2014
DOI: 10.3905/jpm.2014.41.1.121
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Higher-Frequency Analysis of Low-Frequency Data

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Cited by 2 publications
(2 citation statements)
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“…Consequently, using a low-frequency dataset such as 12 h or 24 h appears to cause a loss of important information that influences the results of analysis. This problem has also been described in earlier studies such as [ 12 ]. However, existing studies mainly focused on daily data to detect communities in the cryptocurrency market.…”
Section: Experimental Results and Discussionsupporting
confidence: 64%
See 1 more Smart Citation
“…Consequently, using a low-frequency dataset such as 12 h or 24 h appears to cause a loss of important information that influences the results of analysis. This problem has also been described in earlier studies such as [ 12 ]. However, existing studies mainly focused on daily data to detect communities in the cryptocurrency market.…”
Section: Experimental Results and Discussionsupporting
confidence: 64%
“…Generally, there are two common shortcomings with correlation-related studies. Firstly, one mainly uses a low-frequency dataset such as daily or monthly, and this might cause a loss of important information from each time series, hence failing to reflect their true nature [ 12 ]. This appears to be a major concern in the cryptocurrency market, since it is well-known for its high fluctuations in terms of price movement.…”
Section: Introductionmentioning
confidence: 99%