5 Titel in Alle Pflichtdokumente → 500 Naturwissenschaften und Mathematik → 510 Mathematik

• A comparison of high-frequency realized variance measures: duration- vs. return-based approaches Schulte-Tillmann, Björn Münster : Center for quantitative economics, February 22, 2024

• Multi-horizon uniform superior predictive ability revisited: a size-exploiting and consistent test Monschang, Verena ; Trede, Mark ; Wilfling, Bernd Münster : Center for quantitative economics, November 28, 2023

• A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction Monschang, Verena ; Wilfling, Bernd Münster : Center for quantitative economics, March 21, 2022

• Pruned skewed Kalman filter and smoother: with application to the yield curve Guljanov, Gaygysyz ; Mutschler, Willi ; Trede, Mark Münster : Center for quantitative economics, [2022]

• Strict stationarity of Poisson integer-valued ARCH processes of order infinity Segnon, Mawuli Münster : Center for quantitative economics, [2022]