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person:"Daníelsson, Jón"
subject:"Volatility"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Kim, Donggyu"
~person:"Li, Yingying"
~person:"Phillips, Peter C. B."
~subject:"Faktorenanalyse"
~subject:"Market microstructure noise"
~subject:"United States"
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Volatility
Faktorenanalyse
Market microstructure noise
United States
Estimation theory
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Einheitswurzeltest
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Daníelsson, Jón
Kim, Donggyu
Li, Yingying
Phillips, Peter C. B.
Audrino, Francesco
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Bos, Charles S.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
12
Cowles Foundation discussion paper
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Discussion paper / Tinbergen Institute
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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
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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
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