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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"nor"
~person:"Mykland, Per A."
~subject:"Volatilität"
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Volatilität
Estimation theory
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Mykland, Per A.
Todorov, Viktor
14
Bollerslev, Tim
9
Tauchen, George Eugene
7
Andersen, Torben
5
Kim, Donggyu
5
Li, Jia
5
Aït-Sahalia, Yacine
4
Francq, Christian
4
McAleer, Michael
4
Zakoïan, Jean-Michel
4
Asai, Manabu
3
Patton, Andrew J.
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zhou, Hao
3
Andreou, Elena
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Christensen, Kim
2
Creal, Drew
2
Dijk, Dick van
2
Ergemen, Yunus Emre
2
Fan, Jianqing
2
Gallo, Giampiero M.
2
Ghysels, Eric
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Harvey, Andrew C.
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Kong, Xin-Bing
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Li, Yingying
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Liesenfeld, Roman
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Paolella, Marc S.
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Park, Joon Y.
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Polak, Pawel
2
Quaedvlieg, Rogier
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Taylor, Robert
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Thyrsgaard, Martin
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Valkanov, Rossen I.
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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
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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ECONIS (ZBW)
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The algebra of two scales estimation, and the S-TSRV: High frequency estimation that is robust to sampling times
Mykland, Per A.
;
Zhang, Lan
;
Chen, Dachuan
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 101-119
Persistent link: https://www.econbiz.de/10012139798
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2
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
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