• 2023

    Arbeitspapier / Working Paper

    Schulte-Tillmann, B., Segnon, M., & Wiedemann, T. (2023). A comparison of high-frequency realized variance measures: Duration- vs. return-based approaches. In CQE Working Papers: Vol. 105/2023. Münster: Universität Münster.
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  • 2022

    Arbeitspapier / Working Paper

    Schulte-Tillmann, B., Segnon, M., & Wilfling, B. (2022). Financial-market volatility prediction with multiplicative Markov-switching MIDAS components. In Center, f. Q. E. (. (Ed.), CQE Working Papers: Vol. 99/2022. Münster: Universität Münster.
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