//--> //--> //-->
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
~subject:"Schätztheorie"
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:"synchronous"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Schätztheorie
Non-synchronous trading
17
Theorie
14
Theory
11
E-Learning
10
E-learning
10
Synchronous
9
Volatility
9
non-synchronous observations
9
non-synchronous trading
9
Production control
8
Produktionssteuerung
8
Volatilität
8
microstructure noise
8
Capital income
7
Kalman filter
7
Kapitaleinkommen
7
Market microstructure
7
Marktmikrostruktur
7
Scheduling problem
7
Scheduling-Verfahren
7
stable limit theorem
7
Estimation
6
Flow shop
6
High-frequency data
6
Microstructure noise
6
Permanent magnet synchronous generator
6
Schätzung
6
Social Web
6
Social web
6
Students
6
Studierende
6
Time series analysis
6
Zeitreihenanalyse
6
non-synchronous data
6
Aktienmarkt
5
Coronavirus
5
Dynamic procurement
5
Estimation theory
5
Korrelation
5
more ...
less ...
Online availability
All
Free
3
Undetermined
3
Type of publication
All
Article
4
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Working Paper
3
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Language
All
English
7
Author
All
Bibinger, Markus
4
Altmeyer, Randolf
1
Feng, Phoenix
1
Hounyo, Ulrich
1
Hwang, Eunju
1
Lam, Clifford
1
Shin, Dong-wan
1
Winkelmann, Lars
1
more ...
less ...
Published in...
All
Journal of econometrics
4
SFB 649 Discussion Paper
2
SFB 649 discussion paper
1
Source
All
ECONIS (ZBW)
5
EconStor
2
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Functional stable limit theorems for efficient spectral covolatility estimators
Altmeyer, Randolf
;
Bibinger, Markus
-
2014
We consider noisy non-
synchronous
discrete observations of a continuous semimartingale. Functional stable central limit …
Persistent link: https://www.econbiz.de/10010230564
Saved in:
2
A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data
Lam, Clifford
;
Feng, Phoenix
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 226-257
Persistent link: https://www.econbiz.de/10012110378
Saved in:
3
Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity
Hwang, Eunju
;
Shin, Dong-wan
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 178-195
Persistent link: https://www.econbiz.de/10011974560
Saved in:
4
Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-
synchronous
trading
Hounyo, Ulrich
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 130-152
Persistent link: https://www.econbiz.de/10011818349
Saved in:
5
Asymptotics of asynchronicity
Bibinger, Markus
-
2011
-frequency asymptotics and prove a feasible stable central limit theorem. The characteristics of non-
synchronous
observation schemes …
Persistent link: https://www.econbiz.de/10010281581
Saved in:
6
An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory
Bibinger, Markus
-
2011
The article is devoted to the nonparametric estimation of the quadratic covariation of non-synchronously observed Itô processes in an additive microstructure noise model. In a high-frequency setting, we aim at establishing an asymptotic distribution theory for a generalized multiscale estimator...
Persistent link: https://www.econbiz.de/10010281599
Saved in:
7
Econometrics of co-jumps in high-frequency data with noise
Bibinger, Markus
;
Winkelmann, Lars
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 361-378
Persistent link: https://www.econbiz.de/10011339314
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->