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~subject:"Volatilität"
~type:"book"
~person:"Linton, Oliver"
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Volatilität
Market microstructure
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Estimation theory
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Börsenkurs
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Share price
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market microstructure
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market quality
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Linton, Oliver
Kyle, Albert S.
19
Obizhaeva, Anna A.
15
Hautsch, Nikolaus
9
Rime, Dagfinn
7
Veredas, David
7
Bollerslev, Tim
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Obižaeva, Anna
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Ait-Sahalia, Yacine
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Bibinger, Markus
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Bondarenko, Oleg
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Diebold, Francis X.
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Solheim, Haakon
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Evans, Martin D. D.
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Hess, Dieter
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Horst, Ulrich
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Hounyo, Ulrich
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Härdle, Wolfgang
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Li, Yingying
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Li, Z. Merrick
4
Lux, Thomas
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Meddahi, Nour
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Melvin, Michael
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Pierdzioch, Christian
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Strasser, Georg H.
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Andersen, Torben
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Bae, Kyoung-hun
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Bjønnes, Geir H.
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Chaboud, Alain
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Czerwonko, Michal
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Das, Ashish
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Dijk, Dick van
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Grammig, Joachim
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Hens, Thorsten
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Hjalmarsson, Erik
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Khoury, Nabil
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Cambridge working papers in economics
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ECONIS (ZBW)
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Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
2
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
3
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
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