This paper suggests the application of advanced methods from Fourier Analysis in order to describe ultra-high frequent data in limit order books. Using Lomb’s normalized periodogram and Scargle’s Discrete Fourier Transforms to take account of the irregularity in spacing, the power spectra of different time series processes can be easily estimated, without immense computational effort caused by ...

We decompose time-varying beta for stock into beta for continuous systematic risk and beta for discontinuous systematic risk. Brownian motion is assumed as nature of price movements in our modeling. Our empirical research is based on high-frequency data for stocks from Tehran Stock Exchange. Our market portfolio experiences 136 days out of 243 trading days with jumps which is a considerable rat...

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This paper shows that high-frequency, irregularly-spaced, FX data can generate non-normality, conditional heteroskedasticity, and leptokurtosis when aggregated into fixed-interval, calendar time even when these features are absent in the original D.G.P. Furthermore, we introduce a new approach to modeling these high-frequency irregularly spaced data based on the Poisson regression model. The ne...

objective(s):osteoarthritis (oa) is globally one of the most common diseases from the middle age onwards. cartilage is an avascular tissue therefore it cannot be repaired in the body. conservative treatments have failed as a good remedy and cell therapy as a decisive cure is needed. one of the best and easily accessible cell sources for this purpose is adipose-derived stem cells which can be di...