//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Rockinger, Michael"
~person:"Linton, Oliver"
~subject:"Marktmikrostruktur"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Korrelationsanalyse"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Marktmikrostruktur
Correlation
19
Korrelation
19
Estimation theory
14
Schätztheorie
14
Sparsity
6
Portfolio selection
5
Portfolio-Management
5
Estimation
4
Kronecker product
4
Linear algebra
4
Lineare Algebra
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Schätzung
4
Aktienindex
3
Correlation matrix
3
Dynamic covariance matrix
3
Europa
3
Europe
3
MAMAR
3
Market microstructure
3
Matrix logarithm
3
Portfolio choice
3
Semiparametric estimation
3
Systemic risk
3
Systemrisiko
3
Uniform consistency
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Correlation Matrix
2
EU countries
2
EU-Staaten
2
Kronecker Product
2
Marginal Expected Shortfall
2
Market microstructure noise
2
Multiarray data
2
Portfolio Choice
2
more ...
less ...
Online availability
All
Free
2
Undetermined
1
Type of publication
All
Book / Working Paper
2
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
3
Author
All
Rockinger, Michael
Linton, Oliver
Corsi, Fulvio
6
Audrino, Francesco
4
Diebold, Francis X.
4
Strasser, Georg
4
Boudt, Kris
2
Chiarella, Carl
2
Guhr, Thomas
2
Gurgul, Henryk
2
He, Xue-zhong
2
Machno, Artur
2
Park, Sujin
2
Pellizzari, Paolo
2
Voev, Valeri
2
Wang, Jying-Nan
2
Zaatour, Riadh
2
Ait-Sahalia, Yacine
1
Andreev, Nikolay
1
Bollerslev, Tim
1
Bormetti, Giacomo
1
Bouamara, Nabil
1
Buccheri, Giuseppe
1
Buckle, Michael J.
1
Capera Romero, Laura
1
Chen, Jing
1
Da Fonseca, José
1
Darrat, Ali F.
1
Dragun, Kirill
1
Fan, Jianqing
1
Feng, Phoenix
1
Fonseca, José da
1
Gillas, Konstantinos Gkillas
1
Hong, Seok Young
1
Hounyo, Ulrich
1
Ikeda, Shin S.
1
Kalnina, Ilze
1
Kasch-Haroutounian, Maria
1
Koike, Yuta
1
Konstantatos, Christoforos
1
Lai, Yu-Sheng
1
more ...
less ...
Published in...
All
Discussion paper / LSE Financial Markets Group
1
Econometrics papers
1
Journal of econometrics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating the quadratic covariation matrix for an asynchronously observed continuous time signal masked by additive noise
Park, Sujin
;
Linton, Oliver
-
2012
Persistent link: https://www.econbiz.de/10009552168
Saved in:
2
Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error
Park, Sujin
;
Hong, Seok Young
;
Linton, Oliver
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 325-347
Persistent link: https://www.econbiz.de/10011610563
Saved in:
3
Estimating quadratic variation consistently in the presence of correlated measurement errors
Kalnina, Ilze
(
contributor
);
Linton, Oliver
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003375854
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->