2 Treffer für Verfasser = "Schulte-Tillmann, Björn"

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

• Financial-market volatility prediction with multiplicative Markov-switching MIDAS components Schulte-Tillmann, Björn ; Segnon, Mawuli ; Wilfling, Bernd Münster : Center for quantitative economics, July 1, 2022