//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Liu, Zhi"
~source:"econis"
~subject:"Estimation"
~subject:"Market microstructure"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Noise trading"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Market microstructure
Noise Trading
5
Noise trading
5
Volatility
5
Volatilität
5
Estimation theory
4
Marktmikrostruktur
4
Schätztheorie
4
Schätzung
4
Time series analysis
4
Zeitreihenanalyse
4
Capital income
3
Kapitaleinkommen
3
Aktienindex
1
Aktienmarkt
1
Analysis of variance
1
Börsenkurs
1
Central limit theorem
1
China
1
High frequency data
1
High-frequency data
1
Integrated volatility
1
Itô semimartingale
1
Jumps
1
Market microstructure noise
1
Martingal
1
Martingale
1
Microstructure noise
1
Multiple observations
1
Multiple transactions
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Pre-averaging
1
Realized power variations
1
Share price
1
Stable convergence
1
Stochastic process
1
Stochastischer Prozess
1
Stock index
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Liu, Zhi
Hautsch, Nikolaus
12
Podolskij, Mark
11
Li, Yingying
9
Jeanne, Olivier
8
Li, Z. Merrick
8
Meddahi, Nour
8
Hounyo, Ulrich
7
De Grauwe, Paul
6
Gonçalves, Sílvia
6
Grimaldi, Marianna
6
Mykland, Per A.
6
Christensen, Kim
5
Diebold, Francis X.
5
Hess, Dieter
5
Potiron, Yoann
5
Rose, Andrew
5
Russell, Jeffrey R.
5
Strasser, Georg
5
Veredas, David
5
Andersen, Torben
4
Bandi, Federico M.
4
Bannouh, Karim
4
Beine, Michel
4
Clinet, Simon
4
Forni, Mario
4
Gambetti, Luca
4
Jacod, Jean
4
Linton, Oliver
4
Lippi, Marco
4
Lunde, Asger
4
Martens, Martin
4
Oomen, Roel
4
Oomen, Roel C. A.
4
Sala, Luca
4
Zhang, Zhiyuan
4
Zheng, Xinghua
4
Ait-Sahalia, Yacine
3
Alfarano, Simone
3
Bauer, Christian
3
more ...
less ...
Published in...
All
Finance and stochastics
1
Journal of econometrics
1
Journal of the American Statistical Association : JASA
1
Pacific-Basin finance journal
1
The econometrics journal
1
Source
All
ECONIS (ZBW)
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating spot volatility under infinite variation jumps with dependent market microstructure noise
Liu, Qiang
;
Liu, Zhi
- In:
The econometrics journal
27
(
2024
)
2
,
pp. 278-298
Persistent link: https://www.econbiz.de/10015046377
Saved in:
2
Jumps at ultra-high frequency : evidence from the Chinese stock market
Zhang, Chuanhai
;
Liu, Zhi
;
Liu, Qiang
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013332776
Saved in:
3
Estimating the integrated volatility using high-frequency data with zero durations
Liu, Zhi
;
Kong, Xin-Bing
;
Jing, Bingyi
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 18-32
Persistent link: https://www.econbiz.de/10011974707
Saved in:
4
Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations
Liu, Zhi
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 427-469
Persistent link: https://www.econbiz.de/10011944390
Saved in:
5
Estimating the jump activity index under noisy observations using high-frequency data
Jing, Bingyi
;
Kong, Xinbing
;
Liu, Zhi
- In:
Journal of the American Statistical Association : JASA
106
(
2011
)
494
,
pp. 558-568
Persistent link: https://www.econbiz.de/10009267673
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->