Browsing All of EconStor by Author Becker, Janis
Showing results 1 to 6 of 6
Year of Publication | Title | Author(s) |
2018 | Estimating the volatility of asset pricing factors | Becker, Janis; Leschinski, Christian |
2018 | Directional predictability of daily stock returns | Becker, Janis; Leschinski, Christian |
2018 | The bias of realized volatility | Becker, Janis; Leschinski, Christian |
2019 | Robust multivariate local whittle estimation and spurious fractional cointegration | Becker, Janis; Leschinski, Christian; Sibbertsen, Philipp |
2019 | The memory of beta factors | Becker, Janis; Hollstein, Fabian; Prokopczuk, Marcel; Sibbertsen, Philipp |
2021 | Estimating the volatility of asset pricing factors | Becker, Janis; Leschinski, Christian |