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 |
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