//--> //--> //-->
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:"Zhang, Lan"
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:"Observed information"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Asynchronous times
2
Capital income
2
Estimation theory
2
Kapitaleinkommen
2
Market microstructure
2
Marktmikrostruktur
2
Schätztheorie
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Consistency
1
Discrete observation
1
Edge effect
1
Irregular times
1
Leverage effect
1
Martingal
1
Martingale
1
Microstructure
1
Observed information
1
Realized volatility
1
Regression analysis
1
Regressionsanalyse
1
Robust estimation
1
Robust statistics
1
Robustes Verfahren
1
Semimartingale
1
Standard error
1
Two scales estimation
1
Volatility of volatility
1
consistency
1
discrete observation
1
edge effect
1
irregular times
1
leverage effect
1
microstructure
1
observed information
1
realized volatility
1
robust estimation
1
semimartingale
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Zhang, Lan
Yuan, Ke-Hai
3
Bentler, Peter M.
2
Lanot, Gauthier
2
Mykland, Per A.
2
Bushman, Brad
1
Cheng, Ying
1
Fewster, R.M.
1
Jamshidian, Mortaza
1
Jupp, P.E.
1
Magis, David
1
Patton, Jeff
1
Puri, Madan
1
Schepsmeier, Ulf
1
Stöber, Jakob
1
Taniguchi, Masanobu
1
Yang-Wallentin, Fan
1
more ...
less ...
Published in...
All
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of econometrics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->