//--> //--> //-->
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:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The econometrics journal"
~person:"Mykland, Per A."
~subject:"Time series analysis"
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
Volatility
Time series analysis
Estimation theory
3
Schätztheorie
3
Market microstructure
2
Marktmikrostruktur
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Asynchronous times
1
Capital income
1
Kapitaleinkommen
1
Martingal
1
Martingale
1
Robust statistics
1
Robustes Verfahren
1
Sampling
1
Statistical error
1
Statistischer Fehler
1
Stichprobenerhebung
1
Theorie
1
Theory
1
bias-correction
1
consistency
1
diffusion process
1
discrete observation
1
edge effect
1
irregular times
1
leverage effect
1
market microstructure
1
microstructure
1
observed information
1
realized volatility
1
realized volatility (RV)
1
robust estimation
1
rounding errors
1
semimartingale
1
standard error
1
two-scales estimation
1
volatility of volatility
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Mykland, Per A.
Phillips, Peter C. B.
5
Nelson, Daniel B.
4
Abadir, Karim Maher
3
Engle, Robert F.
3
Tauchen, George Eugene
3
Andrews, Donald W. K.
2
Corsi, Fulvio
2
Dufour, Jean-Marie
2
Fan, Jianqing
2
Foster, Dean P.
2
Frederiksen, Per
2
Hadri, Kaddour
2
Li, Jia
2
Li, Yingying
2
Perron, Pierre
2
Sims, Christopher A.
2
Stock, James H.
2
Tzavalis, Elias
2
Uhlig, Harald
2
Velasco, Carlos
2
Watson, Mark W.
2
White, Halbert
2
Alvarez, Javier
1
Andreou, Alena
1
Arellano, Manuel
1
Audrino, Francesco
1
Bai, Jushan
1
Baillie, Richard
1
Balter, Janine
1
Bierens, Herman J.
1
Bos, Charles S.
1
Caldeira, João F.
1
Candelon, Bertrand
1
Carrasco, Marine
1
Chambers, Marcus J.
1
Chen, Jia
1
Chen, Xiaohong
1
Chen, Yi-ting
1
Christensen, Kim
1
more ...
less ...
Published in...
All
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
The econometrics journal
Journal of econometrics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
2
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->