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~subject:"Volatilität"
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Sibbertsen, Philipp
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Prokopczuk, Marcel
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1
The memory of stock return volatility : asset pricing implications
Nguyen, Duc Binh Benno
;
Prokopczuk, Marcel
;
Sibbertsen, …
- In:
Journal of financial markets
47
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012631778
Saved in:
2
Essays on financial time series with a focus on high-frequency data
Becker, Janis
-
2020
Persistent link: https://www.econbiz.de/10012225306
Saved in:
3
A multivariate test against spurious long memory
Sibbertsen, Philipp
;
Leschinski, Christian
;
Busch, Marie
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10011974604
Saved in:
4
Inference on the long-memory properties of time series with non-stationary volatility
Demetrescu, Matei
;
Sibbertsen, Philipp
- In:
Economics letters
144
(
2016
),
pp. 80-84
Persistent link: https://www.econbiz.de/10011617209
Saved in:
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