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isPartOf:"Journal of econometrics"
~person:"Archakov, Ilya"
~person:"Dalderop, Jeroen"
~subject:"Noise Trading"
~subject:"Statistische Verteilung"
~type_genre:"Article in journal"
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Statistische Verteilung
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Archakov, Ilya
Dalderop, Jeroen
Bollerslev, Tim
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Li, Yingying
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Meddahi, Nour
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Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
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2
Nonparametric filtering of conditional state-price densities
Dalderop, Jeroen
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 295-325
Persistent link: https://www.econbiz.de/10012438391
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