//--> //--> //-->
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:"Sampling"
subject:"Stichprobenerhebung"
~isPartOf:"Journal of econometrics"
~person:"Potiron, Yoann"
~subject:"ARCH model"
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
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Sampling
Stichprobenerhebung
ARCH model
Estimation theory
3
Schätztheorie
3
Börsenkurs
2
High frequency data
2
Integrated volatility
2
Market microstructure
2
Market microstructure noise
2
Marktmikrostruktur
2
Noise Trading
2
Noise trading
2
Quasi-maximum likelihood estimator
2
Share price
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
Analysis of variance
1
Asymptotic bias
1
Asynchronous times
1
Bias
1
Bid-ask spread
1
Correlation
1
Efficient price
1
Endogenous model
1
Estimation
1
Geld-Brief-Spanne
1
Hayashi-Yoshida estimator
1
High-frequency data
1
Information
1
Jumps
1
Korrelation
1
Limit order book
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Quadratic covariation
1
Realized kernels
1
Realized volatility
1
Schätzung
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Potiron, Yoann
Francq, Christian
10
Zakoïan, Jean-Michel
7
Zhu, Ke
4
Chen, Songnian
3
Ghysels, Eric
3
Kim, Donggyu
3
Li, Dong
3
Li, Guodong
3
Andreou, Elena
2
Chib, Siddhartha
2
Hill, Jonathan B.
2
Jiang, Feiyu
2
Li, Wai Keung
2
Maheu, John M.
2
Marcellino, Massimiliano
2
Pedersen, Rasmus Søndergaard
2
Rahbek, Anders
2
Shephard, Neil G.
2
Wang, Yazhen
2
Zhou, Yahong
2
Aknouche, Abdelhakim
1
Andrews, Donald W. K.
1
Andrews, Isaiah
1
Bartalotti, Otávio
1
Bauwens, Luc
1
Bijwaard, Govert
1
Bohn Nielsen, Heino
1
Brüggemann, Ralf
1
Burbidge, John B.
1
Carroll, Raymond J.
1
Cavaliere, Giuseppe
1
Cerovecki, Clément
1
Chambers, Marcus J.
1
Chan, Kung-sik
1
Chao, John C.
1
Chen, Qiang
1
Chen, Xiaohong
1
Chen, Zhao
1
Christensen, Bent Jesper
1
more ...
less ...
Published in...
All
Journal of econometrics
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
Estimation of integrated quadratic covariation with endogenous sampling times
Potiron, Yoann
;
Mykland, Per A.
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 20-41
Persistent link: https://www.econbiz.de/10011818337
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->