//--> //--> //--> //-->
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:"Journal of econometrics"
~isPartOf:"Journal of economic theory"
~isPartOf:"The economic journal : the journal of the Royal Economic Society"
~type:"article"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Noise Trading
35
Noise trading
35
Market microstructure
29
Marktmikrostruktur
29
Volatility
28
Volatilität
28
Estimation theory
22
Schätztheorie
22
Time series analysis
19
Zeitreihenanalyse
19
Market microstructure noise
12
Börsenkurs
11
Estimation
11
Schätzung
11
Share price
11
Theorie
11
Theory
11
Capital income
8
Kapitaleinkommen
8
Microstructure noise
8
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
High frequency data
7
High-frequency data
7
Analysis of variance
6
Integrated volatility
6
Varianzanalyse
6
Realized volatility
5
Stochastic process
4
Stochastischer Prozess
4
Financial market
3
Finanzmarkt
3
Forecasting model
3
Jumps
3
Liquidity
3
Pre-averaging
3
Prognoseverfahren
3
Asymmetric information
2
Asymmetrische Information
2
Bootstrap approach
2
more ...
less ...
Online availability
All
Undetermined
22
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
35
Aufsatz in Zeitschrift
35
Language
All
English
35
Author
All
Li, Yingying
5
Andersen, Torben
3
Bollerslev, Tim
3
Christensen, Kim
3
Aït-Sahalia, Yacine
2
Clinet, Simon
2
Meddahi, Nour
2
Mykland, Per A.
2
Oomen, Roel
2
Podolskij, Mark
2
Potiron, Yoann
2
Zhang, Zhiyuan
2
Zheng, Xinghua
2
Archakov, Ilya
1
Bandi, Federico M.
1
Bibinger, Markus
1
Bond, Philip
1
Boswijk, Herman Peter
1
Brunetti, Celso
1
Cebiroglu, Gökhan
1
Chakraborty, Archishman
1
Chen, Richard Y.
1
Christensen, Kimberly
1
Drugov, Mikhail
1
Eraslan, Hülya
1
Forni, Mario
1
Gambetti, Luca
1
Ghysels, Eric
1
Griffin, Jim E.
1
Hautsch, Nikolaus
1
Hounyo, Ulrich
1
Hwang, Eunju
1
Jacob, Jean
1
Jing, Bingyi
1
Kong, Xin-Bing
1
Laeven, Roger J. A.
1
Lee, Suzanne S.
1
Li, Jia
1
Li, Yichu
1
Li, Z. Merrick
1
more ...
less ...
Published in...
All
Journal of econometrics
Journal of economic theory
The economic journal : the journal of the Royal Economic Society
The review of financial studies
13
International review of economics & finance : IREF
12
Journal of banking & finance
12
Economic modelling
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Pacific-Basin finance journal
10
Finance research letters
9
Journal of financial economics
9
The journal of finance : the journal of the American Finance Association
9
International review of financial analysis
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Review of quantitative finance and accounting
7
Journal of financial markets
6
Applied economics letters
5
Econometric reviews
5
International journal of theoretical and applied finance
5
Quantitative finance
5
The journal of futures markets
5
The review of economic studies
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of international money and finance
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
The North American journal of economics and finance : a journal of financial economics studies
4
Applied financial economics
3
Economic theory : official journal of the Society for the Advancement of Economic Theory
3
Economics letters
3
Finance and stochastics
3
Journal of economic dynamics & control
3
Journal of empirical finance
3
The journal of real estate finance and economics
3
Applied mathematical finance
2
China finance review international
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Econometric theory
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
European financial management : the journal of the European Financial Management Association
2
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
2
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
3
Volatility of volatility : estimation and tests based on noisy high frequency data with jumps
Li, Yingying
;
Liu, Guangying
;
Zhang, Zhiyuan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 422-451
Persistent link: https://www.econbiz.de/10013441895
Saved in:
4
The drift burst hypothesis
Christensen, Kim
;
Oomen, Roel
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 461-497
Persistent link: https://www.econbiz.de/10013442150
Saved in:
5
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
Saved in:
6
High frequency traders and the price process
Aït-Sahalia, Yacine
;
Brunetti, Celso
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 20-45
Persistent link: https://www.econbiz.de/10012482736
Saved in:
7
Dependent microstructure noise and integrated volatility estimation from high-frequency data
Li, Z. Merrick
;
Laeven, Roger J. A.
;
Vellekoop, Michel H.
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 536-558
Persistent link: https://www.econbiz.de/10012439499
Saved in:
8
How noise affects effort in tournaments
Drugov, Mikhail
;
Ryvkin, Dmitry
- In:
Journal of economic theory
188
(
2020
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012424334
Saved in:
9
Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book
Clinet, Simon
;
Potiron, Yoann
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 289-337
Persistent link: https://www.econbiz.de/10012302598
Saved in:
10
A Hausman test for the presence of market microstructure noise in high frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
211
(
2019
)
1
,
pp. 176-205
Persistent link: https://www.econbiz.de/10012303614
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->