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person:"Otsubo, Yoichi"
~person:"Arnerić, Josip"
~subject:"Schätztheorie"
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Market microstructure
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Marktmikrostruktur
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market microstructure
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bid-ask spread
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Estimation
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Otsubo, Yoichi
Arnerić, Josip
Li, Yingying
12
Mykland, Per A.
10
Linton, Oliver
7
Nolte, Ingmar
7
Podolskij, Mark
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Corsi, Fulvio
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Voev, Valeri
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Xiu, Dacheng
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Aït-Sahalia, Yacine
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Bandi, Federico M.
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Bibinger, Markus
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Bollerslev, Tim
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Gilli, Manfred
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Laeven, Roger J. A.
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Oya, Kosuke
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Applied economics letters
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Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu
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ECONIS (ZBW)
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Challenges of integrated variance estimation in emerging stock markets
Arnerić, Josip
;
Matković, Mario
- In:
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis …
37
(
2019
)
2
,
pp. 713-739
Persistent link: https://www.econbiz.de/10012213665
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2
Measuring the bid-ask spreads : a note on the potential downward bias of the Thompson-Waller estimator
Otsubo, Yoichi
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 808-814
Persistent link: https://www.econbiz.de/10011286079
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3
Comparison of range-based volatility estimators against integrated volatility in European emerging markets
Arnerić, Josip
;
Matković, Mario
;
Sorić, Petar
- In:
Finance research letters
28
(
2019
),
pp. 118-124
Persistent link: https://www.econbiz.de/10012388033
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