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~person:"Clinet, Simon"
~person:"Vuorenmaa, Tommi A."
~subject:"United States"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Noise Trading
6
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5
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Clinet, Simon
Vuorenmaa, Tommi A.
Podolskij, Mark
10
Li, Yingying
6
Lux, Thomas
6
Alfarano, Simone
5
Caporale, Guglielmo Maria
5
Hautsch, Nikolaus
5
Hounyo, Ulrich
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Meddahi, Nour
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Bibinger, Markus
4
Christensen, Kim
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Gonçalves, Sílvia
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Jacod, Jean
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Li, Z. Merrick
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Nolte, Ingmar
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Reiß, Markus
4
Aït-Sahalia, Yacine
3
Ben-David, Itzhak
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Franzoni, Francesco
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Gil-Alaña, Luis A.
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Laeven, Roger J. A.
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Liu, Zhi
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Moussawi, Rabih
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Pierdzioch, Christian
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Reitz, Stefan
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Beine, Michel
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Białkowski, Je̜drzej
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Bohl, Martin T.
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Bollerslev, Tim
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Boudoukh, Jacob
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Christensen, Kimberly
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De Grauwe, Paul
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El Ouadghiri, Imane
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ECONIS (ZBW)
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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:
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
Decimalization, realized volatility, and market microstructure noise
Vuorenmaa, Tommi A.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003700737
Saved in:
4
Elements of volatility at high frequency
Vuorenmaa, Tommi A.
-
2008
Persistent link: https://www.econbiz.de/10003752381
Saved in:
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