Aug 08 2020 Kais Tissaoui , Taha Zaghdoudi and Khaled issa Alfreahat   Can intraday public information explain Bitcoin Returns and Volatility? A PGARCH-Based Approach.     Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 05 2014 Alexandru Todea and Andrei Rusu   Liquidity, information and market efficiency: an intraday approach on a frontier stock market   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 23 2012 Shuichi Nagata   Consistent Estimation of Integrated Volatility Using Intraday Absolute Returns for SV Jump Diffusion Processes   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 13 2012 Benoît Sévi and César Baena   A reassessment of the risk-return tradeoff at the daily horizon   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 16 2011 Raul Matsushita and Sergio Da Silva   A log-periodic fit for the flash crash of May 6, 2010   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 08 2010 Masato Ubukata   Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 17 2007 Matei Demetrescu   Volatility Clustering in High-Frequency Data: A self-fulfilling prophecy?   Abstract  Contact Information  Citation  Full Text  -  Note