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person:"Lauterbach, Beni"
~person:"Nolte, Ingmar"
~person:"Westerhoff, Frank H."
~subject:"Time series analysis"
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Time series analysis
Market microstructure
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Marktmikrostruktur
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Lauterbach, Beni
Nolte, Ingmar
Westerhoff, Frank H.
Podolskij, Mark
10
Hautsch, Nikolaus
7
Mykland, Per A.
7
Hounyo, Ulrich
6
Li, Yingying
6
Bollerslev, Tim
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Christensen, Kim
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Li, Z. Merrick
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Liu, Zhi
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Meddahi, Nour
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Zhang, Lan
5
Gonçalves, Sílvia
4
Laeven, Roger J. A.
4
Lux, Thomas
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Oomen, Roel C. A.
4
Sornette, Didier
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Wehrli, Alexander
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Alfarano, Simone
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Andersen, Torben
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Aït-Sahalia, Yacine
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Bibinger, Markus
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Bondarenko, Oleg
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Grinblatt, Mark
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Härdle, Wolfgang
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Kyle, Albert S.
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Linton, Oliver
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Patton, Andrew J.
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Quaedvlieg, Rogier
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Tse, Yiu Kuen
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Vellekoop, Michel
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Voev, Valeri
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Zheng, Xinghua
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ECONIS (ZBW)
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1
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
2
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
3
Least squares inference on integrated volatility and the relationship between efficient prices and noise
Nolte, Ingmar
;
Voev, Valeri
-
2009
Persistent link: https://www.econbiz.de/10003849539
Saved in:
4
Least squared inference on integrated volatility and the relationship between efficient prices and noise
Nolte, Ingmar
;
Voev, Valeri
-
2009
Persistent link: https://www.econbiz.de/10008856278
Saved in:
5
Least squares infernce on integrated volatility and the relationship between efficient prices and noise
Nolte, Ingmar
;
Voev, Valeri
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
1
,
pp. 94-108
Persistent link: https://www.econbiz.de/10009558954
Saved in:
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