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subject:"Share price"
type_genre:"Article in journal"
~person:"Potiron, Yoann"
~person:"Krämer, Walter"
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Share price
Estimation theory
34
Schätztheorie
34
Theorie
18
Theory
18
Börsenkurs
6
Time series analysis
4
Volatility
4
Volatilität
4
Zeitreihenanalyse
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3
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3
Integrated volatility
3
Market microstructure
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Market microstructure noise
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Marktmikrostruktur
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Article in journal
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English
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Potiron, Yoann
Krämer, Walter
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
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
Taylor, Stephen
3
Teräsvirta, Timo
3
Armitage, Seth
2
Bollerslev, Tim
2
Brailsford, Timothy J.
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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ECONIS (ZBW)
6
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1
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:
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
Saved in:
3
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:
4
Peaks or tails - what distinguished financial data?
Krämer, Walter
;
Runde, Ralf
- In:
Empirical economics : a journal of the Institute for …
25
(
2000
)
4
,
pp. 665-671
Persistent link: https://www.econbiz.de/10001542144
Saved in:
5
Short-term predictability of German stock returns
Krämer, Walter
- In:
Empirical economics : a journal of the Institute for …
23
(
1998
)
4
,
pp. 635-639
Persistent link: https://www.econbiz.de/10001254518
Saved in:
6
Stochastic properties of German stock returns
Krämer, Walter
- In:
Empirical economics : a journal of the Institute for …
21
(
1996
)
2
,
pp. 281-306
Persistent link: https://www.econbiz.de/10001199242
Saved in:
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