//--> //--> //-->
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
subject:"Schätztheorie"
~accessRights:"restricted"
~person:"Zhang, Lan"
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:"Robust method"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
Estimation theory
3
Robust statistics
3
Robustes Verfahren
3
Volatility
3
Volatilität
3
Asynchronous times
2
Capital income
2
Consistency
2
Discrete observation
2
Efficiency
2
Equivalent martingale measure
2
Kapitaleinkommen
2
Leverage effect
2
Market microstructure
2
Marktmikrostruktur
2
Martingal
2
Martingale
2
Microstructure
2
Pre-averaging
2
Robust estimation
2
Stable convergence
2
ARCH model
1
ARCH-Modell
1
Börsenkurs
1
CAPM
1
Contiguity
1
Continuity
1
Cumulants
1
Endogenous times
1
High frequency data
1
Irregular times
1
Itô process
1
Jumps
1
Leads and lags
1
M-estimation
1
Medianisation
1
Realised beta
1
Realised volatility
1
Realized volatility
1
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Zhang, Lan
Tu, Yiliu
5
Wang, Jianjun
5
Baltagi, Badi H.
4
Bresson, Georges
4
Lam, Henry
4
Ma, Yizhong
4
Bertsimas, Dimitris
3
Chaturvedi, Anoop
3
Hertog, Dirk den
3
Hill, Jonathan B.
3
Hwang, Sangheum
3
Jeong, Myong K.
3
Lacroix, Guy
3
Mykland, Per A.
3
Wooldridge, Jeffrey M.
3
Amengual, Dante
2
Atamanov, Aziz
2
Bayar, Omer
2
Calonico, Sebastian
2
Caracciolo, Francesco
2
Carnero, M. Angeles
2
Cattaneo, Matias D.
2
Dewina, Reno
2
Furno, Marilena
2
Hansen, Lars Peter
2
Hong, Liang
2
Ichimura, Hidehiko
2
Jiang, He
2
Kim, Dohyun
2
Kim, Min Seong
2
Kleibergen, Frank
2
Kong, Lingwei
2
Kuhn, Daniel
2
Maheswaran, S.
2
Martin, Ryan
2
Mohajerin Esfahani, Peyman
2
Moslemi, Amir
2
Nguyen, Minh Cong
2
Nohadani, Omid
2
more ...
less ...
Published in...
All
Journal of econometrics
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The algebra of two scales estimation, and the S-TSRV: High frequency estimation that is robust to sampling times
Mykland, Per A.
;
Zhang, Lan
;
Chen, Dachuan
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 101-119
Persistent link: https://www.econbiz.de/10012139798
Saved in:
2
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
3
Between data cleaning and inference : pre-averaging and robust estimators of the efficient price
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 242-262
Persistent link: https://www.econbiz.de/10011705124
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->