//--> //--> //-->
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
~person:"Brownlees, Christian"
~person:"Foresi, Silverio"
~subject:"Speculation"
~subject:"Stochastic process"
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
Speculation
Stochastic process
Noise Trading
3
Noise trading
3
Börsenkurs
2
CAPM
2
Share price
2
Spekulation
2
Theorie
2
Theory
2
Capital income
1
Estimation
1
Estimation theory
1
Integrated volatility
1
Kapitaleinkommen
1
Market microstructure
1
Marktmikrostruktur
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Schätztheorie
1
Schätzung
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
jumps
1
market microstructure noise
1
realized kernel estimator
1
two-scales realized volatility estimator
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Book / Working Paper
2
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
3
Author
All
Brownlees, Christian
Foresi, Silverio
Collin-Dufresne, Pierre
5
Fos, Vyacheslav
5
Drugov, Mikhail
4
Goldstein, Itay
4
Ozdenoren, Emre
4
Pierdzioch, Christian
4
Ryvkin, Dmitry
4
Yuan, Kathy
4
Cheng, Po-Keng
3
Podolskij, Mark
3
Aase, Knut K.
2
Aït-Sahalia, Yacine
2
Balduzzi, Pierluigi
2
Bertola, Giuseppe
2
Bohl, Martin T.
2
Christensen, Kimberly
2
Dow, James
2
Faruqee, Hamid
2
Jondeau, Eric
2
Lahaye, Jérôme
2
Malik, Imran Riaz
2
Redding, Lee Scott
2
Rockinger, Michael
2
Shah, Attaullah
2
Siklos, Pierre L.
2
Uluc, Arzu
2
Ait-Sahalia, Yacine
1
Barbachan, José Santiago Fajardo
1
Barunik, Jozef
1
Bian, Siyu
1
Bibinger, Markus
1
Bjuland, Terje
1
Bos, Charles S.
1
Brown, Brian R.
1
Callen, Jeffrey L.
1
Cang, Yuquan
1
Chaker, Selma
1
Christensen, Kim
1
more ...
less ...
Institution
All
Centre for Economic Policy Research
1
Published in...
All
Econometric reviews
1
Financial Research Center memorandum
1
Working paper series of the network in financial markets
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
2
Non-linearities in asset prices and infrequent noise trading
Balduzzi, Pierluigi
-
1993
Persistent link: https://www.econbiz.de/10013444306
Saved in:
3
Nonlinearities in asset prices and infrequent noise trading
Balduzzi, Pierluigi
;
Bertola, Giuseppe
;
Foresi, Silverio
-
1992
Persistent link: https://www.econbiz.de/10000836582
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->