//--> //--> //-->
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:"State Space"
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:"Integrated Variance"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
State Space
Integrated variance
15
integrated variance
15
Volatility
12
Integrated Variance
11
Volatilität
11
Realized Variance
10
Varianzanalyse
8
realized variance
8
Analysis of variance
7
Zeitreihenanalyse
6
Estimation
5
High-Frequency Data
5
Schätztheorie
5
Schätzung
5
Time series analysis
5
Börsenkurs
4
Estimation theory
4
High-frequency data
4
Market Microstructure Noise
4
Market microstructure
4
Marktmikrostruktur
4
Microstructure Noise
4
Quadratic Variation
4
Realized volatility
4
Share price
4
Theorie
4
Exchange Rate
3
Finite activity jumps
3
Functional Filtering
3
Identification
3
Inference on Integrated Variance
3
Integrated Quarticity
3
Noise Trading
3
Noise trading
3
Quadratic variation
3
Realised variance
3
Realized variance
3
SR-SARV models
3
Theory
3
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Language
All
English
3
Author
All
Nagakura, Daisuke
3
Watanabe, Toshiaki
3
Institution
All
Institute of Economic Research, Hitotsubashi University
3
Published in...
All
Global COE Hi-Stat Discussion Paper Series
3
Source
All
RePEc
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A State Space Approach to Estimating the
Integrated
Variance
under the Existence of Market Microstructure Noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
-
Institute of Economic Research, Hitotsubashi University
-
2011
component. This paper develops a state space method for estimating the
integrated
variance
(IV) and MN component. We represent …
Persistent link: https://www.econbiz.de/10009322961
Saved in:
2
A State Space Approach to Estimating the
Integrated
Variance
under the Existence of Market Microstructure Noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
-
Institute of Economic Research, Hitotsubashi University
-
2010
component. This paper develops a state space method for estimating the
integrated
variance
(IV) and MN component. We represent …
Persistent link: https://www.econbiz.de/10008563390
Saved in:
3
A State Space Approach to Estimating the
Integrated
Variance
and Microstructure Noise Component
Nagakura, Daisuke
;
Watanabe, Toshiaki
-
Institute of Economic Research, Hitotsubashi University
-
2009
develops a state space method for estimating the
integrated
variance
(IV) and MN component simultaneously. We represent the …
Persistent link: https://www.econbiz.de/10004991073
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->