//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of econometrics"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Francq, Christian"
~person:"Ghysels, Eric"
~person:"Mykland, Per A."
~subject:"Noise Trading"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Noise Trading
Volatility
18
Volatilität
18
Estimation theory
10
Schätztheorie
10
ARCH model
6
ARCH-Modell
6
Börsenkurs
6
Capital income
6
Kapitaleinkommen
6
Market microstructure
6
Marktmikrostruktur
6
Share price
6
Estimation
5
Schätzung
5
Forecasting model
4
Microstructure
4
Prognoseverfahren
4
Time series analysis
4
Zeitreihenanalyse
4
Asynchronous times
3
CAPM
3
Consistency
3
Discrete observation
3
Leverage effect
3
Noise trading
3
Regression analysis
3
Regressionsanalyse
3
Robust estimation
3
Robust statistics
3
Robustes Verfahren
3
Stochastic process
3
Stochastischer Prozess
3
Theorie
3
Theory
3
Efficiency
2
Equivalent martingale measure
2
Irregular times
2
Liquidity
2
Liquidität
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Francq, Christian
Ghysels, Eric
Mykland, Per A.
Li, Yingying
6
Andersen, Torben
3
Bollerslev, Tim
3
Zheng, Xinghua
3
Aït-Sahalia, Yacine
2
Christensen, Kim
2
Clinet, Simon
2
Li, Jia
2
Meddahi, Nour
2
Potiron, Yoann
2
Zhang, Zhiyuan
2
Archakov, Ilya
1
Bibinger, Markus
1
Boswijk, Herman Peter
1
Brunetti, Celso
1
Cebiroglu, Gökhan
1
Chen, Richard Y.
1
Christensen, Kimberly
1
Griffin, Jim E.
1
Hautsch, Nikolaus
1
Hounyo, Ulrich
1
Hwang, Eunju
1
Jacob, Jean
1
Jacod, Jean
1
Jing, Bingyi
1
Kong, Xin-Bing
1
Laeven, Roger J. A.
1
Lee, Suzanne S.
1
Li, Yichu
1
Li, Z. Merrick
1
Liu, Guangying
1
Liu, Zhi
1
Nyawa, Serge
1
Oomen, Roel
1
Oomen, Roel C. A.
1
Podolskij, Mark
1
Renò, Roberto
1
Shin, Dong-wan
1
more ...
less ...
Published in...
All
Journal of econometrics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->