Auflistung Wirtschaftswissenschaftliche Fakultät nach Schlagwort "Volatility"

Auflistung Wirtschaftswissenschaftliche Fakultät nach Schlagwort "Volatility"

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  • Essays on financial time series with a focus on high-frequency data 
    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 ...
  • Long Memory, Spurious Memory: Persistence in Range-Based Volatility of Exchange Rates 
    Afzal, Alia; Sibbertsen, Philipp (Dordrecht [u.a.] : Springer Science + Business Media B.V, 2022)
    This study considers the long memory and fractional integration in the range-based volatilities across 30 currencies against USD. Graphical analysis of the autocorrelation function at long lags and pole near zero frequencies ...
  • Volatility and systematic risks in financial markets 
    Würsig, Christoph (Hannover : Institutionelles Repositorium der Leibniz Universität Hannover, 2022)
    This thesis investigates different volatility risk measures, interdependencies between the risk measures and macroeconomic determinants, and the connection between systematic risk and market power in financial markets. In ...

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