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subject:"Share price"
~isPartOf:"Journal of econometrics"
~isPartOf:"Quantitative finance"
~person:"Choi, Yongok"
~person:"Potiron, Yoann"
~subject:"Deutschland"
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Share price
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Choi, Yongok
Potiron, Yoann
Todorov, Viktor
6
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5
Tauchen, George Eugene
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Kim, Donggyu
4
Francq, Christian
3
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2
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Journal of econometrics
Quantitative finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book
Clinet, Simon
;
Potiron, Yoann
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 289-337
Persistent link: https://www.econbiz.de/10012302598
Saved in:
2
Efficient asymptotic variance reduction when estimating volatility in high frequency data
Clinet, Simon
;
Potiron, Yoann
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 103-142
Persistent link: https://www.econbiz.de/10012110370
Saved in:
3
A reexamination of stock return predictability
Choi, Yongok
;
Jacewitz, Stefan
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 168-189
Persistent link: https://www.econbiz.de/10011617132
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