Econometric Methods for High-Frequency Financial Data Analysis
Project Start: | 01/2018 |
Status: | Ongoing |
Researchers: | Aleksey Kolokolov, Davide Pirino, Roberto RenĂ² |
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 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 |
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