//--> //--> //-->
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 financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Quantitative finance"
~person:"Mykland, Per A."
~subject:"Statistische Verteilung"
~subject:"Statistischer Fehler"
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:"Estimation theory"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Statistische Verteilung
Statistischer Fehler
Estimation theory
2
Market microstructure
2
Marktmikrostruktur
2
Schätztheorie
2
Volatilität
2
Börsenkurs
1
Estimation
1
Integrated volatility
1
Market microstructure noise
1
Nichtparametrisches Verfahren
1
Noise Trading
1
Noise trading
1
Nonparametric statistics
1
Powers of volatility
1
Quasi-maximum likelihood estimator
1
Schätzung
1
Share price
1
Statistical error
1
bias-correction
1
diffusion process
1
market microstructure
1
realized volatility (RV)
1
rounding errors
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Mykland, Per A.
Härdle, Wolfgang
5
Spokojnyj, Vladimir G.
4
Ghysels, Eric
3
Butucea, Cristina
2
Chen, Wilson Ye
2
Chen, Yi-ting
2
Fan, Jianqing
2
Francq, Christian
2
Gerlach, Richard H.
2
Hautsch, Nikolaus
2
Herwartz, Helmut
2
Hoga, Yannick
2
Jing, Bingyi
2
Koopman, Siem Jan
2
Liu, Guangying
2
Läuter, Henning
2
Nolte, Ingmar
2
Phillips, Peter C. B.
2
Shephard, Neil G.
2
Yang, Xiye
2
Alfelt, Gustav
1
Amado, Cristina
1
An, Yonghong
1
Andersen, Torben
1
Andreou, Alena
1
Andreou, Elena
1
Bai, Yuehao
1
Balter, Janine
1
Bandi, Federico M.
1
Bartalotti, Otávio
1
Bauwens, Luc
1
Bayer, Christian
1
Behrendt, Simon
1
Bibinger, Markus
1
Bodnar, Taras
1
Bollerslev, Tim
1
Bollinger, Christopher R.
1
Bormann, Carsten
1
Bormetti, Giacomo
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Quantitative finance
Journal of econometrics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Local parametric estimation in high frequency data
Potiron, Yoann
;
Mykland, Per A.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 679-692
Persistent link: https://www.econbiz.de/10012262505
Saved in:
2
Rounding errors and volatility estimation
Li, Yingying
;
Mykland, Per A.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 478-504
Persistent link: https://www.econbiz.de/10011339292
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->