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~isPartOf:"Global COE Hi-Stat discussion paper series"
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Search: subject:"Anova"
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Analysis of variance
21
Varianzanalyse
21
Estimation
7
Market microstructure
7
Marktmikrostruktur
7
Schätzung
7
ARCH model
6
ARCH-Modell
6
Theorie
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Theory
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Volatility
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5
Estimation theory
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2000-2006
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Japan
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Monte Carlo simulation
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Noise Trading
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English
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Watanabe, Toshiaki
5
Nagakura, Daisuke
4
Caporin, Massimiliano
2
Hafner, Christian M.
2
McAleer, Michael
2
Bos, Charles S.
1
Boudt, Kris
1
Corsi, Fulvio
1
Croux, Christophe
1
Dijk, Dick van
1
Halbleib, Roxana
1
Hansen, Peter Reinhard
1
Heij, Christiaan
1
Herwartz, Helmut
1
Ikeda, Shin S.
1
Janus, Paweł
1
Koike, Yuta
1
Koopman, Siem Jan
1
Laurent, Sébastien
1
Lunde, Asger
1
Masuda, Hiroki
1
Mira, Antonietta
1
Morimoto, Takayuki
1
Oomen, Roel C. A.
1
Osborn, Denise R.
1
Peluso, Stefano
1
Sensier, Marianne
1
Stepaniak, Pieter S.
1
Ubukata, Masato
1
Voev, Valeri
1
Vries, Guus de
1
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Econometrisch Instituut <Rotterdam>
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Econometric Institute research papers
Global COE Hi-Stat discussion paper series
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
36
Working paper
16
Discussion paper / Tinbergen Institute
15
Finance research letters
15
International journal of productivity and quality management : IJPQM
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
Journal of financial econometrics
14
International journal of theoretical and applied finance
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Journal of empirical finance
13
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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Working paper / National Bureau of Economic Research, Inc.
12
International journal of hospitality management
11
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Economics letters
10
European journal of operational research : EJOR
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Econometric reviews
9
International journal of forecasting
8
Journal of the American Statistical Association : JASA
8
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8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Working paper series / University of Zurich, Department of Economics
8
Applied economics
7
Applied economics letters
7
International journal of process management and benchmarking : IJPMB
7
Journal of Industrial Engineering International
7
Journal of industrial engineering international
7
The European journal of finance
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The review of economics and statistics
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Annals - Economy Series
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ECONIS (ZBW)
21
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1
Limit theorems for the pre-averaged Hayashi-Yoshida estimator with random sampling
Koike, Yuta
-
2013
Persistent link: https://www.econbiz.de/10009689976
Saved in:
2
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
-
2011
Persistent link: https://www.econbiz.de/10009239349
Saved in:
3
Ranking multivariate GARCH models by problem dimension: an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619365
Saved in:
4
Market variance risk premiums in Japan as predictor variables and indicators of risk aversion
Ubukata, Masato
;
Watanabe, Toshiaki
-
2011
Persistent link: https://www.econbiz.de/10009423458
Saved in:
5
Forecasting covariance matrices : a mixed approach
Halbleib, Roxana
;
Voev, Valeri
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 383-417
Persistent link: https://www.econbiz.de/10011589016
Saved in:
6
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987665
Saved in:
7
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
-
2010
Persistent link: https://www.econbiz.de/10003940731
Saved in:
8
Two-scale realized kernels : a univariate case
Ikeda, Shin S.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 126-165
Persistent link: https://www.econbiz.de/10010519659
Saved in:
9
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
Saved in:
10
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
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