//--> //--> //-->
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:"The economic journal : the journal of the Royal Economic Society"
~person:"Bollerslev, Tim"
~person:"Mykland, Per A."
~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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Market microstructure
5
Marktmikrostruktur
5
Noise Trading
5
Noise trading
5
Volatility
5
Volatilität
5
Estimation theory
3
Schätztheorie
3
Time series analysis
3
Zeitreihenanalyse
3
Börsenkurs
2
Capital income
2
Estimation
2
High-frequency data
2
Kapitaleinkommen
2
Microstructure noise
2
Schätzung
2
Share price
2
CAPM
1
Forecasting model
1
High-dimensional estimation
1
High-frequency tests
1
Informed trading
1
Liquidity
1
Liquidität
1
Measurement
1
Messung
1
Microstructure
1
Nichtparametrisches Verfahren
1
Non-stationarity
1
Nonparametric statistics
1
Occupation density
1
Prognoseverfahren
1
Realized covolatility matrix
1
Robust measures
1
Stable central limit theorems
1
Statistical distribution
1
Statistical powers
1
Statistische Verteilung
1
Theorie
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Bollerslev, Tim
Mykland, Per A.
Li, Yingying
5
Andersen, Torben
3
Christensen, Kim
3
Aït-Sahalia, Yacine
2
Clinet, Simon
2
Meddahi, Nour
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
Boswijk, Herman Peter
1
Brunetti, Celso
1
Cebiroglu, Gökhan
1
Chen, Richard Y.
1
Christensen, Kimberly
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
Lippi, Marco
1
Liu, Guangying
1
Liu, Zhi
1
Mark, Nelson C.
1
more ...
less ...
Published in...
All
Journal of econometrics
The economic journal : the journal of the Royal Economic Society
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
3
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:
4
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:
5
Realized volatility forecasting and market microstructure noise
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 220-234
Persistent link: https://www.econbiz.de/10009242523
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->