Asymmetric and time-frequency spillovers among commodities using high-frequency data

Estimation of Continuous–Time Financial Models Using High–Frequency Data

Minimum-latency Time-frequency Analysis Using Asymmetric Window Functions

We study the real-time dynamics retrieval from a time series via the time-frequency (TF) analysis with the minimal latency guarantee. While different from the well-known intrinsic latency definition in the filter design, a rigorous definition of intrinsic latency for different time-frequency representations (TFR) is provided, including the short time Fourier transform (STFT), synchrosqeezing tr...

Forecasting Volatility using High Frequency Data

Nowcasting Inflation Using High Frequency Data

NOTE: This Working Paper should not be reported as representing the views of the European Central Bank (ECB). The views expressed are those of the author and do not necessarily reflect those of the ECB. In 2011 all ECB publications feature a motif taken from the €100 banknote. Fax +49 69 1344 6000 All rights reserved. Any reproduction, publication and reprint in the form of a different publicat...

An Improvement in Temporal Resolution of Seismic Data Using Logarithmic Time-frequency Transform Method

The improvement in the temporal resolution of seismic data is a critical issue in hydrocarbon exploration. It is important for obtaining more detailed structural and stratigraphic information. Many methods have been introduced to improve the vertical resolution of reflection seismic data. Each method has advantages and disadvantages which are due to the assumptions and theories governing their ...