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~person:"Lin, Huidi"
~person:"Mykland, Per A."
~subject:"Capital income"
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Capital income
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Lin, Huidi
Mykland, Per A.
Todorov, Viktor
10
Bollerslev, Tim
6
Jacod, Jean
6
Tauchen, George Eugene
6
Li, Jia
5
Linton, Oliver
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Hong, Seok Young
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Zhang, Hui Jun
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Ait-Sahalia, Yacine
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Aït-Sahalia, Yacine
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Schoutens, Wim
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Smetanina, Ekaterina
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Vanduffel, Steven
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Wu, Lixin
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Barone-Adesi, Giovanni
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Bugni, Federico A.
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Chen, Rui
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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
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Rank tests at jump events
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Lin, Huidi
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 312-321
Persistent link: https://www.econbiz.de/10012177350
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2
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:
3
Between data cleaning and inference : pre-averaging and robust estimators of the efficient price
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 242-262
Persistent link: https://www.econbiz.de/10011705124
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