//--> //--> //-->
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
~person:"Bandi, Federico M."
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
Das südliche Afrika und die Ge...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Market microstructure
5
Marktmikrostruktur
5
Noise Trading
5
Noise trading
5
Volatility
5
Volatilität
5
Analysis of variance
3
Estimation theory
3
Schätztheorie
3
Varianzanalyse
3
Capital income
2
Kapitaleinkommen
2
1993-2003
1
CAPM
1
Forecasting model
1
Liquidity
1
Liquidität
1
Option pricing theory
1
Optionspreistheorie
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Realized variance
1
Sampling
1
Stichprobenerhebung
1
Time series analysis
1
Time-varying market microstructure noise
1
Transaction costs
1
Transaktionskosten
1
USA
1
United States
1
Volatility forecasting
1
Zeitreihenanalyse
1
more ...
less ...
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Aufsatz im Buch
1
Book section
1
Language
All
English
6
Author
All
Bandi, Federico M.
Russell, Jeffrey
21
Russell, Jeffrey R.
20
Engle, Robert F.
10
Usborne, Nicola
5
Tiao, George C.
4
Cho, David D.
3
Tsay, Ruey
3
Zhu, Yinghua
3
Bandi, Federico
2
Bollerslev, Tim
2
Ferstenberg, Robert
2
Hanna, Awad
2
Russell, Linda
2
Tsay, Ruey S.
2
Yang, Chen
2
Bai, Xuezheng
1
Bandi, F. M.
1
Baptiste, Sandra
1
Engle, Robert
1
Engle, Robert F
1
Laufer, Alexander
1
Little, Terry
1
Maas, Bruce
1
Menches, Cindy
1
Nordheim, Erik
1
Ohanissian, Arek
1
Russell, Jeffrey Sanford
1
Vandenberg, Paul
1
Watson, Mark
1
Watson, Mark W.
1
Zhai, Huaming
1
Zhang, Michael Yuanjie
1
more ...
less ...
Published in...
All
Journal of econometrics
2
Econometric reviews
1
Financial engineering
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial economics
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Realized volatility forecasting and option pricing
Bandi, Federico M.
;
Russell, Jeffrey R.
;
Yang, Chen
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10003783782
Saved in:
2
Volatility
Bandi, Federico M.
;
Russell, Jeffrey R.
- In:
Financial engineering
,
(pp. 183-222)
.
2008
Persistent link: https://www.econbiz.de/10003567122
Saved in:
3
Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations
Bandi, Federico M.
;
Russell, Jeffrey R.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 145-159
Persistent link: https://www.econbiz.de/10009242529
Saved in:
4
Realized volatility forecasting in the presence of time-varying noise
Bandi, Federico M.
;
Russell, Jeffrey R.
;
Yang, Chen
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
3
,
pp. 331-345
Persistent link: https://www.econbiz.de/10009785979
Saved in:
5
Using high-frequency data in dynamic portfolio choice
Bandi, Federico M.
;
Russell, Jeffrey R.
;
Zhu, Yinghua
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 163-198
Persistent link: https://www.econbiz.de/10003761222
Saved in:
6
Separating microstructure noise from volatility
Bandi, Federico M.
;
Russell, Jeffrey R.
- In:
Journal of financial economics
79
(
2006
)
3
,
pp. 655-692
Persistent link: https://www.econbiz.de/10003289304
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->