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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Aït-Sahalia, Yacine"
~person:"Koopman, Siem Jan"
~person:"Liu, Zhi"
~person:"Todorov, Viktor"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation
2
Estimation theory
2
Schätztheorie
2
Schätzung
2
Volatilität
2
Analysis of variance
1
Central limit theorem
1
Financial market
1
Finanzmarkt
1
High frequency financial data
1
Kernel estimate
1
Market microstructure
1
Marktmikrostruktur
1
Microstructure noise
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Multiple records
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Range-based estimation
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Spot volatility
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Statistical test
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Statistischer Test
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Aït-Sahalia, Yacine
Koopman, Siem Jan
Liu, Zhi
Todorov, Viktor
Alañón Pardo, Ángel
1
Andreou, Alena
1
Arize, Augustine Chuck
1
Balter, Janine
1
Bos, Charles S.
1
Caldeira, João F.
1
Carrasco, Marine
1
Chen, Cathy W. S.
1
Díaz-Mendoza, Ana-Carmen
1
Fan, Jianqing
1
Fan, Yingying
1
Francq, Christian
1
Frederiksen, Per
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Ghysels, Eric
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Guillén, Montserrat
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Hassler, Uwe
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Herwartz, Helmut
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Horváth, Lajos
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Horváth, Roman
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Härdle, Wolfgang
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Ikeda, Shin S.
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Janus, Paweł
1
Kotchoni, Rachidi
1
Kumar, Satish
1
Kunitomo, Naoto
1
Li, Leon
1
Li, Yingying
1
Lin, Tsai-Yu
1
Liu, Qiang
1
Liu, Yiqi
1
Lv, Jinchi
1
Moneva, J. M.
1
Moura, Guilherme Valle
1
Mykland, Per A.
1
Nagakura, Daisuke
1
Nielsen, Morten Ørregaard
1
Nogales, Francisco J.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
16
Econometric theory
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of the American Statistical Association : JASA
2
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Finance and stochastics
1
Journal of financial econometrics
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Estimation of spot volatility with superposed noisy data
Liu, Qiang
;
Liu, Yiqi
;
Liu, Zhi
;
Wang, Li
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 62-79
Persistent link: https://www.econbiz.de/10012036296
Saved in:
2
Spot variance path estimation and its application to high-frequency jump testing
Bos, Charles S.
;
Janus, Paweł
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
2
,
pp. 354-389
Persistent link: https://www.econbiz.de/10009540536
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