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:"Finance and Stochastics"
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
Estimation of Volatility Funct...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Bias correction
1
Integrated variance
1
Market microstructure noise
1
Realized range-based variance
1
Realized variance
1
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Language
All
Undetermined
1
Author
All
Christensen, Kim
1
Podolskij, Mark
1
Vetter, Mathias
1
Published in...
All
Finance and Stochastics
Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
592
CREATES Research Papers
30
CREATES research paper
30
Journal of econometrics
11
Stochastic Processes and their Applications
9
Technical Report
8
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
Working Papers / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
8
CREATES Research Paper
7
Journal of Econometrics
4
Post-Print / HAL
4
Finance and stochastics
3
OFRC Working Papers Series
3
SFB 649 Discussion Paper
3
SFB 649 Discussion Papers
3
SFB 649 discussion paper
3
Scandinavian Journal of Statistics
3
Economics Series Working Papers / Department of Economics, Oxford University
2
Journal of Financial Econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Oxford Financial Research Centre economics series
2
Annals of Finance
1
Annals of finance
1
CFS Working Paper
1
CFS Working Paper Series
1
CFS working paper series
1
CREATES Research Paper 2007-43
1
CREATES Research Paper 2008-22
1
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
1
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
1
Economics Papers / Economics Group, Nuffield College, University of Oxford
1
Finance Stochastics
1
Global COE Hi-Stat Discussion Paper Series
1
Global COE Hi-Stat discussion paper series
1
Journal of Business & Economic Statistics
1
Journal of Financial Economics
1
Journal of Multivariate Analysis
1
Journal of Time Series Analysis
1
more ...
less ...
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bias-correcting the realized range-based variance in the presence of market microstructure noise
Christensen, Kim
;
Podolskij, Mark
;
Vetter, Mathias
- In:
Finance and Stochastics
13
(
2009
)
2
,
pp. 239-268
Persistent link: https://www.econbiz.de/10005613461
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
