//--> //--> //--> //-->
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"
~source:"econis"
~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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Noise trading
Volatility
321
Volatilität
321
Theorie
125
Theory
125
Estimation theory
116
Schätztheorie
116
Stochastic process
104
Stochastischer Prozess
104
Estimation
102
Schätzung
102
Time series analysis
100
Zeitreihenanalyse
100
Capital income
70
Kapitaleinkommen
70
Börsenkurs
67
Share price
67
ARCH model
66
ARCH-Modell
66
Forecasting model
49
Prognoseverfahren
49
Market microstructure
41
Marktmikrostruktur
41
Nichtparametrisches Verfahren
40
Nonparametric statistics
40
Option pricing theory
39
Optionspreistheorie
39
Statistical distribution
34
Statistische Verteilung
34
Stochastic volatility
34
Noise Trading
26
High-frequency data
25
CAPM
24
USA
24
United States
24
Bayes-Statistik
23
Bayesian inference
23
Bootstrap approach
18
Bootstrap-Verfahren
18
Markov chain
18
more ...
less ...
Online availability
All
Undetermined
20
Type of publication
All
Article
26
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Language
All
English
26
Author
All
Li, Yingying
5
Andersen, Torben
3
Bollerslev, Tim
3
Aït-Sahalia, Yacine
2
Christensen, Kim
2
Clinet, Simon
2
Meddahi, Nour
2
Mykland, Per A.
2
Potiron, Yoann
2
Zhang, Zhiyuan
2
Zheng, Xinghua
2
Archakov, Ilya
1
Bibinger, Markus
1
Boswijk, Herman Peter
1
Brunetti, Celso
1
Cebiroglu, Gökhan
1
Chen, Richard Y.
1
Christensen, Kimberly
1
Ghysels, Eric
1
Griffin, Jim E.
1
Hautsch, Nikolaus
1
Hounyo, Ulrich
1
Hwang, Eunju
1
Jacob, Jean
1
Jing, Bingyi
1
Kong, Xin-Bing
1
Laeven, Roger J. A.
1
Lee, Suzanne S.
1
Li, Jia
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
Sinko, Arthur
1
more ...
less ...
Published in...
All
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
International review of economics & finance : IREF
5
Journal of banking & finance
5
Working paper / National Bureau of Economic Research, Inc.
5
Econometric reviews
4
SFB 649 discussion paper
4
Economics letters
3
NBER working paper series
3
Quantitative finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
2
CFS working paper series
2
Cambridge working papers in economics
2
Cambridge-INET working papers
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper series / School of Economics and Finance, the University of Hong Kong
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economic modelling
2
Finance and stochastics
2
Finance research letters
2
Finmap working paper
2
International journal of finance & economics : IJFE
2
International review of financial analysis
2
Journal of financial economics
2
NBER Working Paper
2
Pacific-Basin finance journal
2
Review of quantitative finance and accounting
2
The economic journal : the journal of the Royal Economic Society
2
The journal of finance : the journal of the American Finance Association
2
The journal of futures markets
2
The review of economic studies
2
Wirtschaftswissenschaftliche Diskussionspapiere / Universität Bayreuth, Rechts- und Wirtschaftswissenschaftliche Fakultät: Diskussionspapier ...
2
Working paper
2
Working paper / Centre for Financial Research
2
24th Australasian Finance and Banking Conference 2011 Paper
1
Academy of Management perspectives : AMP
1
American journal of agricultural economics
1
Applied economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
2
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
Saved in:
3
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
4
Volatility of volatility : estimation and tests based on noisy high frequency data with jumps
Li, Yingying
;
Liu, Guangying
;
Zhang, Zhiyuan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 422-451
Persistent link: https://www.econbiz.de/10013441895
Saved in:
5
The drift burst hypothesis
Christensen, Kim
;
Oomen, Roel
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 461-497
Persistent link: https://www.econbiz.de/10013442150
Saved in:
6
High frequency traders and the price process
Aït-Sahalia, Yacine
;
Brunetti, Celso
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 20-45
Persistent link: https://www.econbiz.de/10012482736
Saved in:
7
Dependent microstructure noise and integrated volatility estimation from high-frequency data
Li, Z. Merrick
;
Laeven, Roger J. A.
;
Vellekoop, Michel H.
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 536-558
Persistent link: https://www.econbiz.de/10012439499
Saved in:
8
Estimating the integrated volatility with tick observations
Jacob, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 80-100
Persistent link: https://www.econbiz.de/10012139788
Saved in:
9
Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book
Clinet, Simon
;
Potiron, Yoann
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 289-337
Persistent link: https://www.econbiz.de/10012302598
Saved in:
10
A Hausman test for the presence of market microstructure noise in high frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
211
(
2019
)
1
,
pp. 176-205
Persistent link: https://www.econbiz.de/10012303614
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->