• The benefits of using large high frequency financial datasets for empirical analyses: Two applied cases 

      Ters, Kristyna; Ferrari, Massimo (2017-03)
      Statistical implications of the new financial landscape : Proceedings of the Eighth IFC Conference, Basel, 8–9 September 2016
      How do markets evaluate monetary policy announcements and how large are the shocks they convey? These are central questions for policy makers if they are interested in evaluating their decisions and quantitatively assess ...
      04B - Beitrag Konferenzschrift