//--> //--> //--> //-->
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
~subject:"Noise Trading"
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
| 1 applied filter
Year of publication
From:
To:
Subject
All
Noise Trading
Volatilität
856
Volatility
854
Realized volatility
497
Schätzung
422
Kapitaleinkommen
417
Capital income
415
realized volatility
412
Estimation
403
Zeitreihenanalyse
388
Prognoseverfahren
378
Forecasting model
374
Time series analysis
374
high-frequency data
372
Börsenkurs
359
Share price
342
High-frequency data
338
Theorie
310
Theory
289
ARCH-Modell
273
ARCH model
271
Aktienmarkt
171
Stock market
168
Market microstructure
124
Schätztheorie
119
Marktmikrostruktur
117
Estimation theory
116
Stochastischer Prozess
112
Stochastic process
110
Finanzmarkt
97
Realized Volatility
95
Welt
91
Financial market
90
World
88
forecasting
78
Forecasting
76
Wechselkurs
75
jumps
75
Exchange rate
72
High-Frequency Data
70
Correlation
66
more ...
less ...
Online availability
All
Undetermined
39
Free
18
Type of publication
All
Article
51
Book / Working Paper
15
Type of publication (narrower categories)
All
Article in journal
52
Aufsatz in Zeitschrift
52
Working Paper
13
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Language
All
English
66
Author
All
Hounyo, Ulrich
5
Li, Yingying
5
Meddahi, Nour
5
Gonçalves, Sílvia
4
Potiron, Yoann
4
Andersen, Torben
3
Clinet, Simon
3
Hautsch, Nikolaus
3
Podolskij, Mark
3
Zheng, Xinghua
3
Aït-Sahalia, Yacine
2
Bollerslev, Tim
2
Cebiroglu, Gökhan
2
Christensen, Kimberly
2
Hizmeri, Rodrigo
2
Hwang, Eunju
2
Izzeldin, Marwan
2
Kunitomo, Naoto
2
Laeven, Roger J. A.
2
Li, Jia
2
Li, Z. Merrick
2
Linton, Oliver
2
Liu, Zhi
2
Nolte, Ingmar
2
Shin, Dong-wan
2
Wang, Jying-Nan
2
Yeh, Jin-huei
2
Alemany, N.
1
Alemany, Nuria
1
Aragó Manzana, Vicent
1
Aragó, Vicent
1
Archakov, Ilya
1
Bannouh, Karim
1
Barunik, Jozef
1
Bibinger, Markus
1
Boswijk, Herman Peter
1
Bouamara, Nabil
1
Boudt, Kris
1
Brownlees, Christian
1
Brunetti, Celso
1
more ...
less ...
Published in...
All
Journal of econometrics
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric reviews
3
Quantitative finance
3
Cambridge working papers in economics
2
Cambridge-INET working papers
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics letters
2
Finance and stochastics
2
Finmap working paper
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
SFB 649 Discussion Paper
2
The North American journal of economics and finance : a journal of financial economics studies
2
CFS Working Paper
1
CFS working paper series
1
Discussion paper / LSE Financial Markets Group
1
Economic modelling
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Frontiers of economics in China : selected publications from Chinese universities
1
IDEI working papers
1
IRTG 1792 discussion paper
1
International review of economics & finance : IREF
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of risk and financial management : JRFM
1
Pacific-Basin finance journal
1
Research in international business and finance
1
Review of quantitative finance and accounting
1
Romanian journal of economic forecasting
1
SFB 649 discussion paper
1
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
1
The Singapore economic review
1
The review of economic studies
1
Working paper
1
Working papers / TSE : WP
1
more ...
less ...
Source
All
ECONIS (ZBW)
63
EconStor
3
Showing
1
-
10
of
66
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bootstrap inference for pre-averaged realized volatility based on nonoverlapping returns
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Meddahi, Nour
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 679-707
Persistent link: https://www.econbiz.de/10010512286
Saved in:
2
A unified approach to volatility estimation in the presence of both rounding and random market microstructure noise
Li, Yingying
;
Zhang, Zhiyuan
;
Li, Yichu
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 187-222
Persistent link: https://www.econbiz.de/10011974656
Saved in:
3
Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading
Hounyo, Ulrich
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 130-152
Persistent link: https://www.econbiz.de/10011818349
Saved in:
4
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:
5
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:
6
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2016
Persistent link: https://www.econbiz.de/10011479764
Saved in:
7
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2017
Persistent link: https://www.econbiz.de/10011731265
Saved in:
8
Efficient estimation of integrated volatility incorporating trading information
Li, Yingying
;
Xie, Shangyu
;
Zheng, Xinghua
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 33-50
Persistent link: https://www.econbiz.de/10011705231
Saved in:
9
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2017
Persistent link: https://www.econbiz.de/10012265896
Saved in:
10
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:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->