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~isPartOf:"Econometric theory"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Lunde, Asger"
~person:"Podolskij, Mark"
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Market microstructure
2
Marktmikrostruktur
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Noise Trading
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Noise trading
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Volatility
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2
Analysis of variance
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Börsenkurs
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Jump diffusions
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Lunde, Asger
Podolskij, Mark
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Bandi, Federico M.
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Bormetti, Giacomo
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Clinet, Simon
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Hansen, Peter Reinhard
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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
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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CFS working paper series
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial economics
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Oxford Financial Research Centre economics series
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SFB 649 Discussion Paper
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SFB 649 discussion paper
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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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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2
Realized variance and market microstructure noise
Hansen, Peter Reinhard
;
Lunde, Asger
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 127-161
Persistent link: https://www.econbiz.de/10003317169
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