Browsing Dissertationen by Subject "Return Predictability"

Browsing Dissertationen by Subject "Return Predictability"

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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 ...
  • Predictability and anomalies in equity and commodity markets 
    Tharann, Björn (Hannover : Institutionelles Repositorium der Leibniz Universität Hannover, 2019)
    This thesis studies the predictability of stock and commodity returns. It also examines the sources of return anomalies in financial markets. Chapter 1 introduces the main concepts and delivers an overview of the subsequent ...
  • Tail risk and long memory in financial markets 
    Nguyen, Duc Binh Benno (Hannover : Institutionelles Repositorium der Leibniz Universität Hannover, 2018)
    This thesis investigates the tail risk properties and long memory in financial markets and implications for asset pricing and hedging.
  • 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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