//--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~person:"Aït-Sahalia, Yacine"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"Bildungsertrag"
~subject:"EU-Staaten"
~subject:"Innovation"
~subject:"Noise trading"
~subject:"Regression analysis"
~subject:"Structural innovations"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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
Bounded rationality and compet...
Similar by subject
Narrow search
Delete all filters
| 17 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
Autokorrelation
Bildungsertrag
EU-Staaten
Innovation
Noise trading
Regression analysis
Structural innovations
Ökonometrisches Modell
Theorie
4
Theory
4
Volatility
4
Volatilität
4
Estimation
3
Schätzung
3
CAPM
2
Capital income
2
Factor analysis
2
Faktorenanalyse
2
Kapitaleinkommen
2
Beta risk
1
Betafaktor
1
Big data
1
Börsenkurs
1
Electronic trading
1
Elektronisches Handelssystem
1
Equity risk premium
1
Factor model
1
Fama-French factors
1
Financial market
1
Finanzmarkt
1
Forecasting model
1
High frequency trading
1
High-dimensional data
1
High-frequency data
1
Idiosyncratic risk
1
Japan
1
Jumps
1
Latent factor model
1
Likelihood approximation
1
Liquidity
1
Market impact
1
Market liquidity
1
Market microstructure
1
Market microstructure noise
1
Marktliquidität
1
Marktmikrostruktur
1
Noise Trading
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
Conference paper
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Aït-Sahalia, Yacine
Galvão Júnior, Antônio Fialho
3
Hallin, Marc
3
Barigozzi, Matteo
2
Chen, Rong
2
Christensen, Kim
2
Firpo, Sérgio Pinheiro
2
Herwartz, Helmut
2
Hwang, Jungbin
2
Härdle, Wolfgang
2
Ling, Shiqing
2
Linton, Oliver
2
Seo, Myung Hwan
2
Sun, Yixiao
2
Wang, Weining
2
Zhang, Rongmao
2
Zhang, Yichong
2
Anderson, Heather M.
1
Babii, Andrii
1
Bai, Jushan
1
Ball, Ryan T.
1
Barnett, William A.
1
Blasques, F.
1
Blasques, Francisco
1
Blazsek, Szabolcs
1
Breitung, Jörg
1
Brunetti, Celso
1
Bugni, Federico A.
1
Cai, Zongwu
1
Calzolari, Giorgio
1
Canay, Ivan A.
1
Cavaliere, Giuseppe
1
Chan, Ngai Hang
1
Chan, Thomas W. C.
1
Chernozhukov, Victor
1
Chesher, Andrew
1
Chiou, Hai-Tang
1
Chu, Amanda M. Y.
1
Cui, Liyuan
1
D'Haultfœuille, Xavier
1
more ...
less ...
Published in...
All
CESifo Forum
Environmental modeling & assessment
Journal of econometrics
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
High frequency traders and the price process
Aït-Sahalia, Yacine
;
Brunetti, Celso
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 20-45
Persistent link: https://www.econbiz.de/10012482736
Saved in:
2
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->