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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Hautsch, Nikolaus"
~person:"Nelson, Daniel B."
~subject:"Maximum-Likelihood-Schätzung"
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Volatility
Maximum-Likelihood-Schätzung
Estimation theory
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Croux, Christophe
Hautsch, Nikolaus
Nelson, Daniel B.
Gao, Jiti
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
KBI
5
SFB 649 discussion paper
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CFS working paper series
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Working paper series economics and econometrics
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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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Estimating the spot covariation of asset prices : statistical theory and empirical evidence
Bibinger, Markus
;
Hautsch, Nikolaus
;
Malec, Peter
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 419-435
Persistent link: https://www.econbiz.de/10012178185
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2
Preaveraging-based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence
Hautsch, Nikolaus
;
Podolskij, Mark
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 165-183
Persistent link: https://www.econbiz.de/10009754008
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