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~subject:"Microstructure Noise"
~subject:"Probability theory"
~subject:"Semimartingale Theory"
~subject:"Volatility"
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Search: subject_exact:"Central limit theorem"
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Microstructure Noise
Probability theory
Semimartingale Theory
Volatility
Central limit theorem
148
central limit theorem
90
Central Limit Theorem
35
Theorie
34
Theory
32
Estimation theory
23
Schätztheorie
23
Zentraler Grenzwertsatz
17
Zeitreihenanalyse
16
High-Frequency Data
15
Time series analysis
15
Statistical distribution
13
Statistische Verteilung
13
Bipower Variation
11
Stable convergence
10
Volatilität
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Martingale
8
Wahrscheinlichkeitsrechnung
8
High-frequency data
7
Law of large numbers
7
Portfolio selection
7
Portfolio-Management
7
Unit roots
7
law of large numbers
7
stable convergence
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Bootstrap approach
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Bootstrap-Verfahren
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Diffusion Models
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Estimation
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Panel
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normal distribution
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Börsenkurs
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English
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Podolskij, Mark
15
Vetter, Mathias
6
Kinnebrock, Silja
4
Liu, Zhi
4
Jing, Bingyi
3
Ziggel, Daniel
3
Berti, Patrizia
2
Crimaldi, Irene
2
Knottnerus, Paul
2
Liu, Guangying
2
Liu, Qiang
2
Livieri, Giulia
2
Mancino, Maria Elvira
2
Marmi, Stefano
2
Pratelli, Luca
2
Rigo, Pietro
2
Barndorff-Nielsen, Ole E.
1
Cai, Jiatu
1
Chu, Chih-Kang
1
Corcuera, José Manuel
1
Daly, Fraser
1
Fukasawa, Masaaki
1
Hwang, Ruey-Ching
1
Jacod, Jean
1
Kong, Xin-Bing
1
Kong, Xinbing
1
Kratz, Marie
1
Li, Yingying
1
Liu, Yiqi
1
Palmowski, Zbigniew
1
Prokopenko, Evgeny
1
Toscano, Giacomo
1
Wang, Li
1
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School of Economics and Management, University of Aarhus
7
Finance Research Centre, Oxford University
2
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
2
Department of Economics, Oxford University
1
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CREATES Research Papers
7
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2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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2
Journal of financial econometrics
2
OFRC Working Papers Series
2
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2
Scandinavian actuarial journal
2
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Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
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Decisions in economics and finance : DEF ; a journal of applied mathematics
1
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Economics Series Working Papers / Department of Economics, Oxford University
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Finance and stochastics
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Global COE Hi-Stat discussion paper series
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
18
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EconStor
2
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1
Gamma, Gaussian and Poisson approximations for random sums using size-biased and generalized zero-biased couplings
Daly, Fraser
- In:
Scandinavian actuarial journal
2022
(
2022
)
6
,
pp. 471-487
Persistent link: https://www.econbiz.de/10013370710
Saved in:
2
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
3
Multi-normex distributions for the sum of random vectors : rates of convergence
Kratz, Marie
;
Prokopenko, Evgeny
-
2021
Persistent link: https://www.econbiz.de/10013173635
Saved in:
4
Ruin probabilities for risk process in a regime-switching environment
Palmowski, Zbigniew
- In:
Scandinavian actuarial journal
2022
(
2022
)
7
,
pp. 565-590
Persistent link: https://www.econbiz.de/10013370724
Saved in:
5
Statistical inference of spot correlation and spot market beta under infinite variation jumps
Liu, Qiang
;
Liu, Zhi
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 612-654
Persistent link: https://www.econbiz.de/10013349148
Saved in:
6
Volatility of volatility : estimation and tests based on noisy high frequency data with jumps
Li, Yingying
;
Liu, Guangying
;
Zhang, Zhiyuan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 422-451
Persistent link: https://www.econbiz.de/10013441895
Saved in:
7
Asymptotic results for the Fourier estimator of the integrated quarticity
Livieri, Giulia
;
Mancino, Maria Elvira
;
Marmi, Stefano
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 471-502
Persistent link: https://www.econbiz.de/10012127239
Saved in:
8
Predicting loss distributions for small-size defaulted-debt portfolios using a convolution technique that allows probability masses to occur at boundary points
Chu, Chih-Kang
;
Hwang, Ruey-Ching
- In:
Journal of financial services research : JFSR
56
(
2019
)
1
,
pp. 95-117
Persistent link: https://www.econbiz.de/10012301329
Saved in:
9
Estimation of spot volatility with superposed noisy data
Liu, Qiang
;
Liu, Yiqi
;
Liu, Zhi
;
Wang, Li
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 62-79
Persistent link: https://www.econbiz.de/10012036296
Saved in:
10
Estimating the integrated volatility using high-frequency data with zero durations
Liu, Zhi
;
Kong, Xin-Bing
;
Jing, Bingyi
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 18-32
Persistent link: https://www.econbiz.de/10011974707
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