Econometric Methods for High-Frequency Financial Data Analysis
| Project Start: | 01/2018 |
| Status: | Ongoing |
| Researchers: | Aleksey Kolokolov, Davide Pirino, Roberto Renò |
| Category: | Financial Markets, Systemic Risk Lab |
| Funded by: | LOEWE |
Related Published Papers
| Author/s | Title | Year | Program Area | Keywords |
|---|---|---|---|---|
| Aleksey Kolokolov, Giulia Livieri, Davide Pirino |
Statistical Inferences for Price Staleness forthcoming in Journal of Econometrics |
2020 | Financial Markets, Systemic Risk Lab | staleness, idle time, liquidity, zero returns, stable convergence |
Related Working Papers
| No. | Author/s | Title | Year | Program Area | Keywords |
|---|---|---|---|---|---|
| 236 | Aleksey Kolokolov, Giulia Livieri, Davide Pirino | Statistical Inferences for Price Staleness | 2018 | Financial Markets, Systemic Risk Lab | staleness, idle time, liquidity, zero returns, stable convergence |