Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Ferreira, Iúri H."'
In this paper we examine the relation between market returns and volatility measures through machine learning methods in a high-frequency environment. We implement a minute-by-minute rolling window intraday estimation method using two nonlinear model
Externí odkaz:
http://arxiv.org/abs/2112.15108
Autor:
Carneiro, Carlos B., Ferreira, Iúri H., Medeiros, Marcelo C., Pires, Henrique F., Zilberman, Eduardo
We adopt an artificial counterfactual approach to assess the impact of lockdowns on the short-run evolution of the number of cases and deaths in some US states. To do so, we explore the different timing in which US states adopted lockdown policies, a
Externí odkaz:
http://arxiv.org/abs/2009.13484