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Börsenkurs
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Gupta, Rangan
114
Caporale, Guglielmo Maria
75
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60
McAleer, Michael
59
Lux, Thomas
57
Ma, Feng
40
Pierdzioch, Christian
38
Bouri, Elie
35
Ryu, Doojin
35
Spagnolo, Nicola
35
Bollerslev, Tim
34
Gil-Alaña, Luis A.
34
Bloom, Nicholas
33
Narayan, Paresh Kumar
32
Wohar, Mark E.
30
Engle, Robert F.
28
Allen, David E.
26
Campbell, John Y.
26
Corbet, Shaen
26
McMillan, David G.
26
Tiwari, Aviral Kumar
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Stambaugh, Robert F.
25
Balcilar, Mehmet
24
Lettau, Martin
24
Bansal, Ravi
23
Bekaert, Geert
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Chiang, Thomas C.
23
Faff, Robert W.
23
Salisu, Afees A.
23
Stulz, René M.
23
Andersen, Torben
22
Demirer, Rıza
22
Todorov, Viktor
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Weber, Michael
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Ang, Andrew
21
Hale, Galina
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Hammoudeh, Shawkat
21
Molnár, Peter
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Tauchen, George Eugene
21
Timmermann, Allan
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National Bureau of Economic Research
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Kansantaloustieteen Laitos <Tampere>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Federal Reserve Bank of New York
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Gottfried Wilhelm Leibniz Universität Hannover
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Conference on Financial Stability <1993, Sydney>
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Eberhard Karls Universität Tübingen
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Federal Reserve System / Board of Governors
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Financial Options Research Centre
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Goethe-Universität Frankfurt am Main
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Finance research letters
248
International review of financial analysis
173
NBER working paper series
152
International review of economics & finance : IREF
142
The North American journal of economics and finance : a journal of financial economics studies
135
Journal of banking & finance
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Energy economics
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Journal of empirical finance
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Applied economics
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NBER Working Paper
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Applied economics letters
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Research in international business and finance
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Journal of financial economics
102
Pacific-Basin finance journal
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Journal of international financial markets, institutions & money
99
Journal of risk and financial management : JRFM
90
Journal of econometrics
85
Applied financial economics
84
The journal of futures markets
83
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
73
Working paper
66
International Journal of Energy Economics and Policy : IJEEP
64
Journal of financial markets
62
Quantitative finance
61
The journal of finance : the journal of the American Finance Association
60
The European journal of finance
59
Economics letters
58
The review of financial studies
58
Discussion paper / Centre for Economic Policy Research
57
Review of quantitative finance and accounting
57
CESifo working papers
55
Finance India : the quarterly journal of Indian Institute of Finance
54
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
51
Research paper series / Swiss Finance Institute
50
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
Cogent economics & finance
48
Journal of financial and quantitative analysis : JFQA
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
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OLC EcoSci
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USB Cologne (business full texts)
1
RePEc
1
Showing
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10
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1
On the
correlation
structure of microstructure noise : a financial economic approach
Diebold, Francis X.
;
Strasser, Georg
- In:
The review of economic studies
80
(
2013
)
4
,
pp. 1304-1337
Persistent link: https://www.econbiz.de/10010202113
Saved in:
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
Saved in:
3
Volatility
measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
4
Volatility
estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
5
Sluggish news reactions: a combinatorial approach for synchronizing stock
jumps
Bouamara, Nabil
;
Boudt, Kris
;
Laurent, Sébastien
; …
-
2024
Persistent link: https://www.econbiz.de/10014521306
Saved in:
6
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Saved in:
7
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
Saved in:
8
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
9
Estimating the price impact of trades in a high-frequency microstructure model with
jumps
Jondeau, Eric
;
Lahaye, Jérôme
;
Rockinger, Michael
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
Saved in:
10
On estimating market microstructure noise variance
Dong, Yingjie
;
Tse, Yiu Kuen
- In:
Economics letters
150
(
2017
),
pp. 59-62
Persistent link: https://www.econbiz.de/10011762850
Saved in:
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