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accessRights:"free"
type_genre:"Article in journal"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Pakistan journal of commerce and social sciences"
~person:"Li, Z. Merrick"
~person:"Motegi, Kaiji"
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Estimation theory
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Schätztheorie
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Dependent microstructure noise
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Market microstructure
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Nichtparametrisches Verfahren
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Noise Trading
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Noise trading
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Nonparametric statistics
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Li, Z. Merrick
Motegi, Kaiji
Jochmans, Koen
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Linton, Oliver
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Aleem, M.
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Gao, Jiti
3
Verardi, Vincenzo
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Harvey, Andrew C.
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Onatski, Alexei
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Shah, Muhammad Akbar Ali
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Weidner, Martin
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Ai, Chunrong
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Aslam, Muhammad
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Bhattacharya, Debopam
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Bokhari, Rabia
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Hafnery, Christian
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Harris, David
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Iqbal, Zafar
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Cambridge working papers in economics
Pakistan journal of commerce and social sciences
Cambridge-INET working papers
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Quantitative economics : QE ; journal of the Econometric Society
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ECONIS (ZBW)
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A unified framework for efficient estimation of general treatment models
Ai, Chunrong
;
Linton, Oliver
;
Motegi, Kaiji
;
Zhang, Zheng
-
2019
Persistent link: https://www.econbiz.de/10012698848
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Dependent microstructure noise and integrated volatility : estimation from high-frequency data
Li, Z. Merrick
;
Laeven, Roger J. A.
;
Vellekoop, Michel
-
2019
Persistent link: https://www.econbiz.de/10012703138
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