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~isPartOf:"Econometric theory"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Corsi, Fulvio"
~person:"Podolskij, Mark"
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Börsenkurs
3
Market microstructure
3
Marktmikrostruktur
3
Noise Trading
3
Noise trading
3
Share price
3
Estimation
2
Estimation theory
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Microstructure noise
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Schätztheorie
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Schätzung
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Volatility
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Volatilität
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ARCH model
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Aktienmarkt
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Asynchronous trading
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Capital income
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Causality analysis
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Cross-asset trading
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Dynamic dependencies
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Electronic trading
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Granger causality
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Kausalanalyse
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Price discovery
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Corsi, Fulvio
Podolskij, Mark
Buccheri, Giuseppe
2
Potiron, Yoann
2
Awartani, Basel
1
Bandi, Federico M.
1
Bormetti, Giacomo
1
Clinet, Simon
1
Corradi, Valentina
1
Distaso, Walter
1
Figueroa-López, José E.
1
Gonçalves, Sílvia
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Hansen, Peter Reinhard
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Hautsch, Nikolaus
1
Hounyo, Ulrich
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Kalnina, Ilze
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Koike, Yuta
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Lillo, Fabrizio
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Lunde, Asger
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Meddahi, Nour
1
Mykland, Per A.
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Peluso, Stefano
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Russell, Jeffrey R.
1
Varneskov, Rasmus Tangsgaard
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Econometric theory
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
CREATES research paper
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Journal of econometrics
2
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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CFS working paper series
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Journal of financial economics
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ECONIS (ZBW)
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A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
2
High-frequency lead-lag effects and cross-asset linkages : a multi-asset lagged adjustment model
Buccheri, Giuseppe
;
Corsi, Fulvio
;
Peluso, Stefano
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 605-621
Persistent link: https://www.econbiz.de/10012588002
Saved in:
3
Preaveraging-based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence
Hautsch, Nikolaus
;
Podolskij, Mark
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 165-183
Persistent link: https://www.econbiz.de/10009754008
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