Browsing All of EconStor by Author Sattarhoff, Cristina
Showing results 1 to 6 of 6
Year of Publication | Title | Author(s) |
2010 | GMM estimation of Multifractal Random Walks using an efficient algorithm for HAC covariance matrix estimation | Sattarhoff, Cristina |
2011 | A Markov-switching multifractal approach to forecasting realized volatility | Lux, Thomas; Morales-Arias, Leonardo; Sattarhoff, Cristina |
2017 | A fast algorithm for the computation of HAC covariance matrix estimators | Heberle, Jochen; Sattarhoff, Cristina |
2017 | Interpretation und mögliche Ursachen statistisch insignifikanter Testergebnisse: Eine Fallstudie zu den Beschäftigungseffekten der Fußball-Weltmeisterschaft 2006 | Maennig, Wolfgang; Sattarhoff, Cristina; Stahlecker, Peter |
2018 | How to Measure Financial Market Efficiency? A Multifractality-Based Quantitative Approach with an Application to the European Carbon Market | Sattarhoff, Cristina; Gronwald, Marc |
2021 | Forecasting the Variability of Stock Index Returns with the Multifractal Random Walk Model for Realized Volatilities | Sattarhoff, Cristina; Lux, Thomas |