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isPartOf:"Journal of econometrics"
~person:"Zhang, Lan"
~subject:"Efficiency"
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Efficiency
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Zhang, Lan
Mykland, Per A.
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Andreou, Elena
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Chen, Dachuan
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Li, Jia
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Li, Yingying
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Tauchen, George Eugene
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Todorov, Viktor
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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
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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