//--> //--> //-->
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
person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Journal of econometrics"
~person:"Brandt, Michael W."
~person:"Mykland, Per A."
~subject:"Capital income"
~subject:"Maximum likelihood estimation"
~subject:"PC software"
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
Capital income
Maximum likelihood estimation
PC software
Estimation theory
7
Schätztheorie
7
Microstructure
4
Volatilität
4
Asynchronous times
3
Consistency
3
Discrete observation
3
Kapitaleinkommen
3
Leverage effect
3
Market microstructure
3
Marktmikrostruktur
3
Robust estimation
3
Börsenkurs
2
Efficiency
2
Equivalent martingale measure
2
Irregular times
2
Pre-averaging
2
Realized volatility
2
Robust statistics
2
Robustes Verfahren
2
Share price
2
Stable convergence
2
Time
2
Time series analysis
2
Two scales estimation
2
Zeit
2
Zeitreihenanalyse
2
Asymptotic bias
1
Bias
1
CAPM
1
Contiguity
1
Continuity
1
Correlation
1
Cumulants
1
Edge effect
1
Endogenous model
1
Endogenous times
1
Hayashi-Yoshida estimator
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Croux, Christophe
Brandt, Michael W.
Mykland, Per A.
Todorov, Viktor
10
Lee, Lung-fei
7
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Jia
6
Li, Yingying
6
Zakoïan, Jean-Michel
6
Francq, Christian
5
Kim, Donggyu
5
Koopman, Siem Jan
5
Li, Kunpeng
5
Taylor, Robert
5
Demetrescu, Matei
4
Park, Joon Y.
4
Rodrigues, Paulo M. M.
4
Xiu, Dacheng
4
Aït-Sahalia, Yacine
3
Bai, Jushan
3
Bollerslev, Tim
3
Li, Dong
3
Meddahi, Nour
3
Robinson, Peter M.
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Xu, Xingbai
3
Zhang, Lan
3
Zheng, Xinghua
3
Blasques, Francisco
2
Cavaliere, Giuseppe
2
Chen, Dachuan
2
Chen, Xiaohong
2
Choi, Hwan-sik
2
Choi, Yongok
2
Clinet, Simon
2
Fan, Jianqing
2
Fiorentini, Gabriele
2
Gallant, A. Ronald
2
Georgiev, Iliyan
2
Giesecke, Kay
2
more ...
less ...
Published in...
All
Journal of econometrics
KBI
7
Working papers / Rodney L. White Center for Financial Research
4
NBER Working Paper
3
NBER working paper series
2
Working paper / National Bureau of Economic Research, Inc.
2
CFS working paper series
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Financial Institutions Center
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
NBER technical working paper series
1
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
Technical working paper / National Bureau of Economic Research
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
1
Working papers / Financial Institutions Center
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The observed asymptotic variance : hard edges, and a regression approach
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 411-428
Persistent link: https://www.econbiz.de/10012619653
Saved in:
2
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
Saved in:
3
Model-free approaches to discern non-stationary microstructure noise and time-varying liquidity in high-frequency data
Chen, Richard Y.
;
Mykland, Per A.
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 79-103
Persistent link: https://www.econbiz.de/10011897700
Saved in:
4
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->