Before revision: As a result of advanced computational power in recent decades, high frequency data can be accurately collected at an efficient rate for analysis.Ruey S. Tsay (2000) Editor's Introduction to Panel Discussion on Analysis of High-Frequency Data, Journal of Business & Economic Statistics, 18:2, 139-139, DOI:10.1080/07350015.2000.10524855 Largely used in financial analysis and in high frequency trading, high frequency data provides intraday observations that can be used to understand market behaviors, dynamics, and micro-structures.Andersen, T. G. (2000).
After revision: As a result of advanced computational power in recent decades, high frequency data can be accurately collected at an efficient rate for analysis.Ruey S. Tsay (2000) Editor's Introduction to Panel Discussion on Analysis of High-Frequency Data, Journal of Business & Economic Statistics, 18:2, 139-139, Largely used in financial analysis and in high frequency trading, high frequency data provides intraday observations that can be used to understand market behaviors, dynamics, and micro-structures.Andersen, T. G. (2000).