2023 Fiscal Year Final Research Report
Econometric methods for high frequency data
| Project/Area Number |
20K13470
|
|---|
| Research Category |
Grant-in-Aid for Early-Career Scientists
|
| Allocation Type | Multi-year Fund |
|---|
| Review Section |
Basic Section 07030:Economic statistics-related
|
|---|
| Research Institution | Keio University |
|---|
Principal Investigator |
Potiron Yoann 慶應義塾大学, 商学部(三田), 准教授 (60781119)
|
|---|
| Project Period (FY) |
2020-04-01 – 2024-03-31
|
| Keywords | financial econometrics |
|---|
| Outline of Final Research Achievements |
The research went well overall. All of the results obtained during the previous years have been presented in seminars, conferences and discussed with leading experts in the fields. We had a good feedback about our research, and some drawbacks in our approach to consider to improve the future of research.
|
| Free Research Field |
financial econometrics
|
| Academic Significance and Societal Importance of the Research Achievements |
High frequency financial econometrics is very useful for making predictions about the stock market, and also more generally to understand key macroeconomic ariables related to a specific country, such as inflation rate in Japan.
|
