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~isPartOf:"Global COE Hi-Stat discussion paper series"
~subject:"Market microstructure"
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Market microstructure
Analysis of variance
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Varianzanalyse
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Marktmikrostruktur
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Estimation
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State space model
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2000-2006
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Hayashi-Yoshida estimator
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Nagakura, Daisuke
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Watanabe, Toshiaki
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Global COE Hi-Stat discussion paper series
Journal of econometrics
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Finance and stochastics
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Finmap working paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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American journal of agricultural economics
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Discussion papers / Wissenschaftszentrum Berlin für Sozialforschung, Abteilung Wettbewerbsfähigkeit und Industrieller Wandel ; Abteilung Marktprozesse und Steuerung ; Arbeitsgruppe Institutionen, Staaten, Märkte ; Abteilung Wettbewerb und Innovation ; Abteilung Verhalten auf Märkten; Forschungsprofessur The Future of Fiscal Federalism ; Forschungs-Gruppe Wettbewerb und Innovation : Schwerpunkt II Märkte und Politik
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ERID working paper
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Econometric reviews
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Economic Research Initiatives at Duke (ERID) Working Paper
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Economics letters
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Frontiers of economics in China : selected publications from Chinese universities
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International journal of theoretical and applied finance
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Iranian economic review : journal of University of Tehran
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Journal of banking & finance
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Journal of forecasting
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SFB 649 discussion paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
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Working paper series / Universiteit Gent, Faculteit Economie en Bedrijfskunde
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Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu
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Limit theorems for the pre-averaged Hayashi-Yoshida estimator with random sampling
Koike, Yuta
-
2013
Persistent link: https://www.econbiz.de/10009689976
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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
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3
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:
4
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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