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~subject:"Financial market"
~subject:"Market microstructure"
~person:"Linton, Oliver"
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Financial market
Market microstructure
Marktmikrostruktur
4
Noise Trading
4
Noise trading
4
Estimation theory
3
Microstructure noise
3
Schätztheorie
3
Time series analysis
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infill asymptotics
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Linton, Oliver
Hautsch, Nikolaus
12
Podolskij, Mark
11
Li, Yingying
9
Li, Z. Merrick
8
Meddahi, Nour
8
Hounyo, Ulrich
7
Gonçalves, Sílvia
6
Mykland, Per A.
6
Bannouh, Karim
5
Christensen, Kim
5
Diebold, Francis X.
5
Hess, Dieter
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Pan, Jun
5
Potiron, Yoann
5
Russell, Jeffrey R.
5
Strasser, Georg
5
Veredas, David
5
Wang, Jiang
5
Ait-Sahalia, Yacine
4
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Bandi, Federico M.
4
Cartea, Álvaro
4
Clinet, Simon
4
Goldstein, Itay
4
Jacod, Jean
4
Karyampas, Dimitrios
4
Lunde, Asger
4
Martens, Martin
4
Oomen, Roel
4
Oomen, Roel C. A.
4
Ozdenoren, Emre
4
Yuan, Kathy
4
Zhang, Zhiyuan
4
Zheng, Xinghua
4
Alfarano, Simone
3
Bollerslev, Tim
3
Cebiroglu, Gökhan
3
Da, Zhi
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Cambridge working papers in economics
2
Cambridge-INET working papers
2
Discussion paper / LSE Financial Markets Group
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
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ECONIS (ZBW)
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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:
2
A remedi for microstructure noise
Li, Z. Merrick
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012692260
Saved in:
3
A ReMeDI for microstructure noise
Li, Z. Merrick
;
Linton, Oliver
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
1
,
pp. 367-389
Persistent link: https://www.econbiz.de/10012821689
Saved in:
4
Estimating the quadratic covariation matrix for an asynchronously observed continuous time signal masked by additive noise
Park, Sujin
;
Linton, Oliver
-
2012
Persistent link: https://www.econbiz.de/10009552168
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