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:"Two scales estimation"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Asynchronous times
3
Estimation theory
3
Schätztheorie
3
Volatility
3
Volatilität
3
Capital income
2
Consistency
2
Discrete observation
2
Irregular times
2
Kapitaleinkommen
2
Leverage effect
2
Market microstructure
2
Marktmikrostruktur
2
Microstructure
2
Realized volatility
2
Robust estimation
2
Robust statistics
2
Robustes Verfahren
2
Two scales estimation
2
ARCH model
1
ARCH-Modell
1
Edge effect
1
Efficiency
1
Endogenous times
1
Equivalent martingale measure
1
Itô process
1
Leads and lags
1
Martingal
1
Martingale
1
Observed information
1
Pre-averaging
1
Regression analysis
1
Regressionsanalyse
1
Semimartingale
1
Stable convergence
1
Standard error
1
Time
1
Volatility of volatility
1
Zeit
1
consistency
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Mykland, Per A.
3
Zhang, Lan
3
Chen, Dachuan
1
Published in...
All
Journal of econometrics
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
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
The algebra of
two
scales
estimation
, and the S-TSRV: High frequency estimation that is robust to sampling times
Mykland, Per A.
;
Zhang, Lan
;
Chen, Dachuan
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 101-119
Persistent link: https://www.econbiz.de/10012139798
Saved in:
3
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...
