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~isPartOf:"Journal of econometrics"
~person:"Clinet, Simon"
~subject:"Noise Trading"
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Growing Wealth with Fixed-Mix...
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Noise Trading
Börsenkurs
2
Estimation theory
2
High frequency data
2
Integrated volatility
2
Market microstructure
2
Market microstructure noise
2
Marktmikrostruktur
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Noise trading
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Quasi-maximum likelihood estimator
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Securities trading
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Clinet, Simon
Li, Yingying
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Andersen, Torben
3
Bollerslev, Tim
3
Aït-Sahalia, Yacine
2
Christensen, Kim
2
Meddahi, Nour
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Mykland, Per A.
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book
Clinet, Simon
;
Potiron, Yoann
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 289-337
Persistent link: https://www.econbiz.de/10012302598
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2
Efficient asymptotic variance reduction when estimating volatility in high frequency data
Clinet, Simon
;
Potiron, Yoann
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 103-142
Persistent link: https://www.econbiz.de/10012110370
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