Browsing Wirtschaftswissenschaftliche Fakultät by Author "e6c79574-04f1-43cb-a5cd-3bfcb4bd7b7d"

Browsing Wirtschaftswissenschaftliche Fakultät by Author "e6c79574-04f1-43cb-a5cd-3bfcb4bd7b7d"

Sort by: Order: Results:

  • Becker, Janis (Hannover : Institutionelles Repositorium der Leibniz Universität Hannover, 2020)
    This thesis contains six essays on financial time series. Special attention is paid to the opportunities that high-frequency data offers for modeling and forecasting the return and the risk, measured by the volatility or ...
  • Becker, Janis; Leschinski, Christian (New York, NY : Wiley Interscience, 2020)
    Models based on factors such as size or value are ubiquitous in asset pricing. Therefore, portfolio allocation and risk management require estimates of the volatility of these factors. While realized volatility has become ...

Search the repository


Browse

My Account

Usage Statistics