Core material & its thickness. Higher the F thinner the core laminations. Power transformers go upto 1MHz now with Soft-magnetic material. After that no core material is used.
It depends on what you call low and high. Low freq. audio and power transformers may be laminated iron core, but a lot of them today use a toroid which is powdered iron or ferrite. Higher freq. audio would use a toroid. For RF applications there are toroids designed for different frequencies. As already mentioned, air core can be used if the freq. is high enough. As the freq. increases, the number of turns drops and the size of the wire and the spacing increases to give the coil a higher Q. Often the coil is wrapped around a hollow ceramic form.
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