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
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:"Microstructure noises"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
High frequency data
2
Integrated covariance matrix
2
Microstructure noises
2
Quasi-maximum likelihood
2
Analysis of variance
1
Correlation
1
Estimation theory
1
Korrelation
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Schätztheorie
1
Time series analysis
1
Varianzanalyse
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Undetermined
1
Author
All
Liu, Cheng
2
Tang, Cheng Yong
2
Published in...
All
Journal of Econometrics
1
Journal of econometrics
1
Source
All
ECONIS (ZBW)
1
RePEc
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
Did you mean
:
subject:"Microstructure noise"
(265 results)
1
A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 217-232
Persistent link: https://www.econbiz.de/10010433385
Saved in:
2
A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of Econometrics
180
(
2014
)
2
,
pp. 217-232
microstructure
noises
, asynchronous trading records, and increasing data dimensionality. In this paper, we study a quasi …
Persistent link: https://www.econbiz.de/10010776916
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
