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isPartOf:"Journal of econometrics"
~person:"Ghysels, Eric"
~person:"Mykland, Per A."
~person:"Renault, Eric"
~person:"Thamrongrat, Nopporn"
~subject:"Efficiency"
~subject:"Pre-averaging"
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Ghysels, Eric
Mykland, Per A.
Renault, Eric
Thamrongrat, Nopporn
Christensen, Kim
2
Podolskij, Mark
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Zhang, Lan
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Andreou, Elena
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The algebra of two scales estimation, and the S-TSRV: High frequency estimation that is robust to sampling times
Mykland, Per A.
;
Zhang, Lan
;
Chen, Dachuan
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 101-119
Persistent link: https://www.econbiz.de/10012139798
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2
Inference from high-frequency data : a subsampling approach
Christensen, Kimberly
;
Podolskij, Mark
;
Thamrongrat, Nopporn
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 245-272
Persistent link: https://www.econbiz.de/10011818358
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
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