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isPartOf:"Journal of international money and finance"
~isPartOf:"Applied financial economics"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Search: subject_exact:"Noise trading"
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Noise Trading
20
Noise trading
20
Volatility
12
Volatilität
12
Market microstructure
11
Marktmikrostruktur
11
Estimation theory
7
Schätztheorie
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market microstructure noise
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microstructure noise
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1993-2003
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Bandi, Federico M.
1
Brooks, Robert
1
Brownlees, Christian
1
Carrasco, Marine
1
Cartea, Álvaro
1
Choi, Joung Hwa
1
Choi, Paul Moon Sub
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Chou, Robin K.
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Dahlhaus, Rainer
1
Gleason, Kimberly
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Gonçalves, Sílvia
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Griffin, Jim E.
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Hounyo, Ulrich
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1
Kotchoni, Rachidi
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Lee, Chun I.
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Levy, Tamir
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Lim, Kian-Ping
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Lunde, Asger
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Russell, Jeffrey R.
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Taniguchi, Masanobu
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Vitale, Paolo
1
Voev, Valeri
1
Wang, Jying-Nan
1
Watanabe, Toshiaki
1
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Journal of international money and finance
Applied financial economics
Econometric reviews
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
29
Working paper / National Bureau of Economic Research, Inc.
27
NBER working paper series
22
NBER Working Paper
20
Discussion paper / Centre for Economic Policy Research
17
International review of economics & finance : IREF
12
Journal of banking & finance
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The review of financial studies
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Economic modelling
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Finance research letters
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Journal of financial economics
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Pacific-Basin finance journal
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The journal of finance : the journal of the American Finance Association
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Review of quantitative finance and accounting
7
International review of financial analysis
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Journal of financial markets
6
Research paper series / Swiss Finance Institute
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SFB 649 discussion paper
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Applied economics letters
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International journal of theoretical and applied finance
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MPRA Paper
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Quantitative finance
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SFB 649 Discussion Paper
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The journal of futures markets
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The review of economic studies
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CFS working paper series
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CREATES research paper
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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
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The North American journal of economics and finance : a journal of financial economics studies
4
CEPR Discussion Papers
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Cambridge working papers in economics
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Cambridge-INET working papers
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ECONIS (ZBW)
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1
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
2
Bias-corrected realized variance
Yeh, Jin-huei
;
Wang, Jying-Nan
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 170-192
Persistent link: https://www.econbiz.de/10012180719
Saved in:
3
Is individual trading priced in stocks?
Choi, Paul Moon Sub
;
Choi, Joung Hwa
- In:
Journal of international money and finance
85
(
2018
),
pp. 76-92
Persistent link: https://www.econbiz.de/10012000391
Saved in:
4
The relationship between the volatility of returns and the number of jumps in financial markets
Cartea, Álvaro
;
Karyampas, Dimitrios
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 929-950
Persistent link: https://www.econbiz.de/10011590735
Saved in:
5
Adaptive Realized Kernels
Carrasco, Marine
;
Kotchoni, Rachidi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 757-797
Persistent link: https://www.econbiz.de/10011417704
Saved in:
6
Two-scale realized kernels : a univariate case
Ikeda, Shin S.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 126-165
Persistent link: https://www.econbiz.de/10010519659
Saved in:
7
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
Saved in:
8
Bootstrap inference for pre-averaged realized volatility based on nonoverlapping returns
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Meddahi, Nour
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 679-707
Persistent link: https://www.econbiz.de/10010512286
Saved in:
9
Online spot volatility-estimation and decomposition with nonlinear market microstructure noise models
Dahlhaus, Rainer
;
Neddermeyer, Jan Christoph
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 174-212
Persistent link: https://www.econbiz.de/10010233600
Saved in:
10
Asymptotics of realized volatility with non-Gaussian ARCH(∞) Microstructure noise
Taniai, Hiroyuki
;
Usami, Takashi
;
Suto, Nobuyuki
; …
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 617-636
Persistent link: https://www.econbiz.de/10009671895
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