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~person:"Fan, Jianqing"
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Fan, Jianqing
Podolskij, Mark
14
Christensen, Kim
11
Hounyo, Ulrich
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Li, Yingying
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Meddahi, Nour
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Oomen, Roel
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Aït-Sahalia, Yacine
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Gonçalves, Sílvia
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Varneskov, Rasmus Tangsgaard
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Zheng, Xinghua
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Cebiroglu, Gökhan
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Hwang, Eunju
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Oya, Kosuke
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Ubukata, Masato
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Baruník, Jozef
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Hong, Seok Young
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Härdle, Wolfgang
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Jacod, Jean
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Jurdi, Doureige J.
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The leverage effect puzzle: Disentangling sources of bias at high frequency
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Li, Yingying
- In:
Journal of Financial Economics
109
(
2013
)
1
,
pp. 224-249
in estimating spot volatilities, to estimation error, and to
market
microstructure
noise
. This decomposition enables us …
Persistent link: https://www.econbiz.de/10011039264
Saved in:
2
The leverage effect puzzle : disentangling sources of bias at high frequency
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Li, Yingying
- In:
Journal of financial economics
109
(
2013
)
1
,
pp. 224-249
Persistent link: https://www.econbiz.de/10009765821
Saved in:
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