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
~isPartOf:"Annals of Finance"
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
Between data cleaning and infe...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Discrete observation
2
Itô process
2
Realized volatility
2
Asynchronous observation
1
Consistency
1
Contiguity
1
Continuity
1
Cross validation
1
Cumulants
1
Efficiency
1
F-testing
1
High frequency data
1
Implied volatility
1
Leverage effect
1
Likelihood inference
1
Model selection
1
Stable convergence
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Language
All
Undetermined
2
Author
All
Mykland, Per
1
Zhang, Lan
1
Published in...
All
Annals of Finance
Journal of econometrics
24
Journal of Econometrics
7
Journal of the American Statistical Association : JASA
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
NBER Working Paper
5
The review of financial studies
5
Technical working paper / National Bureau of Economic Research
4
Journal of the American Statistical Association
3
NBER Working Papers
3
NBER working paper series
3
Working paper / National Bureau of Economic Research, Inc
3
Working paper / National Bureau of Economic Research, Inc.
3
Annals of finance
2
Applied economics
2
Econometric theory
2
Econometrica
2
Economics letters
2
Energy
2
Finance and stochastics
2
Games and economic behavior
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of global information management
2
Journal of transport economics & policy : JTEP
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
NBER Technical Working Papers
2
NBER technical working paper series
2
Papers / arXiv.org
2
The journal of industrial economics
2
Agriculture, tourism and education ; Pt. 2
1
Annual report on financing old age care in China
1
Applications
1
Applied Energy
1
Bundesbank Series 1 Discussion Paper
1
CREATES Research Paper 2007-43
1
CREATES Research Papers
1
China & World Economy
1
China & world economy
1
Department of Economics discussion paper series / University of Oxford
1
Discussion Paper Series 1
1
more ...
less ...
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Implied and realized volatility: empirical model selection
Zhang, Lan
- In:
Annals of Finance
8
(
2012
)
2
,
pp. 259-275
Persistent link: https://www.econbiz.de/10010866512
Saved in:
2
A Gaussian calculus for inference from high frequency data
Mykland, Per
- In:
Annals of Finance
8
(
2012
)
2
,
pp. 235-258
Persistent link: https://www.econbiz.de/10010866535
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
