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isPartOf:"Journal of econometrics"
~isPartOf:"CORE discussion paper : DP"
~person:"Francq, Christian"
~person:"Ghysels, Eric"
~person:"Mykland, Per A."
~subject:"Liquidität"
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Search: subject_exact:"Volatility"
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Francq, Christian
Ghysels, Eric
Mykland, Per A.
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Hallin, Marc
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Journal of econometrics
CORE discussion paper : DP
Annals of economics and statistics
1
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Liquidity and volatility in the US treasury market
Nguyen, Giang H.
;
Engle, Robert F.
;
Fleming, Michael J.
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 207-229
Persistent link: https://www.econbiz.de/10012482750
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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
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