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~isPartOf:"Econometric Institute research papers"
~isPartOf:"Global COE Hi-Stat discussion paper series"
~subject:"Zustandsraummodell"
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Zustandsraummodell
Analysis of variance
11
Varianzanalyse
11
Market microstructure
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Marktmikrostruktur
4
ARCH model
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ARCH-Modell
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Estimation
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Forecasting model
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Prognoseverfahren
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State space model
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2000-2006
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Duration
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Hayashi-Yoshida estimator
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Hospital costs
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English
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Nagakura, Daisuke
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Watanabe, Toshiaki
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Econometric Institute research papers
Global COE Hi-Stat discussion paper series
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Finmap working paper
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Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of forecasting
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Journal of empirical finance
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Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial markets
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Journal of risk finance : the convergence of financial products and insurance
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ECONIS (ZBW)
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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:
2
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:
3
A state space approach to estimating the integrated variance and microstructure noise component
Nagakura, Daisuke
;
Watanabe, Toshiaki
-
2009
Persistent link: https://www.econbiz.de/10003854536
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