Inference from high-frequency data: A subsampling approach∗ K. Christensen† M. Podolskij‡,†

First Page		Document Content
Date: 2016-07-08 00:04:03 Estimation theory Statistical theory Statistical inference Econometrics Normal distribution Estimator Variance Central limit theorem Efficiency Volatility Consistent estimator Heteroscedasticity		Inference from high-frequency data: A subsampling approach∗ K. Christensen† M. Podolskij‡,† Add to Reading List Source URL: www.cb.cityu.edu.hk Download Document from Source Website File Size: 807,29 KB Share Document on Facebook

	GFS: Unconstrained return generation + consistent low volatility = Absolute returns from a multi strategy concept In 2016 investors continue to be concerned over record low bond yields, rising rates, emerging market weak DocID: 1xVer - View Document
	Convertible bond allocations in a low-yielding investment world Historically convertible bonds have provided equity-like returns but with around half the volatility. They also provide a good diversifier to bond investmen DocID: 1xV07 - View Document
	Capital gain and preservation of capital in an uncertain environment In a world where many security valuations are stretched and the volatility regime is shifting, wealth managers are challenged to put together portfolio DocID: 1xTuL - View Document
	Vanguard economic and market outlook for 2018: Rising risks to the status quo Joseph Davis, Ph.D. \| December 2017 Global economic outlook: An ‘inflation scare’? The financial markets’ low volatility underscores inv DocID: 1vs9O - View Document
	Carrier vs. shipper needs Government regulations effect Marketplace volatility Being a “Shipper of Choice” 1 DocID: 1vs80 - View Document