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isPartOf:"Journal of econometrics"
~isPartOf:"CORE discussion paper : DP"
~person:"Francq, Christian"
~person:"Ghysels, Eric"
~person:"Mykland, Per A."
~person:"Zhou, Hao"
~subject:"Marktmikrostruktur"
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Search: subject_exact:"Volatility"
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Marktmikrostruktur
Volatility
23
Volatilität
23
Estimation theory
9
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9
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8
Schätzung
8
Börsenkurs
7
Forecasting model
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Capital income
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Asynchronous times
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Francq, Christian
Ghysels, Eric
Mykland, Per A.
Zhou, Hao
Li, Yingying
5
Bollerslev, Tim
4
Andersen, Torben
3
Aït-Sahalia, Yacine
3
Christensen, Kim
3
Bibinger, Markus
2
Clinet, Simon
2
Grammig, Joachim
2
Hounyo, Ulrich
2
Meddahi, Nour
2
Podolskij, Mark
2
Potiron, Yoann
2
Winkelmann, Lars
2
Zhang, Lan
2
Zhang, Zhiyuan
2
Zheng, Xinghua
2
Andreou, Elena
1
Archakov, Ilya
1
Bandi, Federico M.
1
Boswijk, Herman Peter
1
Brunetti, Celso
1
Cebiroglu, Gökhan
1
Chen, Fei
1
Chen, Richard Y.
1
Christensen, Kimberly
1
Diebold, Francis X.
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Dijk, Dick van
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Duong, Diep
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Feng, Phoenix
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Griffin, Jim E.
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Hautsch, Nikolaus
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Hwang, Eunju
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Jacob, Jean
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Jing, Bingyi
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Kalnina, Ilze
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Journal of econometrics
CORE discussion paper : DP
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Handbook of financial time series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of the American Statistical Association : JASA
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NBER Working Paper
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Pacific-Basin finance journal
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ECONIS (ZBW)
5
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1
The observed asymptotic variance : hard edges, and a regression approach
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 411-428
Persistent link: https://www.econbiz.de/10012619653
Saved in:
2
Model-free approaches to discern non-stationary microstructure noise and time-varying liquidity in high-frequency data
Chen, Richard Y.
;
Mykland, Per A.
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 79-103
Persistent link: https://www.econbiz.de/10011897700
Saved in:
3
Between data cleaning and inference : pre-averaging and robust estimators of the efficient price
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 242-262
Persistent link: https://www.econbiz.de/10011705124
Saved in:
4
Jumps in equilibrium prices and market microstructure noise
Lee, Suzanne S.
;
Mykland, Per A.
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 396-406
Persistent link: https://www.econbiz.de/10009612713
Saved in:
5
Volatility forecasting and microstructure noise
Ghysels, Eric
;
Sinko, Arthur
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 257-271
Persistent link: https://www.econbiz.de/10009242520
Saved in:
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