//--> //--> //-->
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 theory"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Estimation"
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
Estimation
Market microstructure
12
Marktmikrostruktur
12
Noise Trading
12
Noise trading
12
Volatility
9
Volatilität
9
Estimation theory
7
Schätztheorie
7
Börsenkurs
6
Share price
6
Capital income
4
Kapitaleinkommen
4
Market microstructure noise
4
Schätzung
4
Time series analysis
4
Zeitreihenanalyse
4
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Theorie
3
Theory
3
Analysis of variance
2
Correlation
2
High frequency data
2
Korrelation
2
Microstructure noise
2
Varianzanalyse
2
1997-2002
1
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Aktienmarkt
1
Asynchronicity
1
Asynchronous trading
1
Bias
1
Bias reduction
1
Bootstrap approach
1
Bootstrap-Verfahren
1
CAPM
1
Causality analysis
1
more ...
less ...
Online availability
All
Undetermined
3
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
Bormetti, Giacomo
1
Buccheri, Giuseppe
1
Corsi, Fulvio
1
Hautsch, Nikolaus
1
Kalnina, Ilze
1
Lillo, Fabrizio
1
Mykland, Per A.
1
Podolskij, Mark
1
Potiron, Yoann
1
more ...
less ...
Published in...
All
Econometric theory
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
10
Finance research letters
4
Journal of banking & finance
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
NBER working paper series
4
Discussion paper / Centre for Economic Policy Research
3
NBER Working Paper
3
Review of quantitative finance and accounting
3
SFB 649 discussion paper
3
Working paper / National Bureau of Economic Research, Inc.
3
Applied economics letters
2
CFS working paper series
2
CREATES research paper
2
Economic modelling
2
Economics letters
2
Finance and stochastics
2
Journal of financial markets
2
Research notes in economics & statistics
2
The review of economic studies
2
Wirtschaftswissenschaftliche Diskussionspapiere / Universität Bayreuth, Rechts- und Wirtschaftswissenschaftliche Fakultät: Diskussionspapier ...
2
Working paper
2
AEA papers and proceedings
1
Applied economics
1
Baffi Center Research Paper
1
CESifo working papers
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Cambridge working papers in economics
1
Cambridge-INET working papers
1
Computational economics
1
Discussion paper
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
1
Discussion papers in economics
1
Document de travail
1
ECON PhD dissertations
1
ERIM Report Series Reference
1
Econometric reviews
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
2
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:
3
Local parametric estimation in high frequency data
Potiron, Yoann
;
Mykland, Per A.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 679-692
Persistent link: https://www.econbiz.de/10012262505
Saved in:
4
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->