//--> //--> //-->
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:"Potiron, Yoann"
~person:"Zhang, Chuanhai"
~subject:"Theory"
~type:"article"
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:"High-Frequency Data"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theory
Volatility
7
Volatilität
7
Börsenkurs
6
Share price
6
Estimation
4
High frequency data
4
Market microstructure
4
Market microstructure noise
4
Marktmikrostruktur
4
Noise Trading
4
Noise trading
4
Schätzung
4
Time series analysis
4
Zeitreihenanalyse
4
Capital income
3
Estimation theory
3
High-frequency data
3
Kapitaleinkommen
3
Schätztheorie
3
Theorie
3
Efficient price
2
Integrated volatility
2
Jumps
2
Quasi-maximum likelihood estimator
2
Sampling
2
Stichprobenerhebung
2
Aktienmarkt
1
Analysis of variance
1
Asymmetric effects
1
Asymptotic bias
1
Asynchronous times
1
Bias
1
Bid-ask spread
1
Bitcoin
1
Bitcoin futures
1
China
1
Correlation
1
Cryptocurrency
1
Derivat
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Potiron, Yoann
Zhang, Chuanhai
Lai, Yu-Sheng
4
Chen, Yi-Ting
3
Hautsch, Nikolaus
3
Li, Jia
3
Stübinger, Johannes
3
Sun, Edward W.
3
Tauchen, George Eugene
3
Todorov, Viktor
3
Varneskov, Rasmus Tangsgaard
3
Alexeev, Vitali
2
Aït-Sahalia, Yacine
2
Ben Omrane, Walid
2
Cheng, Mingmian
2
Cont, Rama
2
Endres, Sylvia
2
Glocker, Christian
2
Gong, Xue
2
Halbleib, Roxana
2
Hounyo, Ulrich
2
Liu, Jia
2
Lunde, Asger
2
Lyócsa, Štefan
2
Papavassiliou, Vassilios G.
2
Plíhal, Tomáš
2
Sibbertsen, Philipp
2
Thyrsgaard, Martin
2
Wegmüller, Philipp
2
Xiu, Dacheng
2
Yang, Xiye
2
Yu, Min-Teh
2
Zhang, Zhengjun
2
Ziegelmann, Flávio A.
2
Abergel, Frédéric
1
Accioly, Victor Bello
1
Alemany, Nuria
1
Allen, David E.
1
Andersen, Torben
1
Anderson, Heather M.
1
Andrada Félix, Julián
1
more ...
less ...
Published in...
All
Economic modelling
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Identifying latent factors based on
high-frequency
data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
2
Good and bad self-excitation : asymmetric self-exciting jumps in Bitcoin returns
Zhang, Chuanhai
;
Zhang, Zhengjun
;
Xu, Mengyu
;
Peng, Zhe
- In:
Economic modelling
119
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014249483
Saved in:
3
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->