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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"High frequency data"
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Search: subject_exact:"Mikrostrukturanalyse"
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High frequency data
Market microstructure
16
Marktmikrostruktur
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Volatility
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Volatilität
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Noise Trading
10
Noise trading
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Estimation theory
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Schätztheorie
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Nichtparametrisches Verfahren
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1968-1998
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Clinet, Simon
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Hautsch, Nikolaus
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
10
Discussion Paper Series 1
1
Economic modelling
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IMES discussion paper series / Englische Ausgabe
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Journal of financial economics
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ECONIS (ZBW)
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Disentangling sources of high frequency market microstructure noise
Clinet, Simon
;
Potiron, Yoann
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 18-39
Persistent link: https://www.econbiz.de/10012424496
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2
On the estimation of integrated volatility with jumps and microstructure noise
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
3
,
pp. 457-467
Persistent link: https://www.econbiz.de/10010488463
Saved in:
3
Preaveraging-based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence
Hautsch, Nikolaus
;
Podolskij, Mark
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 165-183
Persistent link: https://www.econbiz.de/10009754008
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