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~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~subject:"Stichprobenerhebung"
~subject:"Time series analysis"
~type_genre:"Aufsatzsammlung"
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Stichprobenerhebung
Time series analysis
Capital income
2
Estimation
2
Forecasting model
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Kapitaleinkommen
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Prognoseverfahren
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Return Predictability
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Schätzung
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ARCH-Modell
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ARMA-Modell
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Analysis of variance
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Börsenkurs
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CAPM
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Cointegration
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Commodity Market
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Extrem-Risiko
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Financial market
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Finanzmarkt
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Fractional Cointegration
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High-Frequency Data
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Kapitalmarkt
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Kointegration
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Marktmacht
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Persistence
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Realized Variance
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Risiko
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Risikomanagement
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Risikoprämie
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Risk
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Risk management
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Risk premium
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Rohstoffmärkte
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Share price
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Squared Returns
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Aufsatzsammlung
Graue Literatur
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Hochschulschrift
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Non-commercial literature
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Sammelwerk
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English
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Becker, Janis
1
Prokopczuk, Marcel
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Sibbertsen, Philipp
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Gottfried Wilhelm Leibniz Universität Hannover
Australasian Economic Modelling Conference <1992, Cairns>
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Leonard N. Stern School of Business / Information Systems Department
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ECONIS (ZBW)
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Essays on financial time series with a focus on high-frequency data
Becker, Janis
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2020
Persistent link: https://www.econbiz.de/10012225306
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