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isPartOf:"Journal of econometrics"
~accessRights:"restricted"
~person:"Hounyo, Ulrich"
~subject:"Microstructure noise"
~subject:"Zeitreihenanalyse"
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Microstructure noise
Zeitreihenanalyse
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Hounyo, Ulrich
Li, Jia
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Todorov, Viktor
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Li, Yingying
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4
Bollerslev, Tim
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Hallin, Marc
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Podolskij, Mark
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Is the diurnal pattern sufficient to explain intraday variation in volatility? : a nonparametric assessment
Christensen, Kim
;
Hounyo, Ulrich
;
Podolskij, Mark
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 336-362
Persistent link: https://www.econbiz.de/10012110287
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2
Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading
Hounyo, Ulrich
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 130-152
Persistent link: https://www.econbiz.de/10011818349
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