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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Marktmikrostruktur"
~subject:"Theorie"
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Marktmikrostruktur
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Martingal
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Mykland, Per A.
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Najjar, Nabil I. al-
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Finance and stochastics
59
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
Journal of econometrics
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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European journal of operational research : EJOR
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
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Studi e quaderni
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Asia-Pacific financial markets
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Cowles Foundation discussion paper
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Economics letters
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Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
2
Generalized method of integrated moments for high-frequency data
Li, Jia
;
Xiu, Dacheng
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1613-1633
Persistent link: https://www.econbiz.de/10011611168
Saved in:
3
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
4
Inference for continuous semimartingales observed at high frequency
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
5
,
pp. 1403-1445
Persistent link: https://www.econbiz.de/10003914908
Saved in:
5
Comparative testing of experts
Najjar, Nabil I. al-
;
Weinstein, Jonathan
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
3
,
pp. 541-559
Persistent link: https://www.econbiz.de/10003721907
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