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type_genre:"Collection of articles of several authors"
~isPartOf:"Journal of econometrics"
~person:"Mykland, Per A."
~subject:"Capital income"
~type_genre:"Article in journal"
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Capital income
Estimation theory
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4
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3
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3
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Mykland, Per A.
Demetrescu, Matei
4
Rodrigues, Paulo M. M.
4
Todorov, Viktor
4
Andersen, Torben
3
Li, Yingying
3
Tauchen, George Eugene
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Taylor, Robert
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Georgiev, Iliyan
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Li, Jia
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Shephard, Neil G.
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Xiu, Dacheng
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Zhang, Lan
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Ahsan, Nazmul
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Archakov, Ilya
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Bakalli, Gaetan
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Bollerslev, Tim
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Bouezmarni, Taoufik
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Breidt, F. Jay
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Breitung, Jörg
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Cai, T. Tony
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Cebiroglu, Gökhan
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Chan, Kung-sik
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Chen, Min
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Chen, Richard Y.
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Chen, Rui
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Choi, Yongok
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Crato, Nuno
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Dai, Chaoxing
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Ergemen, Yunus Emre
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Journal of econometrics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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ECONIS (ZBW)
3
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The observed asymptotic variance : hard edges, and a regression approach
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 411-428
Persistent link: https://www.econbiz.de/10012619653
Saved in:
2
Model-free approaches to discern non-stationary microstructure noise and time-varying liquidity in high-frequency data
Chen, Richard Y.
;
Mykland, Per A.
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 79-103
Persistent link: https://www.econbiz.de/10011897700
Saved in:
3
Between data cleaning and inference : pre-averaging and robust estimators of the efficient price
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 242-262
Persistent link: https://www.econbiz.de/10011705124
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