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 publizierte Papers

Forscher/innenTitelJahrProgrammbereichKeywords
Aleksey Kolokolov, Giulia Livieri, Davide PirinoStatistical Inferences for Price Staleness
Journal of Econometrics
2020 Financial Markets, Systemic Risk Lab staleness, idle time, liquidity, zero returns, stable convergence

Zugehörige Working Papers

Nr.Forscher/innenTitelJahrProgrammbereichKeywords
236Aleksey Kolokolov, Giulia Livieri, Davide PirinoStatistical Inferences for Price Staleness2018 Financial Markets, Systemic Risk Lab staleness, idle time, liquidity, zero returns, stable convergence
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