Auflistung nach Schlagwort "high-frequency data"

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  • Market beta and factor risk premia in financial markets 
    Hollstein, Fabian (Hannover : Gottfried Wilhelm Leibniz Universität Hannover, 2015)
    [no abstract]
  • The memory of volatility 
    Wenger, Kai R.; Leschinski, Christian H.; Sibbertsen, Philipp (Springield : AIMS Press, 2018)
    The focus of the volatility literature on forecasting and the predominance of the conceptually simpler HAR model over long memory stochastic volatility models has led to the fact that the actual degree of memory estimates ...