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:"Sampling frequency"
Narrow search

Narrow search

Year of publication
Subject
All
Sampling 15 Stichprobenerhebung 15 Volatility 12 Volatilität 12 sampling frequency 12 Sampling frequency 8 Schätzung 8 Time series analysis 8 Zeitreihenanalyse 8 Estimation 7 Monte Carlo simulation 6 Börsenkurs 5 Estimation theory 5 Monte-Carlo-Simulation 5 Schätztheorie 5 Share price 5 Stochastic process 5 Stochastischer Prozess 5 Theorie 5 Theory 5 realized variance 5 ARCH model 4 ARCH-Modell 4 Forecasting model 4 Prognoseverfahren 4 high-frequency data 4 Bias 3 Monte Carlo Test 3 Nichtparametrisches Verfahren 3 Nonparametric statistics 3 Option pricing theory 3 Optionspreistheorie 3 Realized volatility 3 Sampling Frequency 3 fractional integration 3 intraday seasonality 3 tick data 3 two-time scale estimator 3 volatility prediction 3 Analysis of variance 2
more ... less ...
Online availability
All
Free 19 Undetermined 12 CC license 2
Type of publication
All
Article 18 Book / Working Paper 14
Type of publication (narrower categories)
All
Article in journal 12 Aufsatz in Zeitschrift 12 Working Paper 7 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Article 1
more ... less ...
Language
All
English 22 Undetermined 10
Author
All
Arnerić, Josip 3 Erlandsson, Ulf G. 3 Herrmann, Klaus 3 Teis, Stefan 3 Yu, Weijun 3 Cheung, Yin-Wong 2 Forbes, Catherine Scipione 2 Fuleky, Peter 2 Gospodinov, Nikolaj 2 Ke, Rui 2 Lyu, Yongjian 2 Mancini, Cecilia 2 Maneesoonthorn, Worapree 2 Martin, Gael M. 2 Vortelinos, Dimitrios I. 2 Yi, Heling 2 Chaboud, Alain 1 Chambers, Marcus J. 1 Cheung, Yin-wong 1 Chiquoine, Benjamin 1 Degiannakis, Stavros 1 Djupsjobacka, Daniel 1 Dokučaev, Nikolaj G. 1 Floros, Christos 1 Fu, Liying 1 Gao, Di 1 Gu, Biao 1 Hjalmarsson, Erik 1 Kim, Jeong-Hoon 1 Kim, See-Woo 1 Kline, Terence R. 1 LeJeune, Jeffrey T. 1 Li, Pei-Yi 1 Liu, Jiatao 1 Loretan, Mico 1 Luo, Ya 1 Luong, Chuong 1 Matković, Mario 1 Paleologos, E. 1 Papapetridis, K. 1
more ... less ...
Institution
All
Bank for International Settlements (BIS) 1 CESifo 1 Department of Economics, University of Hawaii-Manoa 1 Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze 1 Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong 1 University of Essex / Department of Economics 1 University of Hawai'i Economic Research Organization (UHERO), University of Hawaii-Manoa 1 Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg 1
more ... less ...
Published in...
All
Agricultural Water Management 1 Annals of financial economics 1 BIS Working Papers 1 CESifo Working Paper 1 CESifo Working Paper Series 1 Croatian Review of Economic, Business and Social Statistics (CREBSS) 1 Croatian review of economic, business and social statistics : CREBSS 1 Discussion papers / University of Essex, Department of Economics 1 Econometric reviews 1 Energy economics 1 Global finance journal 1 IWQW Discussion Paper Series 1 IWQW Discussion Papers 1 IWQW discussion paper series 1 International journal of production research 1 International studies of economics 1 Journal of econometrics 1 Journal of management science and engineering 1 Research in International Business and Finance 1 Research in international business and finance 1 Stochastic Processes and their Applications 1 The European Journal of Finance 1 The North American journal of economics and finance : a journal of financial economics studies 1 Water Resources Management 1 Working Paper 1 Working Papers - Mathematical Economics 1 Working Papers / Department of Economics, University of Hawaii-Manoa 1 Working Papers / Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong 1 Working Papers / University of Hawai'i Economic Research Organization (UHERO), University of Hawaii-Manoa 1 Working paper / Department of Econometrics and Business Statistics, Monash University 1 Working papers 1 Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu 1
more ... less ...
Source
All
ECONIS (ZBW) 16 RePEc 12 EconStor 4
Showing 11 - 20 of 32
Cover Image
The effects of sampling frequency on detrending methods for unit root tests
Chambers, Marcus J. - University of Essex / Department of Economics - 2016
Persistent link: https://www.econbiz.de/10013162718
Saved in:
Cover Image
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree; Martin, Gael M.; Forbes, … - In: Journal of econometrics 219 (2020) 2, pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
Saved in:
Cover Image
Components of intraday volatility and their prediction at different sampling frequencies with application to DAX and BUND futures
Herrmann, Klaus; Teis, Stefan; Yu, Weijun - 2014
unscheduled news, is given. Depending on the sampling frequency we estimate that between one and two thirds of the variation in …
Persistent link: https://www.econbiz.de/10010442584
Saved in:
Cover Image
Components of intraday volatility and their prediction at different sampling frequencies with application to DAX and BUND futures
Herrmann, Klaus; Teis, Stefan; Yu, Weijun - 2014
unscheduled news, is given. Depending on the sampling frequency we estimate that between one and two thirds of the variation in …
Persistent link: https://www.econbiz.de/10010435903
Saved in:
Cover Image
Components of intraday volatility and their prediction at different sampling frequencies with application to DAX and BUND futures
Herrmann, Klaus; Teis, Stefan; Yu, Weijun - Wirtschafts- und Sozialwissenschaftliche Fakultät, … - 2014
unscheduled news, is given. Depending on the sampling frequency we estimate that between one and two thirds of the variation in …
Persistent link: https://www.econbiz.de/10011099957
Saved in:
Cover Image
Bias-corrected realized variance
Yeh, Jin-huei; Wang, Jying-Nan - In: Econometric reviews 38 (2019) 2, pp. 170-192
Persistent link: https://www.econbiz.de/10012180719
Saved in:
Cover Image
Variance swaps with double exponential Ornstein-Uhlenbeck stochastic volatility
Kim, See-Woo; Kim, Jeong-Hoon - In: The North American journal of economics and finance : a … 48 (2019), pp. 149-169
Persistent link: https://www.econbiz.de/10012120223
Saved in:
Cover Image
Measuring the relevance of the microstructure noise in financial data
Mancini, Cecilia - Dipartimento di Scienze per l'Economia e l'Impresa, … - 2012
We show that the Truncated Realized Variance (TRV) of a semimartingale asset price converges to zero when observations are contaminated by microstructure noises. Under the additive iid noise assumption, a central limit theorem is also proved. In consequence it is possible to construct a feasible...
Persistent link: https://www.econbiz.de/10010734988
Saved in:
Cover Image
On the Choice of the Unit Period in Time Series Models
Fuleky, Peter - University of Hawai'i Economic Research Organization … - 2011
will represent the same attributes of the underlying process, and their interpretation will be independent of the sampling … frequency. …
Persistent link: https://www.econbiz.de/10010933408
Saved in:
Cover Image
On the Choice of the Unit Period in Time Series Models
Fuleky, Peter - Department of Economics, University of Hawaii-Manoa - 2011
will represent the same attributes of the underlying process, and their interpretation will be independent of the sampling … frequency. Length: 9 pages …
Persistent link: https://www.econbiz.de/10009321240
Saved in:
  • First
  • Prev
  • 1
  • 2
  • 3
  • 4
  • Next
  • Last
A service of the
zbw
FAQ-Assistent (beta)
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...