//--> //--> //-->
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:"Volatilität"
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:"Non-synchronous Trading"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
Non-synchronous trading
17
non-synchronous trading
9
Capital income
5
Kapitaleinkommen
5
Volatility
5
Aktienmarkt
4
High-Frequency Data
4
High-frequency data
4
Market microstructure
4
Marktmikrostruktur
4
Stock market
4
Central Limit Theorem
3
Central limit theorem
3
Diffusion Models
3
Integrated covariance
3
Market Microstructure Noise
3
Market microstructure noise
3
Microstructure noise
3
Non-Synchronous Trading
3
Pre-averaging
3
Realised covariance
3
Realized covariance
3
Semimartingale Theory
3
Cholesky decomposition
2
Co-jump
2
Co-volatility
2
Correlation
2
Country Systematic Risk and Risk-Adjusted Performance
2
Diffusion models
2
Efficient market hypothesis
2
Effizienzmarkthypothese
2
Estimation
2
Estimation theory
2
Exchange Options
2
High frequency data
2
High-frequency finance
2
Idiosyncratic jumps
2
International Transmission
2
Korrelation
2
more ...
less ...
Online availability
All
Undetermined
3
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
Babalos, Vassilios
1
Feng, Phoenix
1
Hwang, Eunju
1
Koulakiotis, Athanasios
1
Lam, Clifford
1
Liu, Junwei
1
Liu, Zhi
1
Miller, Stephen Matteo
1
Papasyriopoulos, Nicholas
1
Shin, Dong-wan
1
Wang, Kent
1
more ...
less ...
Published in...
All
Journal of econometrics
2
Journal of banking & finance
1
Journal of international financial markets, institutions & money
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Financial crisis, liquidity and dynamic linkages between large and small stocks : evidence from the Athens Stock Exchange
Koulakiotis, Athanasios
;
Babalos, Vassilios
; …
- In:
Journal of international financial markets, …
40
(
2016
),
pp. 46-62
Persistent link: https://www.econbiz.de/10011475828
Saved in:
4
Disentangling the effect of jumps on systematic risk using a new estimator of integrated co-volatility
Wang, Kent
;
Liu, Junwei
;
Liu, Zhi
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1777-1786
Persistent link: https://www.econbiz.de/10009729461
Saved in:
5
Booms and busts as exchange options
Miller, Stephen Matteo
- In:
Multinational finance journal : MF ; quarterly …
16
(
2012
)
3/4
,
pp. 189-223
Persistent link: https://www.econbiz.de/10010257549
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->