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~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries"
~subject:"Marktmikrostruktur"
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Marktmikrostruktur
Nichtparametrisches Verfahren
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Nonparametric statistics
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Estimation theory
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Linton, Oliver
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Bu, Ruijun
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Cambridge working papers in economics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
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3
Journal of econometrics
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
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A remedi for microstructure noise
Li, Z. Merrick
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Linton, Oliver
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2020
Persistent link: https://www.econbiz.de/10012692260
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2
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
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2021
Persistent link: https://www.econbiz.de/10013206057
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3
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
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4
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
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This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
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