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Keywords: High-frequency data
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2018) 26 (1): 1–25.
Published: 28 February 2018
... that the multivariate measurement of realized volatility based on intraday high-frequency data can be a useful tool for determining the occurrence of external intervention in the FX market. © 2018 Emerald Publishing Limited 2018 This article is published under the Creative Commons Attribution (CC BY 4.0) licence...
Journal Articles
A Market Microstructure Analysis of the KOSPI200 Stock Index Options Market: Investor‘s Strategic Behavior
Open Access
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2003) 11 (1): 25–55.
Published: 31 May 2003
... at http://creativecommons.org/licences/by/4.0/legalcode Index options market Market microstructure Trader‘s strategic behavior ACD model High-frequency data ...
