//--> //--> //-->
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
subject:"Share price"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Ikeda, Shin S."
~person:"Shephard, Neil G."
~person:"Taniguchi, Masanobu"
~subject:"Deutschland"
~subject:"Volatilität"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Share price
Deutschland
Volatilität
Estimation theory
4
Schätztheorie
4
Market microstructure
2
Marktmikrostruktur
2
Noise Trading
2
Noise trading
2
Time series analysis
2
Volatility
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Analysis of variance
1
Börsenkurs
1
CAPM
1
Capital income
1
Kapitaleinkommen
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Option pricing theory
1
Optionspreistheorie
1
Theorie
1
Theory
1
Varianzanalyse
1
high frequency data
1
long-run variance
1
microstructure noise
1
quadratic variation
1
realized kernel
1
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Ikeda, Shin S.
Shephard, Neil G.
Taniguchi, Masanobu
Ahlgren, Niklas
1
Andreou, Alena
1
Antell, Jan
1
Balter, Janine
1
Bos, Charles S.
1
Caldeira, João F.
1
Carrasco, Marine
1
Engle, Robert F.
1
Fan, Jianqing
1
Fan, Yingying
1
Francq, Christian
1
Frederiksen, Per
1
Ghysels, Eric
1
Hassler, Uwe
1
Herwartz, Helmut
1
Horváth, Lajos
1
Härdle, Wolfgang
1
Janus, Paweł
1
Koopman, Siem Jan
1
Kotchoni, Rachidi
1
Li, Yingying
1
Lv, Jinchi
1
Moon, Seongman
1
Moura, Guilherme Valle
1
Mykland, Per A.
1
Nagakura, Daisuke
1
Nielsen, Morten Ørregaard
1
Nogales, Francisco J.
1
Rodrigues, Paulo M. M.
1
Rubia, Antonio
1
Rydberg, Tina Hvild
1
Santos, André A. P.
1
Spokojnyj, Vladimir G.
1
Suto, Nobuyuki
1
Taniai, Hiroyuki
1
Tsukahara, Hideatsu
1
Usami, Takashi
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Two-scale realized kernels : a univariate case
Ikeda, Shin S.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 126-165
Persistent link: https://www.econbiz.de/10010519659
Saved in:
2
Asymptotics of realized volatility with non-Gaussian ARCH(∞) Microstructure noise
Taniai, Hiroyuki
;
Usami, Takashi
;
Suto, Nobuyuki
; …
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 617-636
Persistent link: https://www.econbiz.de/10009671895
Saved in:
3
Dynamics of trade-by-trade price movements: decomposition and models
Rydberg, Tina Hvild
;
Shephard, Neil G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 2-25
Persistent link: https://www.econbiz.de/10002220788
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->