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~language:"eng"
~subject:"Volatilität"
~type:"article"
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Search: subject_exact:"Noise Trading"
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Volatilität
Noise trading
389
Noise Trading
384
Theorie
166
Theory
166
Volatility
145
Börsenkurs
128
Share price
128
Market microstructure
112
Marktmikrostruktur
112
Estimation
76
Schätzung
76
Anlageverhalten
69
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69
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67
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67
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62
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62
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51
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51
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42
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42
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38
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37
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35
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35
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32
Microstructure noise
27
Market microstructure noise
22
CAPM
20
Nichtparametrisches Verfahren
20
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20
Analysis of variance
19
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19
Noise traders
19
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Li, Yingying
6
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5
Bandi, Federico M.
4
Liu, Zhi
4
Meddahi, Nour
4
Potiron, Yoann
4
Andersen, Torben
3
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Clinet, Simon
3
Hautsch, Nikolaus
3
Hounyo, Ulrich
3
Jacod, Jean
3
Kunitomo, Naoto
3
Mykland, Per A.
3
Podolskij, Mark
3
Zheng, Xinghua
3
Beine, Michel
2
Cartea, Álvaro
2
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2
Christensen, Kimberly
2
De Grauwe, Paul
2
Gonçalves, Sílvia
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Shin, Dong-wan
2
Wang, Jying-Nan
2
Xu, Juanyi
2
Yeh, Jin-huei
2
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2
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Journal of econometrics
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
International review of economics & finance : IREF
5
Journal of banking & finance
5
Econometric reviews
4
Economics letters
3
Quantitative finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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2
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2
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2
International journal of finance & economics : IJFE
2
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2
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2
Pacific-Basin finance journal
2
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2
The economic journal : the journal of the Royal Economic Society
2
The journal of finance : the journal of the American Finance Association
2
The journal of futures markets
2
The review of economic studies
2
Academy of Management perspectives : AMP
1
American journal of agricultural economics
1
Applied economics
1
Applied economics letters
1
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1
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1
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1
China finance review international
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Econometric analysis of financial and economic time series ; part a
1
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Eurasian business review
1
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1
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1
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ECONIS (ZBW)
145
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1
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
2
Sentiment dynamics and volatility : a study based on GARCH-MIDAS and machine learning
Riso, Luigi
;
Vacca, Gianmarco
- In:
Finance research letters
62
(
2024
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014531171
Saved in:
3
Measuring the jump risk contribution under market microstructure noise : evidence from Chinese stock market
Yu, Chao
;
Zhao, Xujie
- In:
Romanian journal of economic forecasting
24
(
2021
)
1
,
pp. 32-47
Persistent link: https://www.econbiz.de/10012587109
Saved in:
4
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
5
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2957-2999
Persistent link: https://www.econbiz.de/10014329021
Saved in:
6
The contribution of jump signs and activity to forecasting stock price volatility
Bu, Ruijun
;
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Murphy, …
- In:
Journal of empirical finance
70
(
2023
),
pp. 144-164
Persistent link: https://www.econbiz.de/10014423623
Saved in:
7
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
8
Pricing implications of noise
Goulding, Christian L.
;
Santosh, Shrihari
;
Zhang, Xingtan
- In:
The review of financial studies
36
(
2023
)
6
,
pp. 2468-2508
Persistent link: https://www.econbiz.de/10014320677
Saved in:
9
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
10
Noisy high frequency data-based estimation of volatility function with applications
Lin, Jinguan
;
Ye, Xuguo
;
Zhao, Yanyong
;
Hao, Hongxia
- In:
The Singapore economic review
68
(
2023
)
6
,
pp. 2127-2150
Persistent link: https://www.econbiz.de/10014500398
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