Concepedia
Statistics
Publications
5
Citations
89
H-Index
Active since
2011
Affiliations
Universität Hamburg(Current)
Kiel Institute for the World Economy
Hamburg School of Business Administration
Christian-Albrechts-Universität zu Kiel
Cristina Sattarhoff is an author at Universität Hamburg specializing in economics, econometrics, and time series analysis.
Publications per year
2011–2022
Forecasting Daily Variations of Stock Index Returns with a Multifractal Model of Realized Volatility
Thomas Lux, Leonardo Morales‐Arias, Cristina Sattarhoff · Journal of Forecasting · 2014 · 25 citations
Business, Economics, Finance +17
A Fast Algorithm for the Computation of HAC Covariance Matrix Estimators
Jochen Heberle, Cristina Sattarhoff · Econometrics · 2017 · 21 citations · Full text
Natural Sciences, Economics, Econometrics +15
Measuring informational efficiency of the European carbon market — A quantitative evaluation of higher order dependence
Cristina Sattarhoff, Marc Gronwald · International Review of Financial Analysis · 2022 · 20 citations
Social Sciences, Business Economics, Economics +15
A Markov-switching multifractal approach to forecasting realized volatility
Thomas Lux, Leonardo Morales‐Arias, Cristina Sattarhoff · Econstor (Econstor) · 2011 · 13 citations · Full text
How to Measure Financial Market Efficiency? A Multifractality-Based Quantitative Approach with an Application to the European Carbon Market
Cristina Sattarhoff, Marc Gronwald · SSRN Electronic Journal · 2018 · 10 citations · Full text
Social Sciences, Economics, Finance +16
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