EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Rounding errors"
Narrow search

Narrow search

Year of publication
Subject
All
Estimation theory 2 Market microstructure 2 Marktmikrostruktur 2 Rounding errors 2 Schätztheorie 2 Statistical error 2 Statistischer Fehler 2 Volatility 2 Volatilität 2 rounding errors 2 Discrete running variable 1 Estimation 1 High-frequency data 1 Integrated volatility 1 Market microstructure noise 1 Monte Carlo technique 1 Noise Trading 1 Noise trading 1 Realized volatility 1 Regression discontinuity 1 Rounding 1 Schätzung 1 Time series analysis 1 Zeitreihenanalyse 1 bias-correction 1 diffusion process 1 market microstructure 1 realized volatility (RV) 1 specific distributions 1
more ... less ...
Online availability
All
Free 2 Undetermined 1
Type of publication
All
Article 3 Book / Working Paper 1
Type of publication (narrower categories)
All
Article in journal 2 Aufsatz in Zeitschrift 2
Language
All
English 3 Undetermined 1
Author
All
Li, Yingying 2 Dong, Yingying 1 Li, Yichu 1 Mykland, Per A. 1 Stefanescu, Stefan 1 Zhang, Zhiyuan 1
Institution
All
Department of Economics, University of California-Irvine 1
Published in...
All
Journal for Economic Forecasting 1 Journal of econometrics 1 Journal of financial econometrics : official journal of the Society for Financial Econometrics 1 Working Papers / Department of Economics, University of California-Irvine 1
Source
All
ECONIS (ZBW) 2 RePEc 2
Showing 1 - 4 of 4
Cover Image
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:
Cover Image
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:
Cover Image
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:
Cover Image
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:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...