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  • Search: subject:"Endogenous noise"
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Year of publication
Subject
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Endogenous noise 7 Continuous beliefs 4 Expectation formation 4 Expectations feedback 4 Heterogeneity 4 Random dynamical systems 4 Agency theory 2 Anreiz 2 Civil litigation 2 Corporate reputation 2 Erwerbsverlauf 2 Firmenimage 2 Game theory 2 Incentives 2 Legal profession 2 Legal services 2 Leistungsanreiz 2 Market Microstructure 2 Occupational attainment 2 Performance incentive 2 Prinzipal-Agent-Theorie 2 Realised Volatility 2 Rechtsberatung 2 Rechtsberufe 2 Reputation 2 Reputational gain 2 Semimartingale 2 Spieltheorie 2 Zivilprozess 2 effort incentives 2 endogenous noise 2 settlement 2 strategic interactions 2 Dynamische Wirtschaftstheorie 1 Economic dynamics 1 Erwartungsbildung 1 Erwartungstheorie 1 Hayashi-Yoshida estimator 1 Integrated covariance 1 Market microstructure noise 1
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Online availability
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Free 9
Type of publication
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Book / Working Paper 9
Type of publication (narrower categories)
All
Working Paper 4 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3
Language
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English 5 Undetermined 4
Author
All
Diks, Cees 3 Weide, Roy van der 3 Ferrer, Rosa 2 Kalnina, Ilze 2 Linton, Oliver 2 Diks, Cees G. H. 1 Koike, Yuta 1 van der Weide, Roy 1
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Institution
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Institute of Economic Research, Hitotsubashi University 1 London School of Economics (LSE) 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 Tinbergen Institute 1 Tinbergen Instituut 1
Published in...
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Tinbergen Institute Discussion Papers 2 Barcelona GSE working paper series : working paper 1 Discussion paper / Tinbergen Institute 1 Global COE Hi-Stat Discussion Paper Series 1 LSE Research Online Documents on Economics 1 STICERD - Econometrics Paper Series 1 Tinbergen Institute Discussion Paper 1 Working papers / Universitat Pompeu Fabra, Department of Economics and Business 1
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Source
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RePEc 5 ECONIS (ZBW) 3 EconStor 1
Showing 1 - 9 of 9
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The effect of lawyers' career concerns on litigation
Ferrer, Rosa - 2015
Persistent link: https://www.econbiz.de/10011442425
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The effect of lawyers' career concerns on litigation
Ferrer, Rosa - 2015
Persistent link: https://www.econbiz.de/10011590153
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Limit Theorems for the Pre-averaged Hayashi-Yoshida Estimator with Random Sampling
Koike, Yuta - Institute of Economic Research, Hitotsubashi University - 2013
We will focus on estimating the integrated covariance of two diffusion processes observed in a nonsynchronous manner. The observation data is contaminated by some noise, which is possibly correlated with the returns of the diffusion processes, while the sampling times also possibly depend on the...
Persistent link: https://www.econbiz.de/10010614067
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Estimating quadratic variation consistently in the presence of correlated measurement error
Kalnina, Ilze; Linton, Oliver - London School of Economics (LSE) - 2006
We propose an econometric model that captures the e¤ects of market microstructure on a latent price process. In particular, we allow for correlation between the measurement error and the return process and we allow the measurement error process to have a diurnal heteroskedasticity. We propose a...
Persistent link: https://www.econbiz.de/10011071545
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Estimating Quadratic VariationConsistently in thePresence of Correlated MeasurementError
Kalnina, Ilze; Linton, Oliver - Suntory and Toyota International Centres for Economics … - 2006
implementations. Keywords: Endogenous noise; Market Microstructure; Realised Volatility; Semimartingale JEL … that is correlated with the signal. 3 An alternative model for endogenous noise has been developed by Barndor …�-Nielsen, Hansen, Lunde, and Shephard (2006). In our notation, they have the endogenous noise part such that var(vti) = O(1=n); and an …
Persistent link: https://www.econbiz.de/10005670817
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Heterogeneity as a Natural Source of Randomness
Diks, Cees; van der Weide, Roy - 2003
We propose a new framework for studying the evolution of heterogeneous beliefs in a dynamic feedback setting. Beliefs distributions are defined on a beliefs space representing a continuum of possible strategies agents can choose from. Agents base their choices on past performances, re-evaluating...
Persistent link: https://www.econbiz.de/10010324901
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Heterogeneity as a Natural Source of Randomness
Diks, Cees; Weide, Roy van der - Tinbergen Institute - 2003
We propose a new framework for studying the evolution of heterogeneous beliefs in a dynamic feedback setting. Beliefs distributions are defined on a beliefs space representing a continuum of possible strategies agents can choose from. Agents base their choices on past performances, re-evaluating...
Persistent link: https://www.econbiz.de/10005136904
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Heterogeneity as a Natural Source of Randomness
Diks, Cees; Weide, Roy van der - Tinbergen Instituut - 2003
We propose a new framework for studying the evolution of heterogeneous beliefs in a dynamic feedback setting. Beliefs distributions are defined on a beliefs space representing a continuum of possible strategies agents can choose from. Agents base their choices on past performances, re-evaluating...
Persistent link: https://www.econbiz.de/10011255553
Saved in:
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Heterogeneity as a natural source of randomness
Diks, Cees G. H.; Weide, Roy van der - 2003
We propose a new framework for studying the evolution of heterogeneous beliefs in a dynamic feedback setting. Beliefs distributions are defined on a beliefs space representing a continuum of possible strategies agents can choose from. Agents base their choices on past performances, re-evaluating...
Persistent link: https://www.econbiz.de/10011334360
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