Statistical properties, dynamic conditional correlation and scaling analysis: Evidence from Dow Jones and Nasdaq high-frequency data

Keyphrases

• Correlation Analysis 100%
• Statistical Properties 100%
• Scaling Analysis 100%
• NASDAQ 100%
• Dynamic Conditional Correlation 100%
• Dow Jones 100%
• High-frequency Data 100%
• Dow Jones Industrial Average 83%
• AR(1) 33%
• Politicians 16%
• Shock 16%
• Volatility 16%
• Correlation Coefficient 16%
• Probability Distribution 16%
• Dynamic Correlation 16%
• Positive Feedback 16%
• Negative Feedback 16%
• Intraday Data 16%
• Feedback Strategies 16%
• GARCH (1,1) Model 16%
• Governing Mechanisms 16%
• Relevant Implication 16%
• Self-governing 16%
• Intraday Returns 16%
• Intraday Stock Return 16%
• Distribution Dynamics 16%

Economics, Econometrics and Finance

• Time Series 100%
• Volatility 100%
• Capital Market Returns 100%
• Panel Study 100%
• Investors 100%
• Measure of Dispersion 100%
• Generalized Autoregressive Conditional Heteroskedasticity 100%
• Correlation Coefficient 100%