2 Treffer für Jahr = "2023 - 2024"

• 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