//--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"Journal of Econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Working Paper"
~person:"Lee, Kyungsub"
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:"High-Frequency Data"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
1
EU countries
1
EU-Staaten
1
Estimation
1
Estimation theory
1
Impact of mark
1
Marked Hawkes process
1
Schätztheorie
1
Schätzung
1
Share price
1
Stochastic process
1
Stochastischer Prozess
1
Tick price dynamics
1
Ultra-high-frequency data
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Lee, Kyungsub
Kinateder, Harald
2
Lucey, Brian M.
2
Papavassiliou, Vassilios G.
2
Todorov, Viktor
2
Alexeev, Vitali
1
Andersen, Torben G.
1
Andreou, Elena
1
Apergēs, Nikolaos
1
Aït-Sahalia, Yacine
1
Bee, Marco
1
Ben Omrane, Walid
1
Bollerslev, Tim
1
Bouri, Elie
1
Corbet, Shaen
1
Dobrev, Dobrislav
1
Dungey, Mardi H.
1
Dupuis, Debbie J.
1
Ghysels, Eric
1
Grynkiv, Iaryna
1
Hao, Hong-Xia
1
Harb, Etienne
1
Iqbal, Najaf
1
Jacod, Jean
1
Katsiampa, Paraskevi
1
Kitamura, Yoshihiro
1
Kourtellos, Andros
1
Lee, Suzanne S.
1
Li, Bo
1
Li, Jia
1
Li, Sophia Zhengzi
1
Lin, Jin-Guan
1
Liu, Cheng
1
Liu, Zhenya
1
Lu, Shanglin
1
Lyócsa, Štefan
1
Mishra, Sagarika
1
Molnár, Peter
1
Mykland, Per A.
1
Naeem, Muhammad Abubakr
1
more ...
less ...
Published in...
All
Journal of Econometrics
Journal of empirical finance
Journal of international financial markets, institutions & money
Working Paper
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->