2010, NSYSU

High-frequency financial data are not only discretely sampled in time but the time separating successive observations is often random. We review the paper of Aït-Sahalia… (more)

Subjects/Keywords: high-frequency data; continues-time diffusion model; Hermite expansion; random sampling

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APA (6th Edition):

Tsai, Y. (2010). A Study on The Random and Discrete Sampling Effect of Continuous-time Diffusion Model. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0804110-144650

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Tsai, Yi-Po. “A Study on The Random and Discrete Sampling Effect of Continuous-time Diffusion Model.” 2010. Thesis, NSYSU. Accessed December 05, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0804110-144650.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Tsai, Yi-Po. “A Study on The Random and Discrete Sampling Effect of Continuous-time Diffusion Model.” 2010. Web. 05 Dec 2020.

Vancouver:

Tsai Y. A Study on The Random and Discrete Sampling Effect of Continuous-time Diffusion Model. [Internet] [Thesis]. NSYSU; 2010. [cited 2020 Dec 05]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0804110-144650.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Tsai Y. A Study on The Random and Discrete Sampling Effect of Continuous-time Diffusion Model. [Thesis]. NSYSU; 2010. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0804110-144650

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Tasmania

6. Li, T. Duration modelling of the after-hours electronic futures market.

Degree: 2012, University of Tasmania

 This thesis explores a class of models for modelling the time between trades, known as trade duration, in the after-hours electronic market for U.S. equity… (more)

Subjects/Keywords: Duration; afterhours; high-frequency data; intraday; electronic futures

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APA (6th Edition):

Li, T. (2012). Duration modelling of the after-hours electronic futures market. (Thesis). University of Tasmania. Retrieved from https://eprints.utas.edu.au/14772/2/whole-li-thesis.pdf

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Li, T. “Duration modelling of the after-hours electronic futures market.” 2012. Thesis, University of Tasmania. Accessed December 05, 2020. https://eprints.utas.edu.au/14772/2/whole-li-thesis.pdf.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Li, T. “Duration modelling of the after-hours electronic futures market.” 2012. Web. 05 Dec 2020.

Vancouver:

Li T. Duration modelling of the after-hours electronic futures market. [Internet] [Thesis]. University of Tasmania; 2012. [cited 2020 Dec 05]. Available from: https://eprints.utas.edu.au/14772/2/whole-li-thesis.pdf.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Li T. Duration modelling of the after-hours electronic futures market. [Thesis]. University of Tasmania; 2012. Available from: https://eprints.utas.edu.au/14772/2/whole-li-thesis.pdf

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Uppsala University

7. Lundberg, David. Classification of high-frequency FX market data : Master Thesis.

Degree: Division of Systems and Control, 2015, Uppsala University

  The goal of this master thesis was to develop a method for real-time classification of market trading data at the Foreign Exchange (FX) department… (more)

Subjects/Keywords: David; Lundberg; Classification; of; high; frequency; FX; market; data; Engineering; Physics

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APA (6th Edition):

Lundberg, D. (2015). Classification of high-frequency FX market data : Master Thesis. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-256469

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lundberg, David. “Classification of high-frequency FX market data : Master Thesis.” 2015. Thesis, Uppsala University. Accessed December 05, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-256469.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lundberg, David. “Classification of high-frequency FX market data : Master Thesis.” 2015. Web. 05 Dec 2020.

Vancouver:

Lundberg D. Classification of high-frequency FX market data : Master Thesis. [Internet] [Thesis]. Uppsala University; 2015. [cited 2020 Dec 05]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-256469.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lundberg D. Classification of high-frequency FX market data : Master Thesis. [Thesis]. Uppsala University; 2015. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-256469

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

8. Ge, Qi. Essays in Applied Microeconomics .

Degree: PhD, 2016, Princeton University

 This dissertation consists of three self-contained applied microeconomics essays on topics related to behavioral economics and industrial organization. Chapter 1 studies how sentiment as a… (more)

Subjects/Keywords: airline routing announcements; energy consumption; high frequency data; tipping behavior

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APA (6th Edition):

Ge, Q. (2016). Essays in Applied Microeconomics . (Doctoral Dissertation). Princeton University. Retrieved from http://arks.princeton.edu/ark:/88435/dsp01cj82k970z

Chicago Manual of Style (16th Edition):

Ge, Qi. “Essays in Applied Microeconomics .” 2016. Doctoral Dissertation, Princeton University. Accessed December 05, 2020. http://arks.princeton.edu/ark:/88435/dsp01cj82k970z.

MLA Handbook (7th Edition):

Ge, Qi. “Essays in Applied Microeconomics .” 2016. Web. 05 Dec 2020.

Vancouver:

Ge Q. Essays in Applied Microeconomics . [Internet] [Doctoral dissertation]. Princeton University; 2016. [cited 2020 Dec 05]. Available from: http://arks.princeton.edu/ark:/88435/dsp01cj82k970z.

Council of Science Editors:

Ge Q. Essays in Applied Microeconomics . [Doctoral Dissertation]. Princeton University; 2016. Available from: http://arks.princeton.edu/ark:/88435/dsp01cj82k970z


Duke University

9. Oh, Dong Hwan. Copulas for High Dimensions: Models, Estimation, Inference, and Applications .

Degree: 2014, Duke University

  The dissertation consists of four chapters that concern topics on copulas for high dimensions. Chapter 1 proposes a new general model for high dimension… (more)

Subjects/Keywords: Economics; Statistics; Copula; Dependence; Factor Copula; High Dimension; High Frequency data; Volatility

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APA (6th Edition):

Oh, D. H. (2014). Copulas for High Dimensions: Models, Estimation, Inference, and Applications . (Thesis). Duke University. Retrieved from http://hdl.handle.net/10161/8735

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Oh, Dong Hwan. “Copulas for High Dimensions: Models, Estimation, Inference, and Applications .” 2014. Thesis, Duke University. Accessed December 05, 2020. http://hdl.handle.net/10161/8735.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Oh, Dong Hwan. “Copulas for High Dimensions: Models, Estimation, Inference, and Applications .” 2014. Web. 05 Dec 2020.

Vancouver:

Oh DH. Copulas for High Dimensions: Models, Estimation, Inference, and Applications . [Internet] [Thesis]. Duke University; 2014. [cited 2020 Dec 05]. Available from: http://hdl.handle.net/10161/8735.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Oh DH. Copulas for High Dimensions: Models, Estimation, Inference, and Applications . [Thesis]. Duke University; 2014. Available from: http://hdl.handle.net/10161/8735

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


McMaster University

10. Mayorov, Kirill. MODELLING TRADE DURATIONS WITH THE BIRNBAUM-SAUNDERS AUTOREGRESSIVE MODEL.

Degree: MSc, 2011, McMaster University

In this thesis we study the Birnbaum-Saunders autoregressive conditional du- ration (BS-ACD) model. As opposed to the standard ACD model, formulated in terms of… (more)

Subjects/Keywords: high-frequency data; ACD model; Birnbaum-Saunders distribution; Statistics and Probability; Statistics and Probability

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APA (6th Edition):

Mayorov, K. (2011). MODELLING TRADE DURATIONS WITH THE BIRNBAUM-SAUNDERS AUTOREGRESSIVE MODEL. (Masters Thesis). McMaster University. Retrieved from http://hdl.handle.net/11375/11092

Chicago Manual of Style (16th Edition):

Mayorov, Kirill. “MODELLING TRADE DURATIONS WITH THE BIRNBAUM-SAUNDERS AUTOREGRESSIVE MODEL.” 2011. Masters Thesis, McMaster University. Accessed December 05, 2020. http://hdl.handle.net/11375/11092.

MLA Handbook (7th Edition):

Mayorov, Kirill. “MODELLING TRADE DURATIONS WITH THE BIRNBAUM-SAUNDERS AUTOREGRESSIVE MODEL.” 2011. Web. 05 Dec 2020.

Vancouver:

Mayorov K. MODELLING TRADE DURATIONS WITH THE BIRNBAUM-SAUNDERS AUTOREGRESSIVE MODEL. [Internet] [Masters thesis]. McMaster University; 2011. [cited 2020 Dec 05]. Available from: http://hdl.handle.net/11375/11092.

Council of Science Editors:

Mayorov K. MODELLING TRADE DURATIONS WITH THE BIRNBAUM-SAUNDERS AUTOREGRESSIVE MODEL. [Masters Thesis]. McMaster University; 2011. Available from: http://hdl.handle.net/11375/11092


Western Michigan University

11. Wei, Wan. Three Essays on Monetary Policy and Exchange Rate Behavior.

Degree: PhD, Economics, 2017, Western Michigan University

  In response to the 2007 financial crisis and recession, the Federal Reserve System (the Fed) implemented conventional monetary policy by lowering the Federal funds… (more)

Subjects/Keywords: Foreign exchange; monetary policy; volatility; unconventional monetary policy; high-frequency data; announcement; Economics

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APA (6th Edition):

Wei, W. (2017). Three Essays on Monetary Policy and Exchange Rate Behavior. (Doctoral Dissertation). Western Michigan University. Retrieved from https://scholarworks.wmich.edu/dissertations/3090

Chicago Manual of Style (16th Edition):

Wei, Wan. “Three Essays on Monetary Policy and Exchange Rate Behavior.” 2017. Doctoral Dissertation, Western Michigan University. Accessed December 05, 2020. https://scholarworks.wmich.edu/dissertations/3090.

MLA Handbook (7th Edition):

Wei, Wan. “Three Essays on Monetary Policy and Exchange Rate Behavior.” 2017. Web. 05 Dec 2020.

Vancouver:

Wei W. Three Essays on Monetary Policy and Exchange Rate Behavior. [Internet] [Doctoral dissertation]. Western Michigan University; 2017. [cited 2020 Dec 05]. Available from: https://scholarworks.wmich.edu/dissertations/3090.

Council of Science Editors:

Wei W. Three Essays on Monetary Policy and Exchange Rate Behavior. [Doctoral Dissertation]. Western Michigan University; 2017. Available from: https://scholarworks.wmich.edu/dissertations/3090


University of Vermont

12. Vaughan, Matthew CH. Shining light on the storm: Using high-frequency optical water quality sensors to characterize and interpret storm nutrient and carbon dynamics among contrasting land uses.

Degree: PhD, Natural Resources, 2019, University of Vermont

  Elevated nutrient concentrations present significant challenges to surface water quality management globally, and dissolved organic matter mediates several key biogeochemical processes. Storm events often… (more)

Subjects/Keywords: high-frequency data; nutrients; optical sensors; storms; water quality; Water Resource Management

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APA (6th Edition):

Vaughan, M. C. (2019). Shining light on the storm: Using high-frequency optical water quality sensors to characterize and interpret storm nutrient and carbon dynamics among contrasting land uses. (Doctoral Dissertation). University of Vermont. Retrieved from https://scholarworks.uvm.edu/graddis/1002

Chicago Manual of Style (16th Edition):

Vaughan, Matthew CH. “Shining light on the storm: Using high-frequency optical water quality sensors to characterize and interpret storm nutrient and carbon dynamics among contrasting land uses.” 2019. Doctoral Dissertation, University of Vermont. Accessed December 05, 2020. https://scholarworks.uvm.edu/graddis/1002.

MLA Handbook (7th Edition):

Vaughan, Matthew CH. “Shining light on the storm: Using high-frequency optical water quality sensors to characterize and interpret storm nutrient and carbon dynamics among contrasting land uses.” 2019. Web. 05 Dec 2020.

Vancouver:

Vaughan MC. Shining light on the storm: Using high-frequency optical water quality sensors to characterize and interpret storm nutrient and carbon dynamics among contrasting land uses. [Internet] [Doctoral dissertation]. University of Vermont; 2019. [cited 2020 Dec 05]. Available from: https://scholarworks.uvm.edu/graddis/1002.

Council of Science Editors:

Vaughan MC. Shining light on the storm: Using high-frequency optical water quality sensors to characterize and interpret storm nutrient and carbon dynamics among contrasting land uses. [Doctoral Dissertation]. University of Vermont; 2019. Available from: https://scholarworks.uvm.edu/graddis/1002


Uppsala University

13. Fallman, David. FORECASTING FOREIGN EXCHANGE VOLATILITY FOR VALUE AT RISK : CAN REALIZED VOLATILITY OUTPERFORM GARCH PREDICTIONS?.

Degree: Statistics, 2011, Uppsala University

  In this paper we use model-free estimates of daily exchange rate volatilities employing high-frequency intraday data, known as Realized Volatility, which is then forecasted… (more)

Subjects/Keywords: Realized volatility; volatility forecasting; exchange rates; high-frequency data; value-at-risk; Statistics; Statistik

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APA (6th Edition):

Fallman, D. (2011). FORECASTING FOREIGN EXCHANGE VOLATILITY FOR VALUE AT RISK : CAN REALIZED VOLATILITY OUTPERFORM GARCH PREDICTIONS?. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-146571

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Fallman, David. “FORECASTING FOREIGN EXCHANGE VOLATILITY FOR VALUE AT RISK : CAN REALIZED VOLATILITY OUTPERFORM GARCH PREDICTIONS?.” 2011. Thesis, Uppsala University. Accessed December 05, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-146571.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Fallman, David. “FORECASTING FOREIGN EXCHANGE VOLATILITY FOR VALUE AT RISK : CAN REALIZED VOLATILITY OUTPERFORM GARCH PREDICTIONS?.” 2011. Web. 05 Dec 2020.

Vancouver:

Fallman D. FORECASTING FOREIGN EXCHANGE VOLATILITY FOR VALUE AT RISK : CAN REALIZED VOLATILITY OUTPERFORM GARCH PREDICTIONS?. [Internet] [Thesis]. Uppsala University; 2011. [cited 2020 Dec 05]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-146571.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Fallman D. FORECASTING FOREIGN EXCHANGE VOLATILITY FOR VALUE AT RISK : CAN REALIZED VOLATILITY OUTPERFORM GARCH PREDICTIONS?. [Thesis]. Uppsala University; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-146571

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Aristotle University Of Thessaloniki (AUTH); Αριστοτέλειο Πανεπιστήμιο Θεσσαλονίκης (ΑΠΘ)

14. Anagnostidis, Panagiotis. Η ποσοτική και εμπειρική διάσταση της λειτουργίας των κερδοσκοπικών αγορών με έμφαση στα χρηματιστήρια αξιών: ποσοτική και εμπειρική διερεύνηση της μικροδομής στο ελληνικό χρηματιστήριο.

Degree: 2015, Aristotle University Of Thessaloniki (AUTH); Αριστοτέλειο Πανεπιστήμιο Θεσσαλονίκης (ΑΠΘ)

 The present doctoral dissertation investigates empirically the transparent order driven Stock Market of the Athens Exchange, in view of the field of market microstructure. More… (more)

Subjects/Keywords: Μικροδομή της αγοράς; Χρηματιστήριο Αξιών Αθηνών; Ενδοσυνεδριακά δεδομένα; Market microstructure; Athens Exchange; High-frequency data

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APA (6th Edition):

Anagnostidis, P. (2015). Η ποσοτική και εμπειρική διάσταση της λειτουργίας των κερδοσκοπικών αγορών με έμφαση στα χρηματιστήρια αξιών: ποσοτική και εμπειρική διερεύνηση της μικροδομής στο ελληνικό χρηματιστήριο. (Thesis). Aristotle University Of Thessaloniki (AUTH); Αριστοτέλειο Πανεπιστήμιο Θεσσαλονίκης (ΑΠΘ). Retrieved from http://hdl.handle.net/10442/hedi/36789

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Anagnostidis, Panagiotis. “Η ποσοτική και εμπειρική διάσταση της λειτουργίας των κερδοσκοπικών αγορών με έμφαση στα χρηματιστήρια αξιών: ποσοτική και εμπειρική διερεύνηση της μικροδομής στο ελληνικό χρηματιστήριο.” 2015. Thesis, Aristotle University Of Thessaloniki (AUTH); Αριστοτέλειο Πανεπιστήμιο Θεσσαλονίκης (ΑΠΘ). Accessed December 05, 2020. http://hdl.handle.net/10442/hedi/36789.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Anagnostidis, Panagiotis. “Η ποσοτική και εμπειρική διάσταση της λειτουργίας των κερδοσκοπικών αγορών με έμφαση στα χρηματιστήρια αξιών: ποσοτική και εμπειρική διερεύνηση της μικροδομής στο ελληνικό χρηματιστήριο.” 2015. Web. 05 Dec 2020.

Vancouver:

Anagnostidis P. Η ποσοτική και εμπειρική διάσταση της λειτουργίας των κερδοσκοπικών αγορών με έμφαση στα χρηματιστήρια αξιών: ποσοτική και εμπειρική διερεύνηση της μικροδομής στο ελληνικό χρηματιστήριο. [Internet] [Thesis]. Aristotle University Of Thessaloniki (AUTH); Αριστοτέλειο Πανεπιστήμιο Θεσσαλονίκης (ΑΠΘ); 2015. [cited 2020 Dec 05]. Available from: http://hdl.handle.net/10442/hedi/36789.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Anagnostidis P. Η ποσοτική και εμπειρική διάσταση της λειτουργίας των κερδοσκοπικών αγορών με έμφαση στα χρηματιστήρια αξιών: ποσοτική και εμπειρική διερεύνηση της μικροδομής στο ελληνικό χρηματιστήριο. [Thesis]. Aristotle University Of Thessaloniki (AUTH); Αριστοτέλειο Πανεπιστήμιο Θεσσαλονίκης (ΑΠΘ); 2015. Available from: http://hdl.handle.net/10442/hedi/36789

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Texas A&M University

15. Essakiappan, Somasundaram. Multilevel Converter Topologies for Utility Scale Solar Photovoltaic Power Systems.

Degree: PhD, Electrical Engineering, 2014, Texas A&M University

 Renewable energy technologies have been growing in their installed capacity rapidly over the past few years. This growth in solar, wind and other technologies is… (more)

Subjects/Keywords: renewable energy; solar; photovoltaic; multilevel inverter; battery storage; high frequency; transformer; energy storage; common mode voltage

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Essakiappan, S. (2014). Multilevel Converter Topologies for Utility Scale Solar Photovoltaic Power Systems. (Doctoral Dissertation). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/152787

Chicago Manual of Style (16th Edition):

Essakiappan, Somasundaram. “Multilevel Converter Topologies for Utility Scale Solar Photovoltaic Power Systems.” 2014. Doctoral Dissertation, Texas A&M University. Accessed December 05, 2020. http://hdl.handle.net/1969.1/152787.

MLA Handbook (7th Edition):

Essakiappan, Somasundaram. “Multilevel Converter Topologies for Utility Scale Solar Photovoltaic Power Systems.” 2014. Web. 05 Dec 2020.

Vancouver:

Essakiappan S. Multilevel Converter Topologies for Utility Scale Solar Photovoltaic Power Systems. [Internet] [Doctoral dissertation]. Texas A&M University; 2014. [cited 2020 Dec 05]. Available from: http://hdl.handle.net/1969.1/152787.

Council of Science Editors:

Essakiappan S. Multilevel Converter Topologies for Utility Scale Solar Photovoltaic Power Systems. [Doctoral Dissertation]. Texas A&M University; 2014. Available from: http://hdl.handle.net/1969.1/152787

16. Uratani, Yuka; Nishimura, Tadashi; Ohara, Nari; Yamanaka, Toshiaki. Left-right difference in high frequency sensitivity : application for unilateral cochlear disorder evaluation. : 高周波聴力の左右差 : 一側性の蝸牛障害の評価への応用.

Degree: 博士(医学), 2014, Nara Medical University / 奈良県立医科大学

High-frequency audiometry has the potential to detect hearing impairment at its early stage. However, several problems prevent the clinical application of high-frequency audiometry. In this… (more)

Subjects/Keywords: high frequency audiometry; high frequency sound; tinnitus

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APA (6th Edition):

Uratani, Yuka; Nishimura, Tadashi; Ohara, Nari; Yamanaka, T. (2014). Left-right difference in high frequency sensitivity : application for unilateral cochlear disorder evaluation. : 高周波聴力の左右差 : 一側性の蝸牛障害の評価への応用. (Thesis). Nara Medical University / 奈良県立医科大学. Retrieved from http://hdl.handle.net/10564/2696

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Uratani, Yuka; Nishimura, Tadashi; Ohara, Nari; Yamanaka, Toshiaki. “Left-right difference in high frequency sensitivity : application for unilateral cochlear disorder evaluation. : 高周波聴力の左右差 : 一側性の蝸牛障害の評価への応用.” 2014. Thesis, Nara Medical University / 奈良県立医科大学. Accessed December 05, 2020. http://hdl.handle.net/10564/2696.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Uratani, Yuka; Nishimura, Tadashi; Ohara, Nari; Yamanaka, Toshiaki. “Left-right difference in high frequency sensitivity : application for unilateral cochlear disorder evaluation. : 高周波聴力の左右差 : 一側性の蝸牛障害の評価への応用.” 2014. Web. 05 Dec 2020.

Vancouver:

Uratani, Yuka; Nishimura, Tadashi; Ohara, Nari; Yamanaka T. Left-right difference in high frequency sensitivity : application for unilateral cochlear disorder evaluation. : 高周波聴力の左右差 : 一側性の蝸牛障害の評価への応用. [Internet] [Thesis]. Nara Medical University / 奈良県立医科大学; 2014. [cited 2020 Dec 05]. Available from: http://hdl.handle.net/10564/2696.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Uratani, Yuka; Nishimura, Tadashi; Ohara, Nari; Yamanaka T. Left-right difference in high frequency sensitivity : application for unilateral cochlear disorder evaluation. : 高周波聴力の左右差 : 一側性の蝸牛障害の評価への応用. [Thesis]. Nara Medical University / 奈良県立医科大学; 2014. Available from: http://hdl.handle.net/10564/2696

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

17. Martinelli, Sheri L. A Level-Sets-Based Wavefront Propagation Method for Underwater Acoustics.

Degree: PhD, Applied Mathematics, 2012, Brown University

 Computer models for underwater sound propagation often rely on ray tracing to obtain solutions to the high frequency wave equation. While adequate for large scale… (more)

Subjects/Keywords: high frequency acoustics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Martinelli, S. L. (2012). A Level-Sets-Based Wavefront Propagation Method for Underwater Acoustics. (Doctoral Dissertation). Brown University. Retrieved from https://repository.library.brown.edu/studio/item/bdr:297523/

Chicago Manual of Style (16th Edition):

Martinelli, Sheri L. “A Level-Sets-Based Wavefront Propagation Method for Underwater Acoustics.” 2012. Doctoral Dissertation, Brown University. Accessed December 05, 2020. https://repository.library.brown.edu/studio/item/bdr:297523/.

MLA Handbook (7th Edition):

Martinelli, Sheri L. “A Level-Sets-Based Wavefront Propagation Method for Underwater Acoustics.” 2012. Web. 05 Dec 2020.

Vancouver:

Martinelli SL. A Level-Sets-Based Wavefront Propagation Method for Underwater Acoustics. [Internet] [Doctoral dissertation]. Brown University; 2012. [cited 2020 Dec 05]. Available from: https://repository.library.brown.edu/studio/item/bdr:297523/.

Council of Science Editors:

Martinelli SL. A Level-Sets-Based Wavefront Propagation Method for Underwater Acoustics. [Doctoral Dissertation]. Brown University; 2012. Available from: https://repository.library.brown.edu/studio/item/bdr:297523/

18. Bakanov, Konstantin. A language for expressing technical market indicators, its optimisation and application.

Degree: PhD, 2020, Queen's University Belfast

 Technical market indicators are mathematical formulas that are extensively used by technical analysts to identify various properties of the financial markets (trend, volatility, momentum). Unfortunately,… (more)

Subjects/Keywords: domain-specific languages; technical market indicators; in-kernel processing; click router; data-flow languages; data streams; high-frequency trading; incrementalization

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Bakanov, K. (2020). A language for expressing technical market indicators, its optimisation and application. (Doctoral Dissertation). Queen's University Belfast. Retrieved from https://pure.qub.ac.uk/en/theses/a-language-for-expressing-technical-market-indicators-its-optimisation-and-application(496bb54c-799c-4761-9908-5f326bc6064d).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.808569

Chicago Manual of Style (16th Edition):

Bakanov, Konstantin. “A language for expressing technical market indicators, its optimisation and application.” 2020. Doctoral Dissertation, Queen's University Belfast. Accessed December 05, 2020. https://pure.qub.ac.uk/en/theses/a-language-for-expressing-technical-market-indicators-its-optimisation-and-application(496bb54c-799c-4761-9908-5f326bc6064d).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.808569.

MLA Handbook (7th Edition):

Bakanov, Konstantin. “A language for expressing technical market indicators, its optimisation and application.” 2020. Web. 05 Dec 2020.

Vancouver:

Bakanov K. A language for expressing technical market indicators, its optimisation and application. [Internet] [Doctoral dissertation]. Queen's University Belfast; 2020. [cited 2020 Dec 05]. Available from: https://pure.qub.ac.uk/en/theses/a-language-for-expressing-technical-market-indicators-its-optimisation-and-application(496bb54c-799c-4761-9908-5f326bc6064d).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.808569.

Council of Science Editors:

Bakanov K. A language for expressing technical market indicators, its optimisation and application. [Doctoral Dissertation]. Queen's University Belfast; 2020. Available from: https://pure.qub.ac.uk/en/theses/a-language-for-expressing-technical-market-indicators-its-optimisation-and-application(496bb54c-799c-4761-9908-5f326bc6064d).html ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.808569


Duke University

19. Ferreira Pelucio Salome, Guilherme. Using High-Frequency Options Data to Evaluate Economic Trading Models .

Degree: 2020, Duke University

  This dissertation provides an empirical assesment of economic models based on high-frequency options data. Options data allows for the investigation of heterogeneous effects across… (more)

Subjects/Keywords: Economics; Finance; Finance; High-frequency moments of returns; High-frequency options data; Implied volatility jumps; Jumps in risk-neutral moments; Market disagreement; SPX options

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APA (6th Edition):

Ferreira Pelucio Salome, G. (2020). Using High-Frequency Options Data to Evaluate Economic Trading Models . (Thesis). Duke University. Retrieved from http://hdl.handle.net/10161/20906

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ferreira Pelucio Salome, Guilherme. “Using High-Frequency Options Data to Evaluate Economic Trading Models .” 2020. Thesis, Duke University. Accessed December 05, 2020. http://hdl.handle.net/10161/20906.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ferreira Pelucio Salome, Guilherme. “Using High-Frequency Options Data to Evaluate Economic Trading Models .” 2020. Web. 05 Dec 2020.

Vancouver:

Ferreira Pelucio Salome G. Using High-Frequency Options Data to Evaluate Economic Trading Models . [Internet] [Thesis]. Duke University; 2020. [cited 2020 Dec 05]. Available from: http://hdl.handle.net/10161/20906.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ferreira Pelucio Salome G. Using High-Frequency Options Data to Evaluate Economic Trading Models . [Thesis]. Duke University; 2020. Available from: http://hdl.handle.net/10161/20906

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

20. Magerko, John Alexander. Alternative methods for mitigating natural photovoltaic variability: dynamic HVAC load compensation and curtailed PV power.

Degree: MS, Electrical & Computer Engr, 2016, University of Illinois – Urbana-Champaign

 Continued integration of renewable energy resources onto the electric grid increases variability and decreases grid stability. Energy storage can help mitigate some of these effects,… (more)

Subjects/Keywords: photovoltaic; high-frequency solar data; solar variability; dynamic load compensation; HVAC; energy storage; operating reserve curtailment; active grid support; incremental conductance; desired power point tracking

…in its definition of high-frequency solar data with sampling rates ranging from 1 min… …real-life, long-term, high-frequency solar data. For this reason, the essential content is… …6 2. High-speed Solar Data A large portion of the results in this thesis are… …Therefore, it is imperative to discuss the origin of the high-speed solar data set used, the… …fast” or “high-speed”) data provides high-frequency short-circuit current readings… 

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APA (6th Edition):

Magerko, J. A. (2016). Alternative methods for mitigating natural photovoltaic variability: dynamic HVAC load compensation and curtailed PV power. (Thesis). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/92812

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Magerko, John Alexander. “Alternative methods for mitigating natural photovoltaic variability: dynamic HVAC load compensation and curtailed PV power.” 2016. Thesis, University of Illinois – Urbana-Champaign. Accessed December 05, 2020. http://hdl.handle.net/2142/92812.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Magerko, John Alexander. “Alternative methods for mitigating natural photovoltaic variability: dynamic HVAC load compensation and curtailed PV power.” 2016. Web. 05 Dec 2020.

Vancouver:

Magerko JA. Alternative methods for mitigating natural photovoltaic variability: dynamic HVAC load compensation and curtailed PV power. [Internet] [Thesis]. University of Illinois – Urbana-Champaign; 2016. [cited 2020 Dec 05]. Available from: http://hdl.handle.net/2142/92812.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Magerko JA. Alternative methods for mitigating natural photovoltaic variability: dynamic HVAC load compensation and curtailed PV power. [Thesis]. University of Illinois – Urbana-Champaign; 2016. Available from: http://hdl.handle.net/2142/92812

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

21. Pao, Hsiao-Yung. On autocorrelation estimation of high frequency squared returns.

Degree: Master, Applied Mathematics, 2010, NSYSU

 In this paper, we investigate the problem of estimating the autocorrelation of squared returns modeled by diffusion processes with data observed at non-equi-spaced discrete times.… (more)

Subjects/Keywords: synchronization.; stochastic diffusion model; Poisson process; previous tick interpolation; squared return; high frequency data; Heston model; CIR model; autocorrelation function

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Pao, H. (2010). On autocorrelation estimation of high frequency squared returns. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0114110-133726

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Pao, Hsiao-Yung. “On autocorrelation estimation of high frequency squared returns.” 2010. Thesis, NSYSU. Accessed December 05, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0114110-133726.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Pao, Hsiao-Yung. “On autocorrelation estimation of high frequency squared returns.” 2010. Web. 05 Dec 2020.

Vancouver:

Pao H. On autocorrelation estimation of high frequency squared returns. [Internet] [Thesis]. NSYSU; 2010. [cited 2020 Dec 05]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0114110-133726.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Pao H. On autocorrelation estimation of high frequency squared returns. [Thesis]. NSYSU; 2010. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0114110-133726

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Universidade do Rio Grande do Sul

22. Marmitt, Juliano. Dados de alta frequência : averiguando o impacto de microestrutura de mercado e sazonalidade intradiária na detecção de saltos e estimação da variação quadrática.

Degree: 2012, Universidade do Rio Grande do Sul

Neste trabalho, visamos mostrar as características usuais dos dados de alta frequência, bem como utilizar modelagem não paramétrica para estimar a variância/volatilidade para esses dados.… (more)

Subjects/Keywords: Econometria; Market microstructure; Estimação; Intraday seasonality; Volatilidade; Quadratic variation; Realized variance; Realized volatility; Bipower variation; Jumps; High-frequency data

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APA (6th Edition):

Marmitt, J. (2012). Dados de alta frequência : averiguando o impacto de microestrutura de mercado e sazonalidade intradiária na detecção de saltos e estimação da variação quadrática. (Thesis). Universidade do Rio Grande do Sul. Retrieved from http://hdl.handle.net/10183/61935

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Marmitt, Juliano. “Dados de alta frequência : averiguando o impacto de microestrutura de mercado e sazonalidade intradiária na detecção de saltos e estimação da variação quadrática.” 2012. Thesis, Universidade do Rio Grande do Sul. Accessed December 05, 2020. http://hdl.handle.net/10183/61935.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Marmitt, Juliano. “Dados de alta frequência : averiguando o impacto de microestrutura de mercado e sazonalidade intradiária na detecção de saltos e estimação da variação quadrática.” 2012. Web. 05 Dec 2020.

Vancouver:

Marmitt J. Dados de alta frequência : averiguando o impacto de microestrutura de mercado e sazonalidade intradiária na detecção de saltos e estimação da variação quadrática. [Internet] [Thesis]. Universidade do Rio Grande do Sul; 2012. [cited 2020 Dec 05]. Available from: http://hdl.handle.net/10183/61935.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Marmitt J. Dados de alta frequência : averiguando o impacto de microestrutura de mercado e sazonalidade intradiária na detecção de saltos e estimação da variação quadrática. [Thesis]. Universidade do Rio Grande do Sul; 2012. Available from: http://hdl.handle.net/10183/61935

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

23. Huth, Nicolas. Quelques propriétés de la corrélation entre les actifs financiers à haute fréquence : Some properties of the correlation between the high-frequency financial assets.

Degree: Docteur es, Finance quantitative, 2012, Châtenay-Malabry, Ecole centrale de Paris

Le but de cette thèse est d’approfondir les connaissances académiques sur les variations jointes des actifs financiers à haute fréquence en les analysant sous un… (more)

Subjects/Keywords: Données financières à haute fréquence; Microstructure des marchés financiers; Corrélation; High frequency financial data; Microstructure of financial markets; Correlation

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APA (6th Edition):

Huth, N. (2012). Quelques propriétés de la corrélation entre les actifs financiers à haute fréquence : Some properties of the correlation between the high-frequency financial assets. (Doctoral Dissertation). Châtenay-Malabry, Ecole centrale de Paris. Retrieved from http://www.theses.fr/2012ECAP0051

Chicago Manual of Style (16th Edition):

Huth, Nicolas. “Quelques propriétés de la corrélation entre les actifs financiers à haute fréquence : Some properties of the correlation between the high-frequency financial assets.” 2012. Doctoral Dissertation, Châtenay-Malabry, Ecole centrale de Paris. Accessed December 05, 2020. http://www.theses.fr/2012ECAP0051.

MLA Handbook (7th Edition):

Huth, Nicolas. “Quelques propriétés de la corrélation entre les actifs financiers à haute fréquence : Some properties of the correlation between the high-frequency financial assets.” 2012. Web. 05 Dec 2020.

Vancouver:

Huth N. Quelques propriétés de la corrélation entre les actifs financiers à haute fréquence : Some properties of the correlation between the high-frequency financial assets. [Internet] [Doctoral dissertation]. Châtenay-Malabry, Ecole centrale de Paris; 2012. [cited 2020 Dec 05]. Available from: http://www.theses.fr/2012ECAP0051.

Council of Science Editors:

Huth N. Quelques propriétés de la corrélation entre les actifs financiers à haute fréquence : Some properties of the correlation between the high-frequency financial assets. [Doctoral Dissertation]. Châtenay-Malabry, Ecole centrale de Paris; 2012. Available from: http://www.theses.fr/2012ECAP0051


Universidade do Rio Grande do Sul

24. Horta, Eduardo de Oliveira. Uma análise funcional da dinâmica de densidades de retornos financeiros.

Degree: 2011, Universidade do Rio Grande do Sul

Uma correta especificação das funções densidade de probabilidade (fdp’s) de retornos de ativos é um tópico dos mais relevantes na literatura de modelagem econométrica de… (more)

Subjects/Keywords: Autocovariance; Modelo econométrico; Dimension reduction; Mercado financeiro; Functional time series; Bolsa de valores; Estimação; High frequency financial data; Karhunen-Loève expansion

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APA (6th Edition):

Horta, E. d. O. (2011). Uma análise funcional da dinâmica de densidades de retornos financeiros. (Thesis). Universidade do Rio Grande do Sul. Retrieved from http://hdl.handle.net/10183/30623

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Horta, Eduardo de Oliveira. “Uma análise funcional da dinâmica de densidades de retornos financeiros.” 2011. Thesis, Universidade do Rio Grande do Sul. Accessed December 05, 2020. http://hdl.handle.net/10183/30623.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Horta, Eduardo de Oliveira. “Uma análise funcional da dinâmica de densidades de retornos financeiros.” 2011. Web. 05 Dec 2020.

Vancouver:

Horta EdO. Uma análise funcional da dinâmica de densidades de retornos financeiros. [Internet] [Thesis]. Universidade do Rio Grande do Sul; 2011. [cited 2020 Dec 05]. Available from: http://hdl.handle.net/10183/30623.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Horta EdO. Uma análise funcional da dinâmica de densidades de retornos financeiros. [Thesis]. Universidade do Rio Grande do Sul; 2011. Available from: http://hdl.handle.net/10183/30623

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of California – Berkeley

25. Pelger, Markus. Essays in Financial Econometrics, Asset Pricing and Corporate Finance.

Degree: Economics, 2015, University of California – Berkeley

 My dissertation explores how tail risk and systematic risk affects various aspects of risk management and asset pricing. My research contributions are in econometric and… (more)

Subjects/Keywords: Economics; Finance; Statistics; Approximate factor model; Capital structure; Contingent convertible debt; High-frequency data; Jumps; Systematic risk

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APA (6th Edition):

Pelger, M. (2015). Essays in Financial Econometrics, Asset Pricing and Corporate Finance. (Thesis). University of California – Berkeley. Retrieved from http://www.escholarship.org/uc/item/8nq81277

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Pelger, Markus. “Essays in Financial Econometrics, Asset Pricing and Corporate Finance.” 2015. Thesis, University of California – Berkeley. Accessed December 05, 2020. http://www.escholarship.org/uc/item/8nq81277.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Pelger, Markus. “Essays in Financial Econometrics, Asset Pricing and Corporate Finance.” 2015. Web. 05 Dec 2020.

Vancouver:

Pelger M. Essays in Financial Econometrics, Asset Pricing and Corporate Finance. [Internet] [Thesis]. University of California – Berkeley; 2015. [cited 2020 Dec 05]. Available from: http://www.escholarship.org/uc/item/8nq81277.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Pelger M. Essays in Financial Econometrics, Asset Pricing and Corporate Finance. [Thesis]. University of California – Berkeley; 2015. Available from: http://www.escholarship.org/uc/item/8nq81277

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Alabama

26. Zheng, Xiaohua. Volatility analysis for high frequency financial data.

Degree: 2009, University of Alabama

 Measuring and modeling financial volatility are key steps for derivative pricing and risk management. In financial markets, there are two kinds of data: low-frequency financial… (more)

Subjects/Keywords: Electronic Thesis or Dissertation;  – thesis; Mathematics; Convergence in mean square; Convergence in probability; High frequency data; quadratic variation; Realized volatility

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Zheng, X. (2009). Volatility analysis for high frequency financial data. (Thesis). University of Alabama. Retrieved from http://purl.lib.ua.edu/74

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Zheng, Xiaohua. “Volatility analysis for high frequency financial data.” 2009. Thesis, University of Alabama. Accessed December 05, 2020. http://purl.lib.ua.edu/74.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Zheng, Xiaohua. “Volatility analysis for high frequency financial data.” 2009. Web. 05 Dec 2020.

Vancouver:

Zheng X. Volatility analysis for high frequency financial data. [Internet] [Thesis]. University of Alabama; 2009. [cited 2020 Dec 05]. Available from: http://purl.lib.ua.edu/74.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zheng X. Volatility analysis for high frequency financial data. [Thesis]. University of Alabama; 2009. Available from: http://purl.lib.ua.edu/74

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Università degli Studi di Bergamo

27. DUMITRU, ANA-MARIA. Modelling and testing for jumps in the prices of financial assets.

Degree: 2010, Università degli Studi di Bergamo

The third essay, entitled “Jumps and price discovery in the US Treasury market”, explores different aspects related to the price discovery process for the US… (more)

Subjects/Keywords: jumps; nonparametric tests; high frequency data; US Treasury market; macroeconomic news; information asymmetry; price formation; stochastic volatility; Monte Carlo simulations

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

DUMITRU, A. (2010). Modelling and testing for jumps in the prices of financial assets. (Thesis). Università degli Studi di Bergamo. Retrieved from http://hdl.handle.net/10446/520

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

DUMITRU, ANA-MARIA. “Modelling and testing for jumps in the prices of financial assets.” 2010. Thesis, Università degli Studi di Bergamo. Accessed December 05, 2020. http://hdl.handle.net/10446/520.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

DUMITRU, ANA-MARIA. “Modelling and testing for jumps in the prices of financial assets.” 2010. Web. 05 Dec 2020.

Vancouver:

DUMITRU A. Modelling and testing for jumps in the prices of financial assets. [Internet] [Thesis]. Università degli Studi di Bergamo; 2010. [cited 2020 Dec 05]. Available from: http://hdl.handle.net/10446/520.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

DUMITRU A. Modelling and testing for jumps in the prices of financial assets. [Thesis]. Università degli Studi di Bergamo; 2010. Available from: http://hdl.handle.net/10446/520

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

28. Serrasqueiro, Pedro. Realized volatility: assessing the predictive performance of parametric volatility models.

Degree: 2011, RCAAP

Mestrado em Finanças

A presente dissertação pretende efectuar uma avaliação da capacidade predictiva de vários modelos GARCH, nomeadamente os modelos GARCH, EGARCH e GJR-GARCH, comparando… (more)

Subjects/Keywords: Volatilidade Realizada (RV); Dados de alta-frequência; Modelos GARCH; Volatilidade assimétrica; Realized Volatility (RV); High frequency data; GARCH models; Asymmetric volatility

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Serrasqueiro, P. (2011). Realized volatility: assessing the predictive performance of parametric volatility models. (Thesis). RCAAP. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/4331

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Serrasqueiro, Pedro. “Realized volatility: assessing the predictive performance of parametric volatility models.” 2011. Thesis, RCAAP. Accessed December 05, 2020. https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/4331.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Serrasqueiro, Pedro. “Realized volatility: assessing the predictive performance of parametric volatility models.” 2011. Web. 05 Dec 2020.

Vancouver:

Serrasqueiro P. Realized volatility: assessing the predictive performance of parametric volatility models. [Internet] [Thesis]. RCAAP; 2011. [cited 2020 Dec 05]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/4331.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Serrasqueiro P. Realized volatility: assessing the predictive performance of parametric volatility models. [Thesis]. RCAAP; 2011. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/4331

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Brno University of Technology

29. Olejník, Tomáš. Zpracování obchodních dat finančního trhu: Forex Data Processing.

Degree: 2020, Brno University of Technology

 The master's thesis' objective is to study basics of high-frequency trading, especially trading at foreign exchange market. Project deals with foreign exchange data preprocessing, fundamentals… (more)

Subjects/Keywords: forex; devizový trh; vysoko-frekvenční obchodování; filtrace dat; FIX protokol; forex; foreign exchange market; high-frequency trading; data cleaning; FIX protocol

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Olejník, T. (2020). Zpracování obchodních dat finančního trhu: Forex Data Processing. (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/187588

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Olejník, Tomáš. “Zpracování obchodních dat finančního trhu: Forex Data Processing.” 2020. Thesis, Brno University of Technology. Accessed December 05, 2020. http://hdl.handle.net/11012/187588.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Olejník, Tomáš. “Zpracování obchodních dat finančního trhu: Forex Data Processing.” 2020. Web. 05 Dec 2020.

Vancouver:

Olejník T. Zpracování obchodních dat finančního trhu: Forex Data Processing. [Internet] [Thesis]. Brno University of Technology; 2020. [cited 2020 Dec 05]. Available from: http://hdl.handle.net/11012/187588.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Olejník T. Zpracování obchodních dat finančního trhu: Forex Data Processing. [Thesis]. Brno University of Technology; 2020. Available from: http://hdl.handle.net/11012/187588

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Vermont

30. Isles, Peter D. F. A Multiscale Analysis of the Factors Controlling Nutrient Dynamics and Cyanobacteria Blooms in Lake Champlain.

Degree: PhD, Natural Resources, 2016, University of Vermont

  Cyanobacteria blooms have increased in Lake Champlain due to excessive nutrient loading, resulting in negative impacts on the local economy and environmental health. While… (more)

Subjects/Keywords: Climate Change; Cyanobacteria Blooms; High-frequency Data; Lake Modeling; Nutrient Limitation; Biogeochemistry; Ecology and Evolutionary Biology; Fresh Water Studies

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Isles, P. D. F. (2016). A Multiscale Analysis of the Factors Controlling Nutrient Dynamics and Cyanobacteria Blooms in Lake Champlain. (Doctoral Dissertation). University of Vermont. Retrieved from https://scholarworks.uvm.edu/graddis/561

Chicago Manual of Style (16th Edition):

Isles, Peter D F. “A Multiscale Analysis of the Factors Controlling Nutrient Dynamics and Cyanobacteria Blooms in Lake Champlain.” 2016. Doctoral Dissertation, University of Vermont. Accessed December 05, 2020. https://scholarworks.uvm.edu/graddis/561.

MLA Handbook (7th Edition):

Isles, Peter D F. “A Multiscale Analysis of the Factors Controlling Nutrient Dynamics and Cyanobacteria Blooms in Lake Champlain.” 2016. Web. 05 Dec 2020.

Vancouver:

Isles PDF. A Multiscale Analysis of the Factors Controlling Nutrient Dynamics and Cyanobacteria Blooms in Lake Champlain. [Internet] [Doctoral dissertation]. University of Vermont; 2016. [cited 2020 Dec 05]. Available from: https://scholarworks.uvm.edu/graddis/561.

Council of Science Editors:

Isles PDF. A Multiscale Analysis of the Factors Controlling Nutrient Dynamics and Cyanobacteria Blooms in Lake Champlain. [Doctoral Dissertation]. University of Vermont; 2016. Available from: https://scholarworks.uvm.edu/graddis/561

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