Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Browsing by Subject high-frequency data
Showing results 1 to 5 of 5
| Issue Date | Title | Author(s) |
|---|---|---|
| 23-Aug-2021 | Financial volatility modeling with option-implied information and important macro-factors | Yfanti, S; Karanasos, M |
| 4-Jan-2020 | The long memory HEAVY process: modeling and forecasting financial volatility | Karanasos, M; Yfanti, S; Christopoulos, A |
| 28-Feb-2020 | On the macro-drivers of realized volatility: the destabilizing impact of UK policy uncertainty across Europe | Karanasos, M; Yfanti, S |
| 15-Jan-2024 | Persistence in high frequency financial data: the case of the Eurostoxx 50 futures prices | Caporale, GM; Plastun, A |
| 9-Oct-2020 | A three-dimensional asymmetric power HEAVY model | Yfanti, S; Chortareas, G; Karanasos, M; Noikokyris, E |