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~person:"Clinet, Simon"
~subject:"Börsenkurs"
~subject:"Exchange rate"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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Börsenkurs
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Clinet, Simon
Hung, Pi-Hsia
8
Frijns, Bart
6
Lien, Da-hsiang Donald
6
Lillo, Fabrizio
6
Theissen, Erik
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Hautsch, Nikolaus
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Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Disentangling sources of high frequency market microstructure noise
Clinet, Simon
;
Potiron, Yoann
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 18-39
Persistent link: https://www.econbiz.de/10012424496
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2
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:
3
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
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