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~subject:"Schätztheorie"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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Search: subject:"Mikrostrukturanalyse"
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Schätztheorie
Market microstructure
1,517
Marktmikrostruktur
1,517
Theorie
514
Theory
514
Börsenkurs
508
Share price
508
Securities trading
477
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477
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332
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332
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257
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257
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214
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214
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206
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206
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189
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189
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185
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183
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183
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176
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176
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171
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171
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169
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169
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148
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144
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144
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125
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125
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121
Kapitaleinkommen
121
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112
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112
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109
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108
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108
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102
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Conference proceedings
Aufsatz in Zeitschrift
104
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39
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37
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37
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36
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104
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Li, Yingying
7
Mykland, Per A.
7
Zhang, Lan
5
Liu, Zhi
4
Nolte, Ingmar
4
Russell, Jeffrey R.
4
Bandi, Federico M.
3
Corsi, Fulvio
3
Li, Z. Merrick
3
Podolskij, Mark
3
Potiron, Yoann
3
Zheng, Xinghua
3
Andersen, Torben
2
Arnerić, Josip
2
Aït-Sahalia, Yacine
2
Bollerslev, Tim
2
Buccheri, Giuseppe
2
Clinet, Simon
2
Dong, Yingjie
2
Hautsch, Nikolaus
2
Hong, Seok Young
2
Hwang, Eunju
2
Ikeda, Shin S.
2
Jacod, Jean
2
Jing, Bingyi
2
Kunitomo, Naoto
2
Laeven, Roger J. A.
2
Li, Jia
2
Linton, Oliver
2
Liu, Guangying
2
Matković, Mario
2
Shin, Dong-wan
2
Tse, Yiu Kuen
2
Voev, Valeri
2
Wang, Jying-Nan
2
Xiu, Dacheng
2
Yang, Chen
2
Yeh, Jin-huei
2
Zhang, Zhiyuan
2
Achab, Massil
1
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Journal of econometrics
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Quantitative finance
5
Journal of banking & finance
4
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3
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3
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3
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2
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2
International journal of theoretical and applied finance
2
Journal of financial econometrics
2
The North American journal of economics and finance : a journal of financial economics studies
2
The review of economic studies
2
Annales d'économie et de statistique
1
Applied economics letters
1
Applied financial economics
1
Cambridge working papers in economics
1
Cambridge-INET working papers
1
Central European journal of economic modelling and econometrics
1
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1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Finance research letters
1
Frontiers of economics in China : selected publications from Chinese universities
1
International journal of economics and financial issues : IJEFI
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of forecasting
1
Journal of quantitative economics
1
Research in international business and finance
1
Review of quantitative finance and accounting
1
The Singapore economic review
1
The journal of financial research
1
The journal of trading
1
The review of financial studies
1
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu
1
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ECONIS (ZBW)
104
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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
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
3
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:
4
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
5
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:
6
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:
7
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
Saved in:
8
A ReMeDI for microstructure noise
Li, Z. Merrick
;
Linton, Oliver
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
1
,
pp. 367-389
Persistent link: https://www.econbiz.de/10012821689
Saved in:
9
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
10
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
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