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  • Search: subject:"Sampling frequency"
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Year of publication
Subject
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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
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Online availability
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Free 19 Undetermined 12 CC license 2
Type of publication
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Article 18 Book / Working Paper 14
Type of publication (narrower categories)
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Article in journal 12 Aufsatz in Zeitschrift 12 Working Paper 7 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Article 1
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Language
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English 22 Undetermined 10
Author
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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
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Institution
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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
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Published in...
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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
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Source
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ECONIS (ZBW) 16 RePEc 12 EconStor 4
Showing 31 - 32 of 32
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Sampling Frequency of Groundwater Monitoring and Remediation Delay at Contaminated Sites
Papapetridis, K.; Paleologos, E. - In: Water Resources Management 26 (2012) 9, pp. 2673-2688
This study examines the frequency of sampling at contaminated sites located in heterogeneous subsurface environments. The impact of delays in remedial response is also investigated in terms of the growth that such delays incur on contaminated areas and remediation costs. Our work utilizes...
Persistent link: https://www.econbiz.de/10010997957
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Implications of market microstructure for realized variance measurement
Djupsjobacka, Daniel - In: The European Journal of Finance 16 (2010) 1, pp. 27-43
establish increased standard deviation in the error between measured and real variance as sampling frequency decreases and when …
Persistent link: https://www.econbiz.de/10008603210
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