Econometric Methods for High-Frequency Financial Data Analysis

Projekt Start: 01/2018
Status: Fortlaufend
Forscher: Aleksey Kolokolov, Davide Pirino, Roberto Renò
Kategorie: Financial Markets, Systemic Risk Lab
Finanziert von: LOEWE

Zugehörige Working Papers

Nr. Autor(en) Titel Jahr Forschungs­bereich Keywords
236 Aleksey Kolokolov, Giulia Livier, Davide Pirino Statistical Inferences for Price Staleness 2018 Financial Markets, Systemic Risk Lab staleness, idle time, liquidity, zero returns, stable convergence

 

Zurück