//--> //--> //-->
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
~institution:"Institute of Economic Research, Kyoto University"
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:"microstructure noise"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
High frequency data
1
Microstructure noise
1
Nonsynchronous (asynchronous) observation
1
Weighted realized covariance
1
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
English
1
Author
All
Kanatani, Taro
1
Institution
All
Institute of Economic Research, Kyoto University
School of Economics and Management, University of Aarhus
16
Institute of Economic Research, Hitotsubashi University
10
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
8
HAL
6
Department of Economics, Oxford University
4
Department of Economics, Rutgers University-New Brunswick
4
Graduate School of Economics, Osaka University
4
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
4
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
4
Center for Financial Studies
2
Economics Group, Nuffield College, University of Oxford
2
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
2
Erasmus University Rotterdam, Econometric Institute
2
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
2
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
2
Institute for Monetary and Economic Studies, Bank of Japan
2
Tinbergen Institute
2
Tinbergen Instituut
2
Banco de México
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Departamento de Economía de la Empresa, Universidad Carlos III de Madrid
1
Department Volkswirtschaftslehre, Fachbereich für Wirtschaftswissenschaften
1
Department of Economics, University of California-Santa Barbara (UCSB)
1
Department of Economics, University of Peloponnese
1
Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze
1
East Asian Bureau of Economic Research (EABER)
1
Econometric Society
1
Finance Research Centre, Oxford University
1
Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät
1
School of Economics and Political Science, Universität St. Gallen
1
School of Economics, Singapore Management University
1
more ...
less ...
Published in...
All
KIER Working Papers
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Finite Sample Analysis of Weighted Realized Covariance with Noisy Asynchronous Observations
Kanatani, Taro
-
Institute of Economic Research, Kyoto University
-
2007
using nonsynchronous observations contaminated with
microstructure
noise
. This framework enables us to examine different …
Persistent link: https://www.econbiz.de/10005570199
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->