//--> //--> //-->
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:"Share price"
type_genre:"Article in journal"
~person:"Potiron, Yoann"
~person:"Taylor, Stephen"
~subject:"Quasi-maximum likelihood estimator"
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
Share price
Quasi-maximum likelihood estimator
Estimation theory
10
Schätztheorie
10
Volatility
8
Volatilität
8
Börsenkurs
6
Estimation
5
Schätzung
5
Time series analysis
5
Zeitreihenanalyse
5
Market microstructure
4
Marktmikrostruktur
4
Noise Trading
4
Noise trading
4
Integrated volatility
3
Market microstructure noise
3
High frequency data
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Sampling
2
Stichprobenerhebung
2
1985-1992
1
ARCH model
1
ARCH-Modell
1
Analysis of variance
1
Asset returns
1
Asymptotic bias
1
Asynchronous times
1
Bias
1
Bid-ask spread
1
CAPM
1
Capital income
1
Correlation
1
Currency derivative
1
Currency option
1
Devisenoption
1
Efficient price
1
Endogenous model
1
Exchange rate
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Potiron, Yoann
Taylor, Stephen
Maheswaran, S.
9
Li, Jia
8
Tauchen, George Eugene
8
Todorov, Viktor
7
Kim, Donggyu
6
Faff, Robert W.
5
Kumar, Dilip
5
Wang, Yazhen
5
Bauwens, Luc
4
Engle, Robert F.
4
Francq, Christian
4
Mills, Terence C.
4
Shephard, Neil G.
4
Tse, Yiu Kuen
4
Zakoïan, Jean-Michel
4
Allen, David E.
3
Brooks, Robert
3
Fičura, Milan
3
Kim, Myung-jig
3
Krämer, Walter
3
Kunitomo, Naoto
3
Lee, Kyungsub
3
Li, Yingying
3
Luger, Richard
3
Mykland, Per A.
3
Narayan, Paresh Kumar
3
Nolte, Ingmar
3
Padmakumari, Lakshmi
3
Rodrigues, Paulo M. M.
3
Runde, Ralf
3
Sentana, Enrique
3
Song, Yuping
3
Teräsvirta, Timo
3
Armitage, Seth
2
Bollerslev, Tim
2
Brailsford, Timothy J.
2
Chan, Daniel P.
2
Chan, Wai-Sum
2
more ...
less ...
Published in...
All
Journal of econometrics
2
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Special issue on European capital markets
1
The econometrics journal
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Local parametric estimation in high frequency data
Potiron, Yoann
;
Mykland, Per A.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 679-692
Persistent link: https://www.econbiz.de/10012262505
Saved in:
3
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:
4
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:
5
Distinguishing short and long memory volatility specifications
Pong, Shiuyan
;
Shackleton, Mark B.
;
Taylor, Stephen
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10003802446
Saved in:
6
Stock returns and volatility : an empirical study of the UK stock market
Poon, Ser-Huang
- In:
Journal of banking & finance
16
(
1992
)
1
,
pp. 37-59
Persistent link: https://www.econbiz.de/10001330028
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->