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~isPartOf:"European economic review : EER"
~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"sqi"
~person:"Mykland, Per A."
~subject:"Developing countries"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
~subject:"Risk"
~subject:"Schätzung"
~subject:"Theory"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
~type_genre:"Statistik"
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Developing countries
Kapitaleinkommen
Portfolio-Management
Risk
Schätzung
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Wirkungsanalyse
Estimation theory
7
Schätztheorie
7
Volatility
7
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7
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5
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5
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5
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5
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4
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Mykland, Per A.
Phillips, Peter C. B.
41
Linton, Oliver
25
Koop, Gary
19
Gouriéroux, Christian
18
Lee, Lung-fei
18
Bollerslev, Tim
16
Ghysels, Eric
16
Tauchen, George Eugene
16
Todorov, Viktor
16
Yu, Jun
16
Diebold, Francis X.
15
Hsiao, Cheng
15
Pesaran, M. Hashem
15
Swanson, Norman R.
15
Xiao, Zhijie
14
Aghion, Philippe
13
Aït-Sahalia, Yacine
13
Laffont, Jean-Jacques
13
Schmidt, Peter
13
Taylor, Robert
13
Baltagi, Badi H.
12
McAleer, Michael
12
Park, Joon Y.
12
Steel, Mark F. J.
12
Timmermann, Allan
12
White, Halbert
12
Chib, Siddhartha
11
Corradi, Valentina
11
Gao, Jiti
11
Granger, C. W. J.
11
Hong, Yongmiao
11
Li, Qi
11
Renault, Eric
11
Barnett, William A.
10
Dufour, Jean-Marie
10
Lewbel, Arthur
10
Maasoumi, Esfandiar
10
Patton, Andrew J.
10
Shin, Yongcheol
10
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Conference on Realized Volatility <2006, Montréal>
1
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European economic review : EER
Journal of econometrics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
The review of financial studies
2
Annals of finance
1
Econometric theory
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of the American Statistical Association : JASA
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ECONIS (ZBW)
10
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1
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10
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10
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1
The observed asymptotic variance : hard edges, and a regression approach
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 411-428
Persistent link: https://www.econbiz.de/10012619653
Saved in:
2
Big data in dynamic predictive econometric modeling
Diebold, Francis X.
;
Ghysels, Eric
;
Mykland, Per A.
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012303857
Saved in:
3
Combining statistical intervals and market prices : The worst case state price distribution
Mykland, Per A.
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 272-285
Persistent link: https://www.econbiz.de/10012303929
Saved in:
4
Model-free approaches to discern non-stationary microstructure noise and time-varying liquidity in high-frequency data
Chen, Richard Y.
;
Mykland, Per A.
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 79-103
Persistent link: https://www.econbiz.de/10011897700
Saved in:
5
Between data cleaning and inference : pre-averaging and robust estimators of the efficient price
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 242-262
Persistent link: https://www.econbiz.de/10011705124
Saved in:
6
Jumps in equilibrium prices and market microstructure noise
Lee, Suzanne S.
;
Mykland, Per A.
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 396-406
Persistent link: https://www.econbiz.de/10009612713
Saved in:
7
On the jump activity index for semimartingales
Jing, Bingyi
;
Kong, Xinbing
;
Liu, Zhi
;
Mykland, Per A.
- In:
Journal of econometrics
166
(
2012
)
2
,
pp. 213-223
Persistent link: https://www.econbiz.de/10009509230
Saved in:
8
Realized volatility
Meddahi, Nour
;
Mykland, Per A.
;
Shephard, Neil G.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10009242567
Saved in:
9
Realized volatility : [most of the papers ... were presented at the CIRANO/CIREQ Conference on "Realized volatility", April 2006]
Meddahi, Nour
(
contributor
);
Mykland, Per A.
(
contributor
); …
-
2010
Persistent link: https://www.econbiz.de/10009244600
Saved in:
10
Ultra high frequency volatility estimation with dependent microstructure noise
Aït-Sahalia, Yacine
;
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 160-175
Persistent link: https://www.econbiz.de/10009242527
Saved in:
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