//--> //--> //-->
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"
~person:"Christensen, Kim"
~person:"Podolskij, Mark"
~subject:"Nichtparametrisches Verfahren"
~type:"article"
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
Measuring volatility with the...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Nichtparametrisches Verfahren
High-frequency data
4
Microstructure noise
4
Pre-averaging
4
Market microstructure
3
Marktmikrostruktur
3
Time series analysis
3
Volatility
3
Volatilität
3
Zeitreihenanalyse
3
Bipower variation
2
Estimation
2
Noise Trading
2
Noise trading
2
Nonparametric statistics
2
Realized variance
2
Schätzung
2
Stochastic process
2
Stochastic volatility
2
Stochastischer Prozess
2
Analysis of variance
1
Bias correction
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Bootstrapping
1
Börsenkurs
1
Diurnal variation
1
Empirical processes
1
Estimation theory
1
Goodness-of-fit
1
Integrated variance
1
Jump variation
1
Market microstructure noise
1
Positive semi-definite estimation
1
Realized range-based variance
1
Realized variation
1
Schätztheorie
1
Share price
1
Statistical distribution
1
Statistical test
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Christensen, Kim
Podolskij, Mark
Li, Jia
4
Todorov, Viktor
4
Li, Yingying
3
Bollerslev, Tim
2
Potiron, Yoann
2
Tauchen, George Eugene
2
Zheng, Xinghua
2
Andersen, Torben
1
Andrada Félix, Julián
1
Avdulaj, Krenar
1
Balcilar, Mehmet
1
Barunik, Jozef
1
Brownlees, Christian
1
Cai, Zongwu
1
Candido, Osvaldo
1
Cang, Yuquan
1
Chaves, Leonardo Salim Saker
1
Cheffou, Abdoulkarim Idi
1
Chen Zhou
1
Christensen, Kimberly
1
Clinet, Simon
1
Dalderop, Jeroen
1
Demirer, Rıza
1
Ensor, Katherine Bennett
1
Ergemen, Yunus Emre
1
Feng, Yuanhua
1
Fernández Rodríguez, Fernando
1
Fuertes, Ana María
1
Ghosh, Anisha
1
Ginley, Matthew
1
Gupta, Rangan
1
Hallin, Marc
1
Hao, Hong-Xia
1
Hao, Hongxia
1
Hounyo, Ulrich
1
Huang, Jianbai
1
Jacob, Jean
1
Jawadi, Fredj
1
more ...
less ...
Published in...
All
Journal of econometrics
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Is the diurnal pattern sufficient to explain intraday variation in volatility? : a nonparametric assessment
Christensen, Kim
;
Hounyo, Ulrich
;
Podolskij, Mark
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 336-362
Persistent link: https://www.econbiz.de/10012110287
Saved in:
2
Inference from high-frequency data : a subsampling approach
Christensen, Kimberly
;
Podolskij, Mark
;
Thamrongrat, Nopporn
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 245-272
Persistent link: https://www.econbiz.de/10011818358
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->