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person:"Daníelsson, Jón"
subject:"Volatility"
~accessRights:"restricted"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Econometrics : open access journal"
~isPartOf:"Working papers in economics"
~person:"Croux, Christophe"
~person:"Davidson, Russell"
~person:"Hsu, Yu-Chin"
~person:"Jochmans, Koen"
~person:"Koop, Gary"
~person:"Li, Yingying"
~person:"Nolte, Ingmar"
~person:"Phillips, Peter C. B."
~subject:"Canada"
~subject:"Market microstructure noise"
~subject:"Ranking method"
~subject:"Schätzung"
~subject:"Statistical distribution"
~subject:"Statistical test"
~subject:"Theory"
~subject:"United States"
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Volatility
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Market microstructure noise
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Daníelsson, Jón
Croux, Christophe
Davidson, Russell
Hsu, Yu-Chin
Jochmans, Koen
Koop, Gary
Li, Yingying
Nolte, Ingmar
Phillips, Peter C. B.
Andrews, Isaiah
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Econometrics : open access journal
Working papers in economics
Journal of econometrics
14
Economics letters
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of forecasting
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Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
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