Essays on financial time series with a focus on high-frequency data
von M.Sc. Janis Becker
| Year of publication: |
2020
|
|---|---|
| Authors: | Becker, Janis |
| Other Persons: | Sibbertsen, Philipp (degree supervisor) ; Prokopczuk, Marcel (degree supervisor) |
| Institutions: | Gottfried Wilhelm Leibniz Universität Hannover (degree granting) |
| Publisher: |
Hannover : Gottfried Wilhelm Leibniz Universität Hannover |
| Subject: | Fractional Cointegration | High-Frequency Data | Long Memory | Persistence | Return Predictability | Realized Variance | Squared Returns | Volatility | Volatilität | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | ARCH-Modell | ARCH model | Kointegration | Cointegration | Varianzanalyse | Analysis of variance | ARMA-Modell | ARMA model | Schätztheorie | Estimation theory |
freely available
| Extent: | 1 Online-Ressource (VIII, 182 Seiten, 2437 KB) |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Aufsatzsammlung ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Dissertation, Gottfried Wilhelm Leibniz Universität Hannover, 2020 |
| Notes: | Enthält mehrere Beiträge |
| Other identifiers: | 10.15488/9748 [DOI] |
| Classification: | Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012225306