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Search: subject:"Rounding errors"
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Estimation theory
2
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2
Marktmikrostruktur
2
Rounding errors
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Statistischer Fehler
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rounding errors
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Li, Yingying
2
Dong, Yingying
1
Li, Yichu
1
Mykland, Per A.
1
Stefanescu, Stefan
1
Zhang, Zhiyuan
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Department of Economics, University of California-Irvine
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Journal for Economic Forecasting
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A unified approach to volatility estimation in the presence of both rounding and random market microstructure noise
Li, Yingying
;
Zhang, Zhiyuan
;
Li, Yichu
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 187-222
Persistent link: https://www.econbiz.de/10011974656
Saved in:
2
Regression Discontinuity Applications with
Rounding
Errors
in the Running Variable
Dong, Yingying
-
Department of Economics, University of California-Irvine
-
2012
distribution of
rounding
errors
, which is easily obtained and often close to uniform. The proposed approach is applied to estimate …
Persistent link: https://www.econbiz.de/10009651435
Saved in:
3
Rounding
errors
and volatility estimation
Li, Yingying
;
Mykland, Per A.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 478-504
Persistent link: https://www.econbiz.de/10011339292
Saved in:
4
How much the
Rounding
Errors
could affect the Computer Results
Stefanescu, Stefan
- In:
Journal for Economic Forecasting
4
(
2007
)
2
,
pp. 87-96
to have "
rounding
errors
". Neglecting the influence of the computer
rounding
errors
could affect a right conclusion, for …
Persistent link: https://www.econbiz.de/10005612301
Saved in:
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