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type_genre:"Article in journal"
~person:"Potiron, Yoann"
~subject:"Schätzung"
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Schätzung
Estimation theory
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Börsenkurs
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Market microstructure
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Potiron, Yoann
Kumbhakar, Subal
15
Su, Liangjun
13
Gao, Jiti
12
Tauchen, George Eugene
12
Linton, Oliver
10
Todorov, Viktor
10
Kumar, Dilip
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Li, Jia
9
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Phillips, Peter C. B.
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Ramírez, Miguel D.
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Francq, Christian
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Jochmans, Koen
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Kapetanios, George
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Kim, Donggyu
7
Tsionas, Efthymios G.
7
Cai, Zongwu
6
Egger, Peter
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Koop, Gary
6
Lesage, James P.
6
Liu, Zhi
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Lu, Xun
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Lütkepohl, Helmut
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Park, Joon Y.
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Parmeter, Christopher F.
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Pesaran, M. Hashem
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Racine, Jeffrey
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Sun, Yiguo
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Wang, Yazhen
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Westerlund, Joakim
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White, Halbert
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Yu, Jihai
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Zakoïan, Jean-Michel
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Baillie, Richard
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
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ECONIS (ZBW)
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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
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2
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
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