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~person:"Imbens, Guido"
~person:"Mykland, Per A."
~subject:"Stichprobenerhebung"
~subject:"Volatilität"
~type:"article"
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Search: subject_exact:"Schätzmethode"
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Stichprobenerhebung
Volatilität
Estimation theory
37
Schätztheorie
37
Theorie
16
Theory
16
Market microstructure
7
Marktmikrostruktur
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Volatility
7
Sampling
6
Causality analysis
5
Estimation
5
Kausalanalyse
5
Matching
5
Regression analysis
5
Regressionsanalyse
5
Schätzung
5
Asynchronous times
4
Börsenkurs
4
Capital income
4
Kapitaleinkommen
4
Microstructure
4
Share price
4
Consistency
3
Discrete observation
3
Instrumental variables
3
Leverage effect
3
Robust estimation
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Robust statistics
3
Robustes Verfahren
3
USA
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United States
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Aggregate redistributional effects
2
Bildungsertrag
2
Core
2
Efficiency
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Equivalent martingale measure
2
IV-Schätzung
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13
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Imbens, Guido
Mykland, Per A.
Gupta, Rangan
61
Bahmani-Oskooee, Mohsen
33
Kumar, Dilip
28
Ma, Feng
26
Todorov, Viktor
26
Bollerslev, Tim
25
McAleer, Michael
25
Pierdzioch, Christian
23
Bouri, Elie
22
Xuan Vinh Vo
21
Wohar, Mark E.
20
Balcilar, Mehmet
19
Andersen, Torben
18
Tiwari, Aviral Kumar
18
Kang, Sang Hoon
17
Maheswaran, S.
17
Mensi, Walid
17
Asai, Manabu
16
Brooks, Robert
16
Caporale, Guglielmo Maria
16
Gil-Alaña, Luis A.
16
Li, Jia
16
Rashid, Abdul
15
Clements, Adam
14
Nonejad, Nima
14
Tauchen, George Eugene
14
Wang, Yudong
14
Wei, Yu
14
Yoon, Seong-min
14
Apergēs, Nikolaos
13
Chiang, Thomas C.
13
Wu, Xinyu
13
Zhang, Yaojie
13
Zhu, Huiming
13
Aït-Sahalia, Yacine
12
Belke, Ansgar
12
Caporin, Massimiliano
12
Ghysels, Eric
12
Hautsch, Nikolaus
12
Hegerty, Scott W.
12
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Journal of econometrics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of the American Statistical Association : JASA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The review of financial studies
1
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ECONIS (ZBW)
13
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1
Bayesian meta-prior learning using empirical Bayes
Nabi, Sareh
;
Nassif, Houssam
;
Hong, Joseph
;
Mamani, Hamed
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 1737-1755
Persistent link: https://www.econbiz.de/10013260044
Saved in:
2
The observed asymptotic variance : hard edges, and a regression approach
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 411-428
Persistent link: https://www.econbiz.de/10012619653
Saved in:
3
Local parametric estimation in high frequency data
Potiron, Yoann
;
Mykland, Per A.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 679-692
Persistent link: https://www.econbiz.de/10012262505
Saved in:
4
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
Saved in:
5
Estimation of integrated quadratic covariation with endogenous sampling times
Potiron, Yoann
;
Mykland, Per A.
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 20-41
Persistent link: https://www.econbiz.de/10011818337
Saved in:
6
Model-free approaches to discern non-stationary microstructure noise and time-varying liquidity in high-frequency data
Chen, Richard Y.
;
Mykland, Per A.
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 79-103
Persistent link: https://www.econbiz.de/10011897700
Saved in:
7
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
8
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
Saved in:
9
Rounding errors and volatility estimation
Li, Yingying
;
Mykland, Per A.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 478-504
Persistent link: https://www.econbiz.de/10011339292
Saved in:
10
On generating Monte Carlo samples of continuous diffusion bridges
Lin, Ming
;
Chen, Rong
;
Mykland, Per A.
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
490
,
pp. 820-838
Persistent link: https://www.econbiz.de/10008736836
Saved in:
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