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:"Journal of econometrics"
~isPartOf:"Journal of international economics"
~person:"Aït-Sahalia, Yacine"
~person:"Dufour, Jean-Marie"
~subject:"Marktmikrostruktur"
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
Formationstheorie und Geschich...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Marktmikrostruktur
Theorie
20
Theory
20
CAPM
6
Volatility
6
Volatilität
6
Estimation
5
Schätzung
5
Regression analysis
4
Regressionsanalyse
4
Statistical test
4
Statistischer Test
4
Market microstructure
3
Portfolio selection
3
Portfolio-Management
3
Capital income
2
Econometrics
2
Factor analysis
2
Faktorenanalyse
2
Kapitaleinkommen
2
Option pricing theory
2
Optionspreistheorie
2
Statistical distribution
2
Statistische Verteilung
2
Time series analysis
2
USA
2
United States
2
Zeitreihenanalyse
2
Ökonometrie
2
00.10.1992
1
ARCH model
1
ARCH-Modell
1
Asset pricing
1
Asymmetry
1
Autocorrelation
1
Autokorrelation
1
Benchmark neutrality
1
Benchmarking
1
Beta risk
1
Betafaktor
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Aït-Sahalia, Yacine
Dufour, Jean-Marie
Christensen, Kim
2
Mykland, Per A.
2
Brunetti, Celso
1
Chen, Fei
1
Diebold, Francis X.
1
Duong, Diep
1
Evans, Martin D. D.
1
Ghysels, Eric
1
Grammig, Joachim
1
Griffin, Jim E.
1
Heijden, Thijs van der
1
Lee, Suzanne S.
1
Liu, Shouwei
1
Lyons, Richard K.
1
Mancini, Loriano
1
Oomen, Roel
1
Oomen, Roel C. A.
1
Renault, Eric
1
Renò, Roberto
1
Russel, Jeffrey R.
1
Schorfheide, Frank
1
Sinko, Arthur
1
Swanson, Norman R.
1
Thyrsgaard, Martin
1
Tsay, Ruey S.
1
Tse, Yiu Kuen
1
Veliyev, Bezirgen
1
Wellner, Marc
1
Werker, Bas J. M.
1
Zhang, Lan
1
Zhang, Michael Yuanjie
1
more ...
less ...
Published in...
All
Journal of econometrics
Journal of international economics
Working paper / National Bureau of Economic Research, Inc.
3
Discussion paper / Deutsche Bundesbank
1
Handbook of financial time series
1
Journal of financial economics
1
Journal of the American Statistical Association : JASA
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Ultra high frequency volatility estimation with dependent microstructure noise
Aït-Sahalia, Yacine
;
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 160-175
Persistent link: https://www.econbiz.de/10009242527
Saved in:
2
Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine
;
Mancini, Loriano
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10003783780
Saved in:
3
High frequency traders and the price process
Aït-Sahalia, Yacine
;
Brunetti, Celso
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 20-45
Persistent link: https://www.econbiz.de/10012482736
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
