//--> //--> //-->
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
~isPartOf:"Econometric reviews"
~subject:"Sampling"
~subject:"market microstructure noise"
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:"Noise trading"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Sampling
market microstructure noise
Noise Trading
5
Noise trading
5
Volatility
4
Volatilität
4
Analysis of variance
3
Capital income
3
Kapitaleinkommen
3
Market microstructure
3
Marktmikrostruktur
3
Stichprobenerhebung
3
Varianzanalyse
3
Börsenkurs
2
Estimation theory
2
Schätztheorie
2
Share price
2
1993-2003
1
Bias
1
Bias correction
1
Estimation
1
Financial market
1
Finanzmarkt
1
Forecast
1
Forecasting model
1
High-frequency data
1
Implied volatility
1
Integrated volatility
1
Jumps
1
Microstructure noise
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Portfolio selection
1
Portfolio-Management
1
Prognose
1
Prognoseverfahren
1
Schätzung
1
Stochastic process
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Bandi, Federico M.
1
Brownlees, Christian
1
Griffin, Jim E.
1
Nualart, Eulalia
1
Oomen, Roel C. A.
1
Russell, Jeffrey R.
1
Sun, Yucheng
1
Wang, Jying-Nan
1
Yeh, Jin-huei
1
Zhu, Yinghua
1
more ...
less ...
Published in...
All
Econometric reviews
Finmap working paper
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
CFS working paper series
1
Discussion paper / Centre for Economic Policy Research
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Frontiers of economics in China : selected publications from Chinese universities
1
IDEI working papers
1
IRTG 1792 discussion paper
1
International review of economics & finance : IREF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of risk and financial management : JRFM
1
Romanian journal of economic forecasting
1
SFB 649 Discussion Paper
1
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
1
Working papers / TSE : WP
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
2
Bias-corrected realized variance
Yeh, Jin-huei
;
Wang, Jying-Nan
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 170-192
Persistent link: https://www.econbiz.de/10012180719
Saved in:
3
Using high-frequency data in dynamic portfolio choice
Bandi, Federico M.
;
Russell, Jeffrey R.
;
Zhu, Yinghua
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 163-198
Persistent link: https://www.econbiz.de/10003761222
Saved in:
4
Sampling returns for realized variance calculations : tick time or transaction time?
Griffin, Jim E.
;
Oomen, Roel C. A.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 230-253
Persistent link: https://www.econbiz.de/10003761225
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->