//--> //--> //-->
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"
~subject:"Jumps"
~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
Jumps
Noise Trading
32
Noise trading
32
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
Capital income
8
Kapitaleinkommen
8
Microstructure noise
8
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Theorie
8
Theory
8
High frequency data
7
High-frequency data
7
Analysis of variance
6
Integrated volatility
6
Varianzanalyse
6
Realized volatility
5
Financial market
3
Finanzmarkt
3
Forecasting model
3
Liquidity
3
Pre-averaging
3
Prognoseverfahren
3
Stochastic process
3
Stochastischer Prozess
3
Bootstrap approach
2
Bootstrap-Verfahren
2
CAPM
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Aït-Sahalia, Yacine
1
Brunetti, Celso
1
Clinet, Simon
1
Hounyo, Ulrich
1
Potiron, Yoann
1
Published in...
All
Journal of econometrics
The economic journal : the journal of the Royal Economic Society
Asia-Pacific financial markets
1
Econometric reviews
1
Journal of banking & finance
1
Pacific-Basin finance journal
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Efficient asymptotic variance reduction when estimating volatility in high frequency data
Clinet, Simon
;
Potiron, Yoann
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 103-142
Persistent link: https://www.econbiz.de/10012110370
Saved in:
3
Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading
Hounyo, Ulrich
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 130-152
Persistent link: https://www.econbiz.de/10011818349
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->