//--> //--> //-->
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"
~person:"Christensen, Kim"
~person:"Gallo, Giampiero M."
~person:"Hautsch, Nikolaus"
~subject:"Pre-averaging"
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
Measuring volatility with the...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Pre-averaging
Market microstructure
3
Marktmikrostruktur
3
Volatility
3
Volatilität
3
Estimation
2
High-frequency data
2
Microstructure noise
2
Noise Trading
2
Noise trading
2
Schätzung
2
Time series analysis
2
Zeitreihenanalyse
2
Analysis of variance
1
Anlageverhalten
1
Behavioural finance
1
Bipower variation
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Bootstrapping
1
Börsenkurs
1
Capital income
1
Contrarian trading
1
Diurnal variation
1
Empirical processes
1
Estimation theory
1
Goodness-of-fit
1
Kapitaleinkommen
1
Market microstructure noise
1
Momentum
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Price reversal
1
Realized variance
1
Schätztheorie
1
Share price
1
Statistical distribution
1
Statistical test
1
Statistische Verteilung
1
Statistischer Test
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Christensen, Kim
Gallo, Giampiero M.
Hautsch, Nikolaus
Podolskij, Mark
2
Aït-Sahalia, Yacine
1
Chen, Dachuan
1
Christensen, Kimberly
1
Hounyo, Ulrich
1
Mykland, Per A.
1
Thamrongrat, Nopporn
1
Thyrsgaard, Martin
1
Veliyev, B.
1
Veliyev, Bezirgen
1
Xiu, Dacheng
1
Zhang, Lan
1
more ...
less ...
Published in...
All
Journal of econometrics
Post-Print / HAL
2
CREATES Research Papers
1
Journal of Financial Economics
1
SFB 649 Discussion Papers
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim
;
Thyrsgaard, Martin
;
Veliyev, Bezirgen
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 556-583
Persistent link: https://www.econbiz.de/10012304092
Saved in:
2
Is the diurnal pattern sufficient to explain intraday variation in volatility? : a nonparametric assessment
Christensen, Kim
;
Hounyo, Ulrich
;
Podolskij, Mark
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 336-362
Persistent link: https://www.econbiz.de/10012110287
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->