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person:"Otsubo, Yoichi"
~person:"Voev, Valeri"
~subject:"Schätztheorie"
~subject:"Systematischer Fehler"
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Search: subject_exact:"Market microstructure"
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Schätztheorie
Systematischer Fehler
Market microstructure
15
Marktmikrostruktur
9
Estimation theory
5
market microstructure
5
High frequency data
4
Kleinste-Quadrate-Methode
4
Least squares method
4
Zeitreihenanalyse
4
bid-ask spread
4
Bid-ask spread
3
Realized volatility and covariance
3
Time series analysis
3
Volatility
3
Volatilität
3
2004-2008
2
Carbon
2
Climate change
2
Correlation
2
EU countries
2
EU-Staaten
2
Emissions trading
2
Emissionshandel
2
Estimation
2
Geld-Brief-Spanne
2
Greenhouse gas emissions
2
Information share
2
International cross-listing
2
Klimawandel
2
Korrelation
2
Noise Trading
2
Order imbalance
2
Price discovery
2
Schätzung
2
Theorie
2
Treibhausgas-Emissionen
2
USA
2
United States
2
Varianzanalyse
2
carbon trading
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English
5
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Otsubo, Yoichi
Voev, Valeri
Li, Yingying
12
Mykland, Per A.
10
Linton, Oliver
7
Nolte, Ingmar
7
Podolskij, Mark
7
Corsi, Fulvio
6
Zheng, Xinghua
6
Li, Z. Merrick
5
Liu, Zhi
5
Zhang, Lan
5
Ait-Sahalia, Yacine
4
Audrino, Francesco
4
Christensen, Kim
4
Grammig, Joachim
4
Hautsch, Nikolaus
4
Jacod, Jean
4
Large, Jeremy
4
Martens, Martin
4
Rossi, Eduardo
4
Russell, Jeffrey R.
4
Wang, Jying-Nan
4
Xiu, Dacheng
4
Zhang, Zhiyuan
4
Aït-Sahalia, Yacine
3
Bandi, Federico M.
3
Bibinger, Markus
3
Bollerslev, Tim
3
Dijk, Dick van
3
Gilli, Manfred
3
Laeven, Roger J. A.
3
Li, Jia
3
Mancino, Maria Elvira
3
Oya, Kosuke
3
Potiron, Yoann
3
Santucci de Magistris, Paolo
3
Shephard, Neil G.
3
Winker, Peter
3
Yeh, Jin-huei
3
Andersen, Torben
2
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Applied economics letters
1
CREATES research paper
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Working paper series / Financial Econometrics Research Centre
1
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ECONIS (ZBW)
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1
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
2
Measuring the bid-ask spreads : a note on the potential downward bias of the Thompson-Waller estimator
Otsubo, Yoichi
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 808-814
Persistent link: https://www.econbiz.de/10011286079
Saved in:
3
Least squares inference on integrated volatility and the relationship between efficient prices and noise
Nolte, Ingmar
;
Voev, Valeri
-
2009
Persistent link: https://www.econbiz.de/10003849539
Saved in:
4
Least squared inference on integrated volatility and the relationship between efficient prices and noise
Nolte, Ingmar
;
Voev, Valeri
-
2009
Persistent link: https://www.econbiz.de/10008856278
Saved in:
5
Least squares infernce on integrated volatility and the relationship between efficient prices and noise
Nolte, Ingmar
;
Voev, Valeri
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
1
,
pp. 94-108
Persistent link: https://www.econbiz.de/10009558954
Saved in:
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