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Applications of high-frequency data in finance: A bibliometric literature review
Author(s):
Syed Mujahid Hussain
,
Nisar Ahmad
,
Sheraz Ahmed
Publication date
Created:
October 2023
Publication date
(Print):
October 2023
Journal:
International Review of Financial Analysis
Publisher:
Elsevier BV
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bibliometrix : An R-tool for comprehensive science mapping analysis
Corrado Cuccurullo
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Massimo Aria
(2017)
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Generalized autoregressive conditional heteroskedasticity
Tim Bollerslev
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Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
Robert F. Engle
(1982)
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Author and article information
Journal
Title:
International Review of Financial Analysis
Abbreviated Title:
International Review of Financial Analysis
Publisher:
Elsevier BV
ISSN (Print):
10575219
Publication date Created:
October 2023
Publication date (Print):
October 2023
Volume
: 89
Page
: 102790
Article
DOI:
10.1016/j.irfa.2023.102790
SO-VID:
5d52f093-d675-43a0-823c-64617fa66066
Copyright ©
© 2023
License:
https://www.elsevier.com/tdm/userlicense/1.0/
http://creativecommons.org/licenses/by/4.0/
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