Cristina Sattarhoff

Universität Hamburg — Germany

Economics, Econometrics and Finance · Social Sciences

6h-index117citations44works0.02yr avg
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Research Topics

Complex Systems and Time Series Analysis(11), Financial Risk and Volatility Modeling(7), Market Dynamics and Volatility(6), Flexible and Reconfigurable Manufacturing Systems(5), Sports Analytics and Performance(3)

Publications44 total

Underwriting Cycles in Property-Casualty Insurance: The Impact of Catastrophic Events
Risks·2023· 6 citedOpen Access
Measuring informational efficiency of the European carbon market — A quantitative evaluation of higher order dependence
International Review of Financial Analysis·2022· 19 cited
Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
International Journal of Forecasting·2022· 6 cited
Retire Statistical Significance? Reevaluation of the Employment Effects of the 2006 World Cup
International Journal of Sport Finance·2022· 3 citedOpen Access
Retire Statistical Significance? Reevaluation of the Employment Effects of the 2006 World Cup
International Journal of Sport Finance·2022
High-Dimensional Time Series Regressions With HAC and HAR Penalty Loadings
SSRN Electronic Journal·2022Open Access
Measuring the European Carbon Market Efficiency - A Quantitative Evaluation of Higher Order Dependence
SSRN Electronic Journal·2021· 1 citedOpen Access
6 Periodizitäten in Zeitreihen
2020
8 Mehrdimensionale Zeitreihen
2020
4 Differenzen- und Trendinstationarität
2020
1 Fragestellungen und Datensituation
2020
Literatur
2020
9 Regressionsmodelle für Zeitreihen
2020
Die Zeitreihen
2020
10 Zustandsraummodelle und Kalman-Filter
2020
3 Lineare Zeitreihenmodelle
2020
2 Grundlagen und einfache Methoden
2020
Vorwort zur vierten Auflage
2020Open Access
Abkürzungen und Symbole
2020
11 Nichtlineare Modelle
2020
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Frequent Co-authors

Rainer Schlittgen(20), Marc Gronwald(5), Wolfgang Maennig(4), Thomas Lux(3), Leonardo Morales‐Arias(2), Peter Stahlecker(2), Peter Stahlecker(2), Jochen Heberle(1), Annette Hofmann(1), Martin Spindler(1)