Aufsatz(elektronisch)#12019
High-Frequency Volatility Modelling: A Markov-Switching Autoregressive Conditional Intensity Model
In: Journal of Economic Dynamics and Control, Forthcoming
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In: Journal of Economic Dynamics and Control, Forthcoming
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Working paper
In: Journal of Systematic Investing, 2023, Vol. 3(1), pp. 1-25
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In: The Journal of Portfolio Management, April 2023, 49 (5) 167- 187 DOI: 10.3905/jpm.2023.1.482
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In: British Journal of Political Science, Forthcoming
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In: The Journal of Impact and ESG Investing, Fall 2023, 4 (1) 87 - 108 DOI: 10.3905/jesg.2023.1.076
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In: Journal of Portfolio Management, 2022 Quantitative Special Issue, forthcoming
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