Institution
- Name: Institut für Statistik, LMU München
- Address: Ludwigstraße 33, 80539 München
- Project Proposal Date: 2010-08-04
Abstract:
In a twelve year DAX-minute dataset we are analysing the impact of different macroeconomic announcements on its course. The aim is to gain knowledge about the underlying dynamics which influence DAX returns and optionally to investigate about possible leakeges. The data are quite challenging in volume (1.4 Mio x 780) which leads to severe RAM-Memory problems.