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ECONIS (ZBW)
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Improved inference in regression with overlapping observations
Britten-Jones, Mark
;
Neuberger, Anthony
;
Nolte, Ingmar
- In:
Journal of business finance & accounting : JBFA
38
(
2011
)
5/6
,
pp. 657-683
Persistent link: https://www.econbiz.de/10009269472
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A descriptive study of high-frequency trade and quote option data
Andersen, Torben
;
Archakov, Ilya
;
Grund, Leon
;
Hautsch, …
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 128-177
Persistent link: https://www.econbiz.de/10012504324
Saved in:
3
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
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