//--> //--> //-->
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"
~person:"Nagakura, Daisuke"
~subject:"Market microstructure"
~subject:"Wechselkurs"
~type:"article"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Market microstructure
Wechselkurs
Estimation theory
2
Schätztheorie
2
State space model
2
Zustandsraummodell
2
Analysis of variance
1
Estimation
1
Exchange rate
1
Marktmikrostruktur
1
Noise Trading
1
Noise trading
1
Schätzung
1
Time series analysis
1
US dollar
1
US-Dollar
1
Varianzanalyse
1
Volatilität
1
Yen
1
Zeitreihenanalyse
1
exchange rate
1
identification
1
integrated variance
1
market microstructure noise
1
realized variance
1
state space
1
more ...
less ...
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Nagakura, Daisuke
Kumar, Dilip
16
Maheswaran, S.
14
Todorov, Viktor
12
Li, Jia
11
Tauchen, George Eugene
11
Teräsvirta, Timo
9
Bollerslev, Tim
8
Mykland, Per A.
8
Andersen, Torben
7
Francq, Christian
7
Kim, Donggyu
7
Li, Yingying
7
Liu, Zhi
7
Ghysels, Eric
6
Hafner, Christian M.
6
Koopman, Siem Jan
6
Wang, Yazhen
6
Zhang, Lan
6
Aït-Sahalia, Yacine
5
Cheung, Yin-Wong
5
Fan, Jianqing
5
Jing, Bingyi
5
Linton, Oliver
5
Mancino, Maria Elvira
5
Russell, Jeffrey R.
5
Shephard, Neil G.
5
Silvennoinen, Annastiina
5
Taylor, Stephen
5
Zakoïan, Jean-Michel
5
Arize, Augustine Chuck
4
Arnerić, Josip
4
Bauwens, Luc
4
Bossaerts, Peter L.
4
Clements, Adam
4
Corsi, Fulvio
4
Diebold, Francis X.
4
Dufour, Jean-Marie
4
Elliott, Robert J.
4
Feng, Yuanhua
4
Fičura, Milan
4
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->