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subject:"Share price"
~isPartOf:"Journal of econometrics"
~isPartOf:"Quantitative finance"
~person:"Li, Yingying"
~subject:"Deutschland"
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Share price
Deutschland
Estimation theory
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Marktmikrostruktur
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Noise Trading
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Noise trading
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Li, Yingying
Todorov, Viktor
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Journal of econometrics
Quantitative finance
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
2
Volatility of volatility : estimation and tests based on noisy high frequency data with jumps
Li, Yingying
;
Liu, Guangying
;
Zhang, Zhiyuan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 422-451
Persistent link: https://www.econbiz.de/10013441895
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