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 financial economics"
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
Efficient estimation of condit...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Börsenkurs
1
Capital income
1
Capital structure
1
Correlation
1
Financial market
1
Finanzmarkt
1
High frequency data
1
Kapitaleinkommen
1
Kapitalstruktur
1
Latent volatility
1
Leverage effect
1
Market microstructure
1
Market microstructure noise
1
Marktmikrostruktur
1
Rendite
1
Share price
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
Yield
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Undetermined
1
Author
All
Aït-Sahalia, Yacine
2
Fan, Jianqing
2
Li, Yingying
2
Published in...
All
Journal of financial economics
LSE Research Online Documents on Economics
3,901
GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe
90
London School of Economics - Centre for Labour Economics
76
Journal of the American Statistical Association : JASA
56
Journal of econometrics
30
Journal of the American Statistical Association
23
Research reports / LSE
14
Journal of the Royal Statistical Society Series B
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
6
The econometrics journal
6
Biometrika
5
Papers / arXiv.org
5
Journal of Business & Economic Statistics
4
Journal of Econometrics
4
MPRA Paper
4
Statistics & Probability Letters
4
Annals of the Institute of Statistical Mathematics : AISM
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of Multivariate Analysis
3
Mimeo series
3
School of Economics and Finance Discussion Papers and Working Papers Series
3
Studies in Nonlinear Dynamics & Econometrics
3
Annals of the Institute of Statistical Mathematics
2
Annual review of economics
2
Biometrics
2
Econometric theory
2
Econometrics Journal
2
NBER working paper series
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Texto para discussão
2
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
2
Annual Review of Economics
1
Annual Review of Financial Economics, Forthcoming
1
Annual review of financial economics
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Chicago Booth Research Paper
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Discussion papers in economics, finance and international competitiveness
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
OLC EcoSci
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The leverage effect puzzle : disentangling sources of bias at high frequency
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Li, Yingying
- In:
Journal of financial economics
109
(
2013
)
1
,
pp. 224-249
Persistent link: https://www.econbiz.de/10009765821
Saved in:
2
The leverage effect puzzle: Disentangling sources of bias at high frequency
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Li, Yingying
- In:
Journal of financial economics
109
(
2013
)
1
,
pp. 224-249
Persistent link: https://www.econbiz.de/10010122976
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
