Cristina Sattarhoff

Kiel University

SCHOLARLY PAPERS

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Scholarly Papers (4)

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1.

How to Measure Financial Market Efficiency? A Multifractality-Based Quantitative Approach with an Application to the European Carbon Market

CESifo Working Paper Series No. 7102
Number of pages: 32 Posted: 09 Aug 2018
Cristina Sattarhoff and Marc Gronwald
Kiel University and University of Aberdeen
Downloads 87 (441,398)
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market efficiency, multifractality, multifractal random walk, European Union Emissions Trading Scheme

2.

Measuring the European Carbon Market Efficiency - A Quantitative Evaluation of Higher Order Dependence

USAEE Working Paper No. 21-531
Number of pages: 30 Posted: 10 Dec 2021
Cristina Sattarhoff and Marc Gronwald
Kiel University and Xi'an Jiaotong-Liverpool University (XJTLU) - International Business School Suzhou
Downloads 52 (577,548)

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Weak-Form Market Efficiency, Degree of Market Efficiency, Multifractality, Multi- fractal Random Walk, European Union Emissions Trading Scheme

3.

Interpretation und mögliche Ursachen statistisch insignifikanter Testergebnisse – Eine Fallstudie zu den Beschäftigungseffekten der Fußball-Weltmeisterschaft 2006 (Interpretation and Potential Causes of Statistically Insignficant Test Results - A Case Study of the Employment Effects of the Soccer World Cup in 2006)

Hamburg Contemporary Economic Discussions No. 62, 2017, ISBN: 978-3-942820-38-7
Number of pages: 53 Posted: 09 Nov 2017 Last Revised: 26 Jun 2018
Wolfgang Maennig, Cristina Sattarhoff and Peter Stahlecker
Universität Hamburg, Faculty of Business, Economics and Social Sciences, Kiel University and University of Hamburg - Faculty of Business Administration
Downloads 38 (653,182)

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statistische Signifikanz, Fast-Multikollinearität, empirische Gütefunktion, Fußball-Weltmeisterschaft, Ex-post-Analyse

4.

High-Dimensional Time Series Regressions With HAC and HAR Penalty Loadings

Number of pages: 36 Posted: 11 Dec 2022
Cristina Sattarhoff and Martin Spindler
Kiel University and University of Hamburg
Downloads 10 (868,036)

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HAC estimator, HAR estimator, high-dimensional time series, inference, LASSO