//--> //--> //-->
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
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Hall, Alastair R."
~person:"Jacod, Jean"
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_exact:"Cross-correlation"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Autocorrelation
2
Autokorrelation
2
Börsenkurs
1
Correlation
1
Estimation theory
1
Heteroscedasticity
1
Heteroskedastizität
1
Korrelation
1
Market microstructure
1
Market microstructure noise
1
Marktmikrostruktur
1
Method of moments
1
Momentenmethode
1
Noise Trading
1
Noise trading
1
Schätztheorie
1
Share price
1
Theorie
1
Theory
1
Time series analysis
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
autocorrelation
1
autocovariance
1
high frequency data
1
joint moments
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Hall, Alastair R.
Jacod, Jean
Phillips, Peter C. B.
4
Caner, Mehmet
2
Hansen, Bruce E.
2
Mikusheva, Anna
2
Nielsen, Bent
2
Anatolyev, Stanislav
1
Baltagi, Badi H.
1
Bec, Frédérique
1
Bohn Nielsen, Heino
1
Chamberlain, Gary
1
Chiang, Min-Hsien
1
Choi, Chi-young
1
Chou, Ray Yeutien
1
Darvas, Zsolt M.
1
Dueker, Michael
1
Evripidou, Andria C.
1
Fingleton, Bernard
1
Harvey, David I.
1
Hidalgo, Javier
1
Inoue, Atsushi
1
Jansson, Michael
1
Jin, Sainan
1
Kiefer, Nicholas Maximilian
1
Kilian, Lutz
1
Kongsted, Hans Christian
1
Lee, Lung-fei
1
Leybourne, Stephen James
1
Li, Yingying
1
Lof, Matthus
1
MacGuirk, Anya M.
1
Moreira, Marcelo J.
1
Pirotte, Alain
1
Pitarakis, Jean-Yves
1
Psaradakis, Zacharias G.
1
Rahbek, Anders
1
Robinson, Peter M.
1
Romano, Joseph P.
1
Shephard, Neil G.
1
more ...
less ...
Published in...
All
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Oxford bulletin of economics and statistics
Econometric theory
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Saved in:
2
Covariance matrix estimation and the power of the overidentifying restrictions test
Hall, Alastair R.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
6
,
pp. 1517-1527
Persistent link: https://www.econbiz.de/10001527521
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->