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~person:"Kunitomo, Naoto"
~source:"econis"
~subject:"Estimation theory"
~subject:"Wechselkurs"
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Estimation theory
Wechselkurs
Noise Trading
3
Noise trading
3
Schätztheorie
3
Volatility
3
Volatilität
3
Börsenkurs
2
High-frequency data
2
Market microstructure
2
Marktmikrostruktur
2
Micro-market noise
2
Separating Information Maximum Likelihood (SIML)
2
Share price
2
Asymptotic robustness
1
Asymptotic robustness of Jump-Test
1
Continuous-time processes
1
Financial market
1
Finanzmarkt
1
High-frequency financial data
1
Integrated covariance
1
Integrated volatility
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Integrated volatility with micro-market noise
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Jumps
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Nikkei-225 futures
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Random sampling
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Robust statistics
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Robustes Verfahren
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Sampling
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Small-noise asymptotics
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Stichprobenerhebung
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Stochastic process
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Kunitomo, Naoto
Li, Yingying
8
De Grauwe, Paul
6
Grimaldi, Marianna
6
Pierdzioch, Christian
6
Podolskij, Mark
6
Beine, Michel
4
Liu, Zhi
4
Stadtmann, Georg
4
Zhang, Zhiyuan
4
Zheng, Xinghua
4
Bauer, Christian
3
Bibinger, Markus
3
Christensen, Kim
3
Frenkel, Michael
3
Herz, Bernhard
3
Jacod, Jean
3
Li, Z. Merrick
3
Linton, Oliver
3
Mancino, Maria Elvira
3
Potiron, Yoann
3
Reitz, Stefan
3
Russell, Jeffrey R.
3
Andersen, Torben
2
Bandi, Federico M.
2
Barndorff-Nielsen, Ole E.
2
Bollerslev, Tim
2
Clinet, Simon
2
El Ouadghiri, Imane
2
Hansen, Peter Reinhard
2
Hautsch, Nikolaus
2
Hwang, Eunju
2
Jing, Bingyi
2
Koike, Yuta
2
Laeven, Roger J. A.
2
Li, Jia
2
Li, Yichu
2
Liu, Guangying
2
Lunde, Asger
2
Mirone, Giorgio
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Asia-Pacific financial markets
1
International review of economics & finance : IREF
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
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Effects of jumps and small noise in high-frequency financial econometrics
Kunitomo, Naoto
;
Kurisu, Daisuke
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 39-73
Persistent link: https://www.econbiz.de/10011742284
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2
On robust properties of the SIML estimation of volatility under micro-market noise and random sampling
Misaki, Hiroumi
;
Kunitomo, Naoto
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 265-281
Persistent link: https://www.econbiz.de/10011573588
Saved in:
3
Separating Information Maximum Likelihood estimation of the integrated volatility and covariance with micro-market noise
Kunitomo, Naoto
;
Sato, Seisho
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 282-309
Persistent link: https://www.econbiz.de/10010365764
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